The Tokyo Stock Exchange has formulated the contingency plan outlined
below in order to clarify the method of response to events such
as system malfunctions.
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For Contingency Plan for Trading on the TSE Market, please click here. |
Outline for Implementation of Futures and Options Agency Transactions
in Circumstances Such as System Malfunction (Revised on Jan. 30,
2006)
This plan defines how futures and options agency transactions are to be handled in the event that individual trading participants are unable to place orders in futures and options, etc., due to situations such as a system malfunction, in order to ensure that affected trading participants are able to secure a means of trading and transactions can continue.
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Outline for Implementation of Futures and Options Agency Transactions in Circumstances Such as System Malfunction |
Contingency Plan for the last trading day and S.Q. calculation
day of Futures and Options Contract (Revised on Jun. 18, 2002)
This plan was drawn up to clarify the treatment of the last trading day for futures and options as well as the S.Q. calculation day for index futures and options contracts should transaction become impossible due to a situation such as system malfunction.
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Contingency Plan for the last trading day and S.Q. calculation day of Futures and Options Contract |
