Tokyo Financial Exchange (TFX) will launch a six month LIBOR Euroyen futures contract on 30th January 2012.
The contract specification for six month LIBOR Euroyen Futures contracts is as follows:
|
|
6 Month Euroyen LIBOR Futures |
3 Month Euroyen Futures |
|
Underlying Asset |
6 Month LIBOR (BBA) |
3 Month TIBOR (JBA) |
|
Trading Unit |
\100,000,000 |
Same |
|
Price quotation |
100 minus rate of interest |
100 minus rate of interest |
|
Minimum Tick Size |
0.0025（0.0025％） |
0.005（0.005％） |
|
Contract months |
20 quarterly months and 2 nearest serial months |
Same |
|
Last Trading Day |
2 London business days prior to the 3rd Wednesday |
2 Tokyo business days prior to the 3rd Wednesday |
|
Trading Hours(JST) |
8：45～11：30 (Day Session) |
Same |
