Difference between revisions of "SGX Euroyen (LIBOR) futures"

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|unit    =  ¥ 100,000,000 per contract<!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|unit    =  ¥ 100,000,000 per contract<!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptval    =  1 index point (¥2,500)<!-- Dollar (or other currency) value of a single contract point -->
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|ptval    =  1 basis point (¥2,500)<!-- Dollar (or other currency) value of a single contract point -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickVal  =  0.005 points valued at ¥1,250<!-- Dollar (or other currency) amount of trading tick -->
 
|tickVal  =  0.005 points valued at ¥1,250<!-- Dollar (or other currency) amount of trading tick -->

Revision as of 02:46, 26 July 2008

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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

Notes

Resources

Singapore Exchange Contract Specifications of SGX Euroyen (LIBOR) Futures


References