SGX Euroyen (LIBOR) futures
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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 :
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[edit]
Resources[edit]
Singapore Exchange Contract Specifications of SGX Euroyen (LIBOR) Futures