| Exchange |
Tokyo Stock Exchange |
| Type |
Interest Rate |
| Underlying |
Standardized 6%, 10-year Japan Government Bond |
| Currency |
Japanese Yen (JPY) |
| Contract Size |
100 million yen face value |
| Tick Size |
0.01 |
| Tick Value |
10,000 yen |
| Pre-Open 1 |
none |
| Trading Session 1 |
09:00 – 11:00 |
| Pre-Open 2 |
None |
| Trading Session 2 |
12:30 – 15:00 |
| Pre-Open T+1 |
None |
| Trading Session T+1 |
15:30 – 18:00 |
| Deliverable Grade |
Interest-bearing 10-year JGBs with 7 years or more but less than 11 years |
| Last Trading Day |
7th business day prior to each delivery date. The trading day in a new contract month begins on the next business day following the last trading day. |
| Final Settlement Day |
20th day of each contract month |
| Final Settlement Price |
|
| Settlement Type |
Physical |
| Contract Months |
3 months in the March quarterly cycle: March, June, September, December |
| First Trading Day |
|
| Position Limit |
|
| Initial Margin (outright) |
|
| Maintenance Margin (outright) |
|
| Clearinghouse Margin (outright) |
|
| Listed Spread |
No |
| Initial Margin (spread) |
|
| Maintenance Margin (spread) |
|
| Clearinghouse Margin (spread) |
|
| Daily Price Limit |
± 2 points (2 million yen per contract) |
| Index Options |
Yes |
| Exchange Symbol |
JGB |
| Reuters Symbol |
|
| Bloomberg Symbol |
|
| ISIN Symbol |
|
| SEDOL |
|
| Notes |
|