JPX CNH/JPY FX Futures
CONTRACT SPECIFICATIONS
| JPX CNH/JPY FX Futures | |
|---|---|
| Underlying Index | The amount of Japanese Yen equivalent to one Offshore Chinese Yuan |
| Opening Date | April 13, 2026 |
| Trading Hours |
8:45-15:45, 17:00-6:00 |
| Contract Months | Five contracts in the March quarterly cycle |
| Last Trading Day | Two business days before the third Wednesday of the contract month |
| SQ Day (Final Settlement Day) | The business day following the last trading day |
| Contract Size | CNH 100,000 |
| Tick Size | JPY 0.001 per CNH 1 |
| Price Limits |
Price limit range is calculated by multiplying the reference price by the following rates: Price Limits / Circuit Breaker Rule (Note) OSE may review price limit temporarily. |
| 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. |
| Strategy Trades | The calendar spread trading is available. |
| J-NET Trading | Available (Tick size: JPY 0.0001, Minimum trading unit: 1 unit) |
| Holiday Trading | Available |
| Daily Settlement Price | Last traded price, etc. from 3:30 p.m. until the end of the Day Session (Note) If necessary, notwithstanding the above, the settlement price will be adjusted as deemed appropriate by JSCC. |
| Final Settlement Price | The WMR FX Benchmark intraday spot rates available at 5:00 p.m. on the last trading day and rounding it to the fourth decimal place |
| Margin |
Calculated by VaR Method Margin Calculation Method (VaR Method) for Futures and Options (JSCC) |
| Settlement Basis | Cash Settlement |
| Give-Up | |
| Position-Transfer | Available |
