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Concerning 10-year JGB Futures, since the trading volume of the September 2016 contract (second contract) surpassed that of the June 2016 contract (nearest contract) in today’s auction market, the central contract month pertaining to temporary trading halt (Circuit Breaker rule) are as follows from June 13, 2016 (trading day).
| 【To Afternoon session on June 10】 (Central contract months (9 digit code)) |
【From Night session on June 10】 (Central contract months (9 digit code)) |
|
| 10-year JGB Futures | June 2016 (161060001) | September 2016 (161090001) |
- In case that the central contract month of 10-year JGB Futures rolls to the next contract month after last trading day of a contract, OSE will not announce the change of central contract month for 10-year JGB Futures.
- Concerning 10-year JGB Futures, OSE will announce in each case that the central contract month of JGB Futures changes because the trading volume of the farther contract exceeds the nearest contract before the last trading day arrives.
- The "9 digit code" is a code determined in accordance with the rules prescribed by the Securities Identification Code Committee and described above for reference purpose. Please note that the codes used in J-GATE are not the "9 digit codes" but the codes prescribed by OSE. In addition, please note that there is no 9 digit code in accordance with the rules prescribed by the Securities Identification Code Committee in strategy trades (there is only the code prescribed by OSE).
