Options on JGB Futures

Reporting of large positions

Update : Nov. 01, 2001

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 1,000 contracts of:

• puts,
• calls,
• short puts + long calls, or
• long puts + short calls of all options based on the nearest month of 10-year JGB futures.