Market News

Oct. 21, 2022 OSE Revision of Immediately Executable Price Range for Closing Auction of 10-year JGB Futures, etc.

 

In consideration of market conditions, OSE revises the immediately executable price range for the Closing Auction of 10-year JGB Futures, etc., effective from the morning session on November 21, 2022, as described below.

 

Immediately Executable Price Range for Closing Auction

  Current Revised
(Effective from the morning session on November 21, 2022)
10-year JGB Futures
mini-10year JGB Futures (Cash-Settled)
Options on JGB Futures
± JPY0.1 ± JPY0.15
(note)
  • ・The immediately executable price range for the Opening Auction (± JPY0.3) and the Regular session (Zaraba) (± JPY0.1) will remain unchanged.
 
Immediately Executable Price Range Rule
 

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