Published On: Sat, Dec 24th, 2011

TFX to Launch Six-month Euroyen LIBOR Futures

Tokyo Financial Exchange (TFX) will launch a six month LIBOR Euroyen futures contract on 30th January 2012.

Contract Specifications
Underlying Asset – 6 Month LIBOR (BBA)
Trading Unit – 100,000,000
Price quotation – 100 minus rate of interest
Minimum Tick Size – 0.0025 (0.0025%) (Minimum Tick Size = \1,250)
Contract months – 20 quarterly months and 2 nearest serial months
Last Trading Day – 2 London business days prior to the 3rd Wednesday
Trading Hours(JST)

* 8:45~11:30 (Day Session)
* 12:30~15:30 (Day Session)
* 15:30~20:00 (Evening Session)

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