TSE News

Expansion of the Number of Strike Prices for Options on JGB Futures

Update : Jan. 28, 2011

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[Tokyo Stock Exchange, Inc.]

TSE will partially revise the trading rules in the first half of fiscal year 2011 to expand the number of strike prices for options on JGB futures in order to respond to diverse trading needs. These revisions will include changing the strike price interval to 0.5 yen from the current 1 yen.
TSE will be accepting public comments regarding this matter from the current date until February 27, 2011.

Expansion of the Number of Strike Prices for Options on JGB Futures PDF

Please refer to the following link for the Public Comment page (Japanese).

(Reference) Revisions summary with regard to how to set strike prices PDF

Contact

Tokyo Stock Exchange, Inc.
Derivatives Department
TEL : +81-50-3377-7629
e-mail´╝Ütdex-biz@tse.or.jp

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