Customer Service
info@cmegroup.com
800-331-3332 or 312-930-2316
Options on Euroyen TIBOR futures are based on Euroyen – Japanese yen deposits 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. Contracts settle to the TIBOR (Tokyo Interbank Offered Rate) and are eligible for Mutual Offset (MOS) with the Singapore Exchange (SGX). Euroyen options offer flexibility along with predetermined risk.
Options on Euroyen TIBOR futures provide a way to:
- Limit losses while maintaining the possibility of profiting from favorable changes in the futures prices
- 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
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 | One Euroyen futures contract | ||||
| Settle Method | Cash Settled | ||||
| Point Size | 1/2 point = .005 = 1,250 Yen | ||||
| Strike Price Interval | |||||
| Strike | All listed intervals | ||||
| Limits/Price Banding | N/A | ||||
| 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 Calls/Puts=EY Ticker Calls/Puts=EY Globex=EJ 1YR MID-CURVES: Clearing Calls/Puts=J0 Globex=EJ0 | ||||
| Minimum Block Size | |||||
| Product Calendar | Mar, Jun, Sep, Dec, Eight months in the March Quarterly cycle, two months not in the March cycle (serial months). 1 year Mid-Curve Options - Two months in the March Quarterly cycle, two months not in the March cycle (serial months). 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 | 01/22/2007 |  |
09/15/2008 | 09/15/2008 |
| OCT08 | EYV08 | 07/14/2008 | |
10/10/2008 | 10/10/2008 |
| NOV08 | EYX08 | 08/18/2008 | |
11/14/2008 | 11/14/2008 |
| DEC08 | EYZ08 | 01/22/2007 | |
12/15/2008 | 12/15/2008 |
| MAR09 | EYH09 | 03/20/2007 | |
03/16/2009 | 03/16/2009 |
| JUN09 | EYM09 | 06/19/2007 | |
06/15/2009 | 06/15/2009 |
| SEP09 | EYU09 | 09/18/2007 | |
09/14/2009 | 09/14/2009 |
| DEC09 | EYZ09 | 12/18/2007 | |
12/14/2009 | 12/15/2009 |
| MAR10 | EYH10 | 03/18/2008 | |
03/15/2010 | 03/16/2010 |
| JUN10 | EYM10 | 06/17/2008 | |
06/14/2010 | 06/15/2010 |
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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