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JAPANESE GOVT BOND (JGB) FUTURES
 


Codes et classification
Mnemo N Marché NYSE Liffe London Vol. 206 19/11/09
    Devise YEN P.O. 0
 Japanese Government Bond (JGB) Futures
Taille du contrat ¥100,000,000 nominal value notional long term Japanese government bond with 6% co
Échéances March, June, September, December, such that two delivery months are available for trading
Cotation Per ¥100 face value
Echelon minimum de cotation 0.01 (¥10,000)
Dernier jour de négociation One business day prior to Tokyo Stock Exchange Last Trading Day. On the Last Trading Day, trading in the front delivery month will cease at 16:00
Date de livraison Next business day*
Heures de cotation 07:001 - 16:00
Documentation
Japanese Government Bond Futures Contract (No. 32)
Mis à jour 26/06/09

 1 The JGB Contract opens at 08.00 on Tokyo Stock Exchange Holidays.

Market: London.

Trading Platform: LIFFE CONNECT®.

Algorithm: Central order book applies price/time priority trading algorithm.

Wholesale Services: Asset Allocation, Basis Trading, Block Trading.

Contract Standard: *All open positions on LIFFE at the close of a business day will be closed out automatically at the first subsequent opening price on the Tokyo Stock Exchange for the same delivery month, and cash settlement made accordingly through variation margin. Unless deferred as a result of there being no TSE opening price (e.g. in the event of a TSE holiday), settlement will be on the next business day.

Price limit:

  1. ¥2.00 from Tokyo Stock Exchange closing price. If limit is hit, price limits are removed one hour later for the remainder of the day.
  2. No limit during the last hour of trading on each day.

Clearing: LCH.Clearnet Ltd.

Unless otherwise indicated, all times are London times.
 
 

For further information, please contact bonds@liffe.com or alternatively telephone Euronext.liffe's Interest Rate Product Management Team on + 44 (0)20 7379 2222.