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Euroyen TIBOR Futures
| Euroyen TIBOR Futures | |||||
|---|---|---|---|---|---|
| Underlying Instrument | Euroyen Time deposit having a principal value of 100,000,000 Japanese yen with a three-month maturity. | ||||
| Price Quote | Quoted in terms of the IMM One-Month TIBOR index points or 100 minus the depost rate on an annual basis over a 360 day year (e.g., a deposit rate of 7.20 shall be quoted as 92.80). One basis point = 2,500 Yen. | ||||
| Tick Size (minimum fluctuation) |
One-quarter of one basis point (.0025 = 625 yen per contract) for nearest four futures delivery months. One-half of one basis point (0.005 = 1,250 yen per contract) for all other contract months. | ||||
| Contract Months | Mar, Jun, Sep, Dec, extending out 5 years (total of 20 contract months). | ||||
| Last Trading Day | Second Tokyo bank business day immediately preceding the third Wednesday of the contract month. Trading in expiring contracts closes at 11:00 a.m. Tokyo time on the last trading day. | ||||
| Final Settlement | Cash settled on the last trading day to the Final Settlement Figure for the Singapore Exchange's (SGX) 3-Month Euroyen (TIBOR) futures contract as determined by SGX. | ||||
| Position Limits | Current Position Limits | ||||
| Block Minimum | Block Trading Minimums | ||||
| All or None Minimum | All or None Minimums | ||||
| Rulebook Chapter | CME Chapter 501 | ||||
| Trading Hours (All times listed are Central Time) |
OPEN OUTCRY |
MON-FRI: 7:20 a.m. - 2:00 p.m.
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| CME GLOBEX |
SUN - FRI: 5:00 p.m. - 4:00 p.m. CT
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| Ticker Symbol | OPEN OUTCRY |
EY; AON: IY
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| CME GLOBEX |
EJ
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| Exchange Rule | These contracts are listed with, and subject to, the rules and regulations of CME. | ||||
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