SGX Mini Japanese Government Bond futures
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Revision as of 18:36, 15 August 2011 by JohnJLothian (Talk | contribs)
| SGX Mini JGB futures | ||
|---|---|---|
| Exchange | Singapore Exchange | |
| Settlement | Cash settled | |
| Contract Size | ¥10,000,000 notional long term 10-year JGB with 6% coupon | |
| Pricing Unit | ¥1 per ¥100 face value (¥100,000) | |
| Tick Value | ¥0.01 per ¥100 face value (¥1,000) | |
| Contract Months | 5 quarterly months in the March, June, September, December cycle | |
| Last Trading Day | One business day preceding the Tokyo Stock Exchange's (TSE) 10-Year JGB Futures' Last Trading Day of the expiring contract month | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | T Session:
Pre -Opening 7.30 am -7.43 am Non -Cancel Period 7.43 am -7.45 am Opening 7.45 am - 5.15 pm
T+1 Session: Pre -Opening 6.15 pm - 6.28 pm Non -Cancel Period 6.28 pm - 6.30 pm Opening 6.30 pm -10.55 pm
|
| Ticker Symbol | N/A | JB |
| Price Limits | N/A | N/A |
Notes
Resources
Contract Specifications of SGX Mini Japanese Government Bond (Mini JGB) Futures/Options
