The Exchange has determined that the Block Trade Minimum Volume thresholds for the interest rate futures and options contracts shall be reduced with effect from Monday 2 July 2012.
The current and revised Block Trade Thresholds are shown below:
|
Contracts |
Current Minimum Volume Thresholds |
Revised Minimum Volume Thresholds |
|
Three-month Euroyen Futures |
250 lots |
100 lots |
|
Six-month Euroyen Libor Futures |
250 lots |
100 lots |
|
Over-Night Call Rate Futures |
250 lots |
100 lots |
|
Options on Three-month Euroyen Futures |
500 lots |
100 lots |
