Tokyo Financial Exchange Spot-Next Repo Rate Futures

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TFX Spot-Next Repo Rate futures trade on the Tokyo Financial Exchange (TFX). They were launched on December 3, 2007^[1].

In the first six months of 2008, TFX Spot-Next Repo Rate futures did not trade at all^[2].

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Spot-next repo rate futures
Exchange	Tokyo Financial Exchange
Settlement	Cash settled
Trade Unit	￥300,000,000 (Notional principal amount)
Point Value	Need point value!
Tick Value	0.005
Contract Months	First 12 calendar months
Last Trading Day	Two business days prior to the last business day of the contract month
Note: This contract is electronic ONLY -- no open outcry
	No Open Outcry	Electronic
Trading Hours	N/A	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)
Ticker Symbol	N/A	N/A
Price Limits	N/A	N/A

Notes

Resources

Tokyo Financial Exchange Spot-Next Repo Rate futures Contract Specifications

References

1. ↑ History. Tokyo Financial Exchange Inc.. Retrieved on July 9, 2008.
2. ↑ MONTHLY STATISTICS June 2008. Tokyo Financial Exchange Inc.. Retrieved on July 9, 2008.