SGX Euroyen (LIBOR) futures

From MarketsWiki
Jump to: navigation, search
Not impressed? Tell us how to improve it or sign up to edit.
Mrw banner solid.png
MRW logo.png

SGX Euroyen (LIBOR) futures
Exchange Singapore Exchange
Settlement Cash settled
Contract Size ¥ 100,000,000 per contract
Pricing Unit 1 basis point (¥2,500)
Tick Value 0.005 points valued at ¥1,250
Contract Months March, June, September and December months on a 5-year cycle
Last Trading Day Trading shall terminate at 11:00 am (London Time) on the 2 London business days preceding the 3rd Wednesday of the expiring contract month
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A Singapore :

T Session:

Pre -Opening 7.30 am -7.38 am

Non -Cancel Period 7.38 am -7.40 am

Opening 7.40 am -7.05 pm

T+1 Session:

Pre -Opening 7.50 pm - 7.58 pm

Non -Cancel Period 7.58 pm - 8.00 pm

Opening 8.00 pm -10.55 pm

Ticker Symbol N/A EL
Price Limits N/A N/A



Singapore Exchange Contract Specifications of SGX Euroyen (LIBOR) Futures