FTSE JPX Net Zero Japan 500 Index Futures
Contract Specifications
| Underlying Index | FTSE JPX Net Zero Japan 500 Index | ||||||
| Opening Date | May 29, 2023 | ||||||
| Trading Hours | 8:45-15:45, 17:00-6:00 (Note) An order acceptance period ("pre-closing") is established for 5 minutes before the Itayose on close. Trading Hours |
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| Contract Months | 3 months in the March quarterly cycle (March, June, September and December) | ||||||
| Last Trading Day | The business day preceding the second Friday of each contract month (When the second Friday is a non-business day, it shall be the preceding business day.) | ||||||
| SQ Day | The business day following the last trading day. | ||||||
| Contract Unit | FTSE JPX Net Zero Japan 500 Index × ¥10,000 | ||||||
| Tick Size | 0.5 points | ||||||
| Price Limits |
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| Circuit Breaker Rule (SCB) | In the case where there was a trade, etc. in the central contract month at the upper or lower price limit range, trading in all contract months will be suspended for at least 10 minutes. Price Limits/ Circuit Breaker Rule | ||||||
| Strategy Trades | The calendar spread trading is available. | ||||||
| J-NET Trading | Available (Tick size: 0.0001 points, Minimum trading unit: 1 unit) J-NET Trading |
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| Holiday Trading | Available Holiday Trading |
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| Settlement | Cash Settlement | ||||||
| Final Settlement Price | Special Quotation (SQ calculation is based on the total opening prices of each component stock of FTSE JPX Net Zero Japan 500 Index on the business day following the last trading day.) |
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| Margin | Calculated by VaR Method Margin Calculation Method (VaR Method) for Futures and Options (JSCC) |
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| Give-Up | Available Give-Up System |
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| Position-Transfer | Available Position Transfer System（JSCC） |