Euroyen Futures

Posted By Steve On Wednesday, October 14th, 2009 With 0 Comments
Exchange Tokyo Financial Futures Exchange
Type Interest Rate
Underlying Three month Euroyen TIBOR (Tokyo InterBank Offered Rate) – Determined by the Japanese Bankers Association at 11:00am
Currency Japanese Yen (JPY)
Contract Size ¥100,000,000 (Notional principal amount)
Tick Size 0.005
Tick Value 1250 JPY
Pre-Open 1 08:30 – 08:45
Trading Session 1 08:45 – 12:30
Restricted Period 11:30 – 12:30
Trading Session 2 12:30 – 15:30
Pre-Open T+1 None
Trading Session T+1 15:30 – 20:00
Last Trading Day Two business days prior to the third Wednesday of the contract month
Final Settlement Day The first business day following the last trading day
Final Settlement Price 100 minus the three month TIBOR rate rounded to 3 decimal places. For example, if TIBOR is 0.12786%, the final settlement price is 99.872(100 minus 0.128).
Settlement Type Cash
Contract Months 20 quarterly months and 2 serial months
First Trading Day  
Position Limit  
Initial Margin (outright)  
Maintenance Margin (outright)  
Clearinghouse Margin (outright)  
Listed Spread No
Initial Margin (spread)  
Maintenance Margin (spread)  
Clearinghouse Margin (spread)  
Daily Price Limit  
Index Options Yes
Exchange Symbol EY
Reuters Symbol  
Bloomberg Symbol  
ISIN Symbol  

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