Difference between revisions of "SGX Euroyen (TIBOR) futures"
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|unit = ¥ 100,000,000 per contract<!-- Unit of commodity in contract, e.g. 50,000 pounds --> | |unit = ¥ 100,000,000 per contract<!-- Unit of commodity in contract, e.g. 50,000 pounds --> | ||
|ptdesc = <!-- Description of one contract point, e.g. 0.0001 cents per pound --> | |ptdesc = <!-- Description of one contract point, e.g. 0.0001 cents per pound --> | ||
|ptval = 1 | |ptval = 1 basis point (¥2,500)<!-- Dollar (or other currency) value of a single contract point --> | ||
|tickPt = <!-- Number of points per trading tick, eg 2.5 --> | |tickPt = <!-- Number of points per trading tick, eg 2.5 --> | ||
|tickVal = 0.005 points valued at ¥1,250<!-- Dollar (or other currency) amount of trading tick --> | |tickVal = 0.005 points valued at ¥1,250<!-- Dollar (or other currency) amount of trading tick --> | ||
Revision as of 07:46, 26 July 2008
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| SGX Euroyen (TIBOR) futures | ||
|---|---|---|
| Exchange | Singapore Exchange | |
| Settlement | Cash settled | |
| Contract Size | ¥ 100,000,000 per contract | |
| Pricing Unit | 1 basis point (¥2,500) | |
| Tick Value | 0.005 points valued at ¥1,250 | |
| Contract Months | Quarterly months on a March, June, September and December on a 5-year cycle | |
| Last Trading Day | Second Tokyo Financial Exchange (TFX) business day immediately preceding the third Wednesday of the expiring contract month | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Singapore :
Pre -Opening 7.30 am -7.38 am Non -Cancel Period 7.38 am -7.40 am Opening 7.40 am -7.05 pm T+1 Session: Pre -Opening 7.50 pm - 7.58 pm Non -Cancel Period 7.58 pm - 8.00 pm Opening 8.00 pm -10.55 pm 9.20 pm - 4.00 am (MOS) |
| Ticker Symbol | N/A | EY |
| Price Limits | N/A | N/A |
Notes[edit]
Resources[edit]
Singapore Exchange Contract Specifications of SGX Euroyen (TIBOR) Futures