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Euroyen TIBOR Futures
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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 LIBOR 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.
CME GLOBEX
SUN - FRI: 5:00 p.m. - 4:00 p.m. CT
Ticker Symbol OPEN OUTCRY
EY; AON: IY
CME GLOBEX
EJ
Exchange Rule These contracts are listed with, and subject to, the rules and regulations of CME.