Customer Service
info@cmegroup.com
800-331-3332 or 312-930-2316
The Euroyen TIBOR futures contract is based on Euroyen – deposits of Japanese yen in commercial banks outside of Japan. It enables you to custom-tailor hedges in the Japanese short-term interest rate markets with the least amount of basis risk. It settles to the TIBOR (Tokyo Interbank Offered Rate), and is eligible for Mutual Offset (MOS) with the Singapore Exchange (SGX).
Euroyen TIBOR futures provide a way to:
- Hedge short-term risks on interest rate fluctuations in Euroyen
- Hedge Euroyen-based loans, swaps and deposits
- Hedge long-term forward foreign exchange exposure in yen
- Spread against other CME Group financial products, such as Eurodollar futures and options
- Create synthetic assets and liabilities via "strip" trading
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View free real-time quotes on a variety of electronically traded CME Group products
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
| Trade Unit | Euroyen Time deposit having a principal value of 100,000,000 Japanese yen with a three-month maturity | ||
| Settle Method | Cash Settled | ||
| Point Size | 1/2 point = .005 = 1,250 Yen | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | 200 IMM points | ||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Mon/Thurs 5:00 p.m.-4:00 p.m.; Shutdown period from 4:00 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-4:00 p.m. LTD-8:00 p.m. | ||
| Listed | All listed series | ||
| Product Codes | Clearing=EY Ticker=EY GLOBEX=EJ AON=IY (100 Threshold) | ||
| Minimum Block Size | |||
| Product Calendar | Mar, Jun, Sep, Dec, 20 months or 5 years of the March
quarterly cycle. View current product listings |
| Trade Unit | Euroyen Time deposit having a principal value of 100,000,000 Japanese yen with a three-month maturity | ||
| Settle Method | Cash Settled | ||
| Point (Tick) Size | 1/2 point = .005 = 1,250 Yen | ||
| Strike Price Interval | |||
| Strike | |||
| Limits/Price Banding | No Limit | ||
| Minimum Fluctuation |
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| Trading Hours | 7:20 a.m.-2:00 p.m. LTD(2:00 p.m.) | ||
| Listed | All listed series | ||
| Product Codes | Clearing=EY Ticker=EY GLOBEX=EJ AON=IY (100 Threshold) | ||
| Minimum Block Size | |||
| Product Calendar | Mar, Jun, Sep, Dec, 20 months or 5 years of the March
quarterly cycle. View current product listings |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| SEP08 | EYU08 | 09/15/2003 |  |
09/15/2008 | 09/15/2008 |
| DEC08 | EYZ08 | 12/16/2003 | |
12/15/2008 | 12/15/2008 |
| MAR09 | EYH09 | 03/16/2004 | |
03/16/2009 | 03/16/2009 |
| JUN09 | EYM09 | 06/15/2004 | |
06/15/2009 | 06/15/2009 |
| SEP09 | EYU09 | 09/13/2004 | |
09/14/2009 | 09/14/2009 |
| DEC09 | EYZ09 | 12/14/2004 | |
12/14/2009 | 12/14/2009 |
| MAR10 | EYH10 | 03/15/2005 | |
03/15/2010 | 03/15/2010 |
| JUN10 | EYM10 | 06/14/2005 | |
06/14/2010 | 06/14/2010 |
| SEP10 | EYU10 | 09/20/2005 | |
09/13/2010 | 09/13/2010 |
| DEC10 | EYZ10 | 12/20/2005 | |
12/13/2010 | 12/13/2010 |
| MAR11 | EYH11 | 03/14/2006 | |
03/14/2011 | 03/14/2011 |
| JUN11 | EYM11 | 06/20/2006 | |
06/13/2011 | 06/13/2011 |
| SEP11 | EYU11 | 09/19/2006 | |
09/15/2011 | 09/16/2011 |
| DEC11 | EYZ11 | 12/19/2006 | |
12/19/2011 | 12/19/2011 |
| MAR12 | EYH12 | 03/20/2007 | |
03/19/2012 | 03/19/2012 |
| JUN12 | EYM12 | 06/18/2007 | |
06/18/2012 | 06/18/2012 |
| SEP12 | EYU12 | 09/17/2007 | |
09/14/2012 | 09/14/2012 |
| DEC12 | EYZ12 | 12/17/2007 | |
12/17/2012 | 12/17/2012 |
| MAR13 | EYH13 | 03/17/2008 | |
03/18/2013 | 03/18/2013 |
| JUN13 | EYM13 | 06/16/2008 | |
06/17/2013 | 06/17/2013 |
3-Month Overnight Index Swaps Launching Sept. 7
Trade the spread between 3-month LIBOR and 3-month overnight rates with this new STIR product.
CNBC's Rick Santelli to host Fed Watch Webinar
Thursday, June 19, 2008
3:00 p.m., Central Time
Four Important New Publications for Interest Rate Customers
View and download them here.
- An Efficient Approach to Mortgage Pipeline Risk Management
- Protecting Funding Margins with Binary Options on the Target Federal Funds Rate
- Liability Driven Investing: Challenges and Opportunities
- The Evolution of Alpha Transport Strategies into Fixed Income
To request a print version, please call Customer Service at 1-800-331-3332 or 312-930-2316.
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