Tag archive for ‘JGB’
Stefan Lepp, Head of Global Securities Financing, Clearstream
By Steve On Saturday, January 31st, 2015

Clearstream paves the way towards seamless local JGB mobilisation to cover global exposures

Stefan Lepp, Head of Global Securities Financing, ClearstreamClearstream and Sumitomo Mitsui Banking Corporation (SMBC) are collaborating with the aim of developing a collateral management service for their mutual More...

By Steve On Wednesday, November 26th, 2014

Shortening Of Period From Last Trading Day To Day Of Settlement By Physical Delivery And Payment Of JGB Futures

Atsushi Saito, JPX Group CEO –The changes to the taxation system for public and corporate bonds that are made from the perspective of advancing the integration of taxation on financial income and gains in More...

By Steve On Saturday, November 2nd, 2013

New JPX JGB Futures Volatility Index

Atsushi Saito, JPX Group CEOTokyo Stock Exchange, Inc. (TSE) will start calculating and publishing a new index “JPX JGB Futures Volatility Index”, an index that shows the volatility of 10-year Japanese Government More...

By Steve On Sunday, June 23rd, 2013

JPX to re-launch Super-Long-Term JGB futures

Atsushi Saito, JPX Group CEOJapan Exchange Group, Inc. (JPX) announced it has decided to re-launch Super-Long-Term (20-year) JGB futures (SL-JGB futures) based on JGB market conditions and discussions with investors. More...

By Steve On Friday, September 16th, 2011

NYSE Liffe JGB Futures Contract Open Interest Transfer Arrangement

On 26 September 2011, NYSE Liffe’s JGB futures contract will move from a daily cash-settled contract to a contract traded under open interest link arrangements with the Tokyo Stock Exchange (TSE), becoming More...

By Steve On Saturday, August 13th, 2011

TSE and NYSE Liffe Will Introduce Position Transfer Scheme For JGB Futures

In partnership with NYSE Liffe, Tokyo Stock Exchange and NYSE Liffe will be introducing a position transfer arrangement to the Japanese Government Bond (“JGB”) Futures Contract listed on NYSE Liffe, whereby More...

By Steve On Friday, January 28th, 2011

TSE Expands the Number of Strike Prices for Options on JGB Futures

TSE will partially revise the trading rules in the first half of fiscal year 2011 to expand the number of strike prices for options on JGB futures in order to respond to diverse trading needs. These revisions will More...

By Steve On Friday, May 22nd, 2009
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Which Future Has The Biggest Tick Size?

The 10 Year Japanese Government Bond (JGB) Future boasts the largest tick size of any future in the world. At 10,000 yen per tick (approximately 100 USD) million dollar trading errors aren’t unheard of. 1 More...

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