DJIA Futures

Contract Specifications

Underlying Index Dow Jones Industrial Average (DJIA)
Opening Date May 28, 2012
Trading Hours 8:45-15:15, 16:30-5:30
(Note) Orders are only accepted and not matched for 5 minutes before the Itayose on close.
Trading Hours
Contract Months 4 contract months in the March quarterly cycle (March, June, September and December)
Last Trading Day A trading day which ends on the third Friday (If it falls upon an OSE's non-business day or a day on which DJIA is not scheduled to be calculated, it will be advanced.) of each contract month.
Trading in a new contract month begins on the business day following the last trading day.
SQ Day The business day following the last trading day.
Contract Unit DJIA × ¥100
Tick Size 1 point
Price Limits
  1. The price limit range shall be within the range of Level 1 Price Limit which is applied to DJIA Futures in CBOT. In principle, the price limit range will be recalculated on a quarterly basis.
  2. (Note) The price limits will be expanded to the 1st expansion of price limits, and then to the 2nd expansion of price limits (Only price limits in one direction, up or down, will be expanded.)
    (Note)The 1st and 2nd expansion of price limits shall be the same as Level 2 Price Limit and Level 3 Price Limit which are applied to DJIA Futures in CBOT.
    Current Price Limits
    Price Limits/ Circuit Breaker Rule
  3. Immediately Executable Price Range Rule(DCB):LTP or BBO mid price± 1.0 %
    Immediately Executable Price Range Rule
Circuit Breaker Rule (SCB) Price Limits/ Circuit Breaker Rule
Strategy Trades The calendar spread trading is available.
J-NET Trading Available (Tick size: 0.0001 point, Minimum trading unit: 1 unit)
J-NET Trading
Settlement Cash Settlement
Final Settlement Price The same value as the final settlement price determined by CBOT for the DJIA Futures contract on CBOT whose last trading day belongs to the same month as the contract month of the DJIA Futures.
Margin Calculated by using SPAN®
(Margin offsetting with other index futures and options contracts is allowed.)
Give-Up Available
Give-Up System
Position-Transfer Available
Position Transfer System(JSCC)