Tokyo Financial Exchange Inc.

  • JAPANESE
  • HOME
SEARCH

HOME>Products>Listed Products : Three-month Euroyen futures

Three-month Euroyen futures

Listed Product Three-month Euroyen futures
Trading unit ¥100,000,000 (Notional principal amount)
Price quotation 100 minus rate of interest
Tick size & value 0.005 (¥1,250)
Contract months

20 quarterly months and 2 serial months

Note1 :
Serial months are the months other than March, June, September and December.
For example, as of April 1 , the serial months to be listed are Aplil and May,
as of May 1, May and July, as of June 1, July and August.
Last trading day Two business days prior to the third Wednesday of the contract month
Final settlement
date
The first business day following the last trading day
Final settlement

Cash settlement

Note1 :
The final settlement price is calculated to the third decimal place.
To calculate, round up the figure on the fourth decimal place if it is five or over and
round off if it is less than five.
For example, if TIBOR is 0.12786%, the final settlement price is
99.872(100 minus 0.128).
Trading hours
(JST)
8:30 - 8:45 Pre-open period (Order entry without execution)
8:45 - 11:30 Day(morning) session (Cleared as today's trade)
11:30 - 12:30 Restricted period (Cancel and volume cutback only)
12:30 - 15:30 Day(afternoon) session (Cleared as today's trade)
15:30 - 20:00 Evening session (Cleared as the next day's trade)
Trading hours for
the contract on
its last trading
day (JST)
8:30 - 8:45 Pre-open period
8:45 - 11:00 Day session
Products
  • THREE-MONTH EUROYEN FUTURES
  • OPTIONS ON THREE-MONTH EUROYEN FUTURES
  • OVER-NIGHT CALL RATE FUTURES
  • OVER-NIGHT CALL RATE FUTURES
  • EXCHANGE FOREX MARGIN CONTRACTS

PAGE TOP

Copyright c 1996-2007 Tokyo Financial Exchange Inc.