KGI Securities Singapore | SGX Mini 10-Year Japanese Government Bond Futures & Options Contract Specifications

KGI SECURITIES (SINGAPORE) PTE. LTD.

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Product Type	SGX Mini 10-Year Japanese Government Bond Futures
Product Category	Interest Rate
Ticker Symbol	JG
Contract Size	¥100,000,000 Notional 10-Year JGB With 6% Coupon
Minimum Price Fluctuation	¥0.01 per ¥100 face value (¥10,000)
Contract Months	5 quarterly months in the March, June, September, December cycle
Trading Hours (Singapore Time)	T Session Pre-Opening: 7.10 am -7.23 am Non-Cancel: 7.23 am -7.25 am Opening: 7.25 am - 5.10 pm Pre-Closing: 5.10 pm - 5.14 pm Non-Cancel: 5.14 pm - 5.15 pm T + 1 Session Pre-Opening: 5.20 pm - 5.28 pm Non-Cancel: 5.28 pm - 5.30 pm Opening: 5.30 pm - 5.15 am
Trading Hours on Last Day	7.25 am - 2.15 pm
Last Trading Day	1 business day preceding the Osaka Exchange's (OSE) 10-Year JGB futures' last trading day of the expiring contract month.
Daily Price Limits	Nil
Settlement Basis	Cash settlement
Final Settlement Price	The Final Settlement Price shall be the opening price of the Japan Contract during the evening session on SGX's Last Trading Day.* * Please refer to the full contract specifications for details and defined terms.
Position Accountability / Position Limit	Position limit is not applicable to this contract. However, a person owning or controlling more than 2,500 * contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. * The limit is the overall position limit for both mini-JGB and JGB contracts.
Negotiated Large Trade	Minimum 5 lots
Bloomberg Ticker Code	BIA <COMDTY>CT
Refinitiv Ticker Code	1SJG:<F3>
Price Information (Vendor: Ticker)	SIX Financial: JGyym, 344 Quick: 801.n/SGXE Moneyline Telerate: SG@JF/av Future Source: SJG
Fungibility Mechanism	Position and margin offset in the ratio of 1 SGX JGB contract to 10 Mini JGB contracts.

Product Type	SGX Mini 10-Year Japanese Government Bond Options
Product Category	Interest Rate
Ticker Symbol	Calls: CJB Puts: PJB
Contract Size	One Mini JGB Futures Contract
Minimum Price Fluctuation	¥0.01 per ¥100 face value (¥1,000)
Contract Months	2 nearest serial months and 2 nearest quarterly months in the March, June, September, December cycle.
Trading Hours (Singapore Time)	T Session Order Cancellation: 7.10am - 7.25am Opening: 7.25 am - 5.15 pm T + 1 Session Order Cancellation: 5.20 pm - 5.30pm Opening: 5.30pm - 5.15 am
Trading Hours on Last Day	7.25 am - 2.15 pm
Last Trading Day	Last OSE business day of the calendar month which precedes the expiring Contract month.
Daily Price Limits	Nil
Settlement Basis	Cash settlement
Position Accountability / Position Limit	Position limit is not applicable to this contract. However, a person owning or controlling more than 2,500 * contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable. * The limit is the overall position limit for both mini-JGB and JGB contracts.
Negotiated Large Trade	Minimum 5 lots
Bloomberg Ticker Code	BJA<COMDTY>OMON
Refinitiv Ticker Code	2SJBmy<+><F3>
Price Information (Vendor: Ticker)	CQG: ZT MorningStar: TH SIX Financial: JByymstrikes,343 Quick: 601.n*1/SGX Standard & Poor's Comstock: sAmsss Future Source: PSJB or CSJB
Fungibility Mechanism	Position and margin offset in the ratio of 1 SGX JGB contract to 10 Mini JGB contracts.
Strike Price Intervals	¥0.5 Intervals
Option Exercise	American Style. Exercise results in a long SGX Mini JGB futures position in the nearest quarter month, for a call buyer or a put seller, and short Mini JGB futures position for a put buyer and a call seller.

SGX Mini 10-Year Japanese Government Bond Futures & Options

futures contract specifications

Options contract specifications

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