JGB Futures
Reporting of large positions
Update : Nov. 21, 2011
The name and address of an entity will be reported to TSE by the Trading Participant when that entity, whether a proprietary or brokerage account, holds a position containing at least one of the following (short and long contracts will be netted out):
- At least 500 contracts in the nearest month of 5-year JGB futures;
- At least 1,000 contracts in the nearest month of 10-year JGB futures; and
- At least 500 contracts in the nearest month of 20-year JGB futures.
(TSE has decided to halt trading on new contract months for 20-year
JGB Futures beginning with the December 2002 contract.)
Note: Reported information is not made public.