Difference between revisions of "TSE 5-year JGB futures"
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|elect = <!-- Y if an electronic trading session exists; leave blank if none --> | |elect = <!-- Y if an electronic trading session exists; leave blank if none --> | ||
|elHours = 8:45-11:02, 12:30-15:02, 15:30-5:30 | |elHours = 8:45-11:02, 12:30-15:02, 15:30-5:30 | ||
| − | (Note) An order acceptance period ("pre-closing") is established for 2 minutes（5 minutes in the Night | + | (Note) An order acceptance period ("pre-closing") is established for 2 minutes（5 minutes in the Night Session) before the Itayose on close. |
|elLimit = ± 3 points (3 million yen per contract) | |elLimit = ± 3 points (3 million yen per contract) | ||
|elSym = <!-- Ticker symbol for electronic platform; leave blank if none --> | |elSym = <!-- Ticker symbol for electronic platform; leave blank if none --> | ||
Revision as of 13:51, 13 July 2018
TSE 5-year JGB futures trade on the Tokyo Stock Exchange (TSE). They started trading on February 16, 1996.
Officially, there are still two Japanese government bond (JGB) futures contracts, TSE 5-year JGB futures and TSE 10-year JGB futures, listed on the Tokyo Stock Exchange, but TSE 5-year JGB futures contract has not been traded since 2002[1] and today the term TSE JGB futures contract customarily refers to TSE 10-year JGB futures.
| TSE 5-year JGB futures | ||
|---|---|---|
| Exchange | Tokyo Stock Exchange | |
| Settlement | Physically delivered | |
| Contract Size | 100 million yen face value | |
| Pricing Unit | 10,000 yen per contract | |
| Tick Value | ¥0.01 | |
| Contract Months | March, June, September, December cycle (three contract months traded at any one time) | |
| Last Trading Day | 5th business day prior to each delivery date (20th day of each contract month, move-down the date when it is not the business day). Trading for the new contract month begins on the business day following the last trading day. | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | 8:45-11:02, 12:30-15:02, 15:30-5:30
(Note) An order acceptance period ("pre-closing") is established for 2 minutes（5 minutes in the Night Session) before the Itayose on close. |
| Ticker Symbol | N/A | N/A |
| Price Limits | N/A | ± 3 points (3 million yen per contract) |
Notes
Resources
References
- ↑ Tokyo Stock Exchange Fact Book 2003. Tokyo Stock Exchange Group, Inc..
