TFX adds Packs and Bundles functions as trading strategies of Three-month Euroyen futures


The Tokyo Financial Exchange (TFX) announced that will add Packs and Bundles functions as trading strategies of Three-month Euroyen futures.

While TFX currently offers a fee discount program for synthetic Packs and Bundles transactions executed via block trade facility (off-exchange), it will introduce another fee discount program Packs and Bundles executed on-exchange.

Packs

Strategy purchase

Execute one contract for simultaneously buying a series of four consecutive quarterly months in the same volume. The nearest contract month of each transaction shall be either the 5th, 9th, 13th or 17th contract month.

Strategy sale

Execute one contract for simultaneously selling a series of four consecutive quarterly months in the same volume. The nearest contract month of each execution shall be either the 5th, 9th, 13th or 17th contract month.

How to calculate strategy price

A quoted price shall be an average change in the value of each contract month since the prior day’s settlement price.

Bundles

Strategy purchase

Execute one contract for simultaneously buying four, eight, twelve, or sixteen consecutive contract months.

Strategy sale

Execute one contract for simultaneously selling four, eight, twelve, sixteen consecutive contract months.

How to calculate strategy price

A quoted price shall be average change in the value of each contract month since the prior day’s settlement price.

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TFX adds Packs and Bundles functions as trading strategies of Three-month Euroyen futures

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