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Jgb futures settlement price

Jgb futures settlement price

The Quote Overview page gives you a snapshot view for a specific futures symbol. During market hours, delayed exchange price information displays (Futures: 10 minute delay, CST.) and new delayed trade updates are updated on the page (as indicated by a "flash"). A person shall not own or control more than 2,500* JGB or its equivalent contracts net on the same side of the market all contract months combined. * The limit is the overall position limit for both mini-JGB and JGB contracts. Daily Price Limits Nil Final Settlement Price Based on the Official Opening Price of OSE's 10-Year JGB 2.1. USD. In USD, the futures are traded on the Chicago Board of Trade (CBOT)1. The description of the price used for delivery is: The invoice price equals the futures settlement price times a conversion factor, plus accrued interest. The conversion factor is the price of the delivered bond (USD 1 par value) to yield 6 percent. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at the beginning of the Xetra® intraday auction starting at 13:00 CET. Daily settlement price Two exchange days prior to the delivery day of the relevant maturity month. Close of trading in the maturing futures on the last trading day is at 12:30 CET. Daily settlement price. The daily settlement prices for the current maturity month of CONF Futures are determined during the closing auction of the respective futures contract. Futures Daily Settlement Prices CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action.

A settlement price, typically used in the derivatives markets, is the price used for determining profit or loss for the day, as well as margin requirements. The settlement price is the average price at which a contract trades, calculated at both the open and close of each trading day,

Trading Volume, Quotation, Settlement Price etc. Data Available: All bonds underlying 5-year, 10-year and 20-year JGB Futures Inter-month Spread Transactions of 5-year and 10-year JGB Futures Flash and Confirmed Data (daily basis data only) Update Timing Citigroup Inc. faces a 133 million yen ($1.2 million) fine for allegedly manipulating prices in the Japanese government bond futures market, its latest regulatory setback in Asia. The Quote Overview page gives you a snapshot view for a specific futures symbol. During market hours, delayed exchange price information displays (Futures: 10 minute delay, CST.) and new delayed trade updates are updated on the page (as indicated by a "flash").

The Quote Overview page gives you a snapshot view for a specific futures symbol. During market hours, delayed exchange price information displays (Futures: 10 minute delay, CST.) and new delayed trade updates are updated on the page (as indicated by a "flash").

The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. Contract Month Trading Date Whole Day Settlement Price Price Limits Upper Lower Open Interest; Open High Low Last Change Volume Ask Ask Size Bid Bid Size; Nikkei 225 Get free live streaming charts of the Japan Government Bond Futures. The chart is intuitive yet powerful, offering users multiple chart types including candlesticks, area, lines, bars and Heikin Ashi. Each TSE 10-year JGB futures contract is subject to a trading fee of 100 yen per contract (87.5 yen for exercise of JGB futures options and 15 yen for physical delivery) as well as a JSCC clearing fee of 50 yen (50 yen for exercise of JGB futures options and 135 yen for physical delivery), whereas each TSE 10-year JGB futures options contract is subject to a trading fee equivalent to trading value times 0.000075 per contract as well as a JSCC clearing fee of equivalent to trading value times

Price Limits: 1. The price limit range shall be the following 5-year JGB Futures 10-year JGB Futures Final Settlement Method: Delivery of JGBs Calculated by using SPAN® (Margin offsetting with other JGB Futures and Options on JGB Futures contracts is allowed.) Give-Up: Available Give-Up System Position-Transfer: Available

The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. Contract Month Trading Date Whole Day Settlement Price Price Limits Upper Lower Open Interest; Open High Low Last Change Volume Ask Ask Size Bid Bid Size; Nikkei 225 Get free live streaming charts of the Japan Government Bond Futures. The chart is intuitive yet powerful, offering users multiple chart types including candlesticks, area, lines, bars and Heikin Ashi.

25 Jul 2014 exchange business day means the last traded price per JGB Futures Contract that if there is a closing special quote per JGB Futures Contract.

Final Settlement Price, Based on the Official Opening Price of OSE's 10-Year JGB futures contract determined from the beginning of their evening session on 

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