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  • No : 10609
  • Updated Date : 2021/03/11 17:04
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[J-GATE3.0]What is the rule of Price Limit of spread for TSE Mothers Index Futures?

What is the rule of Price Limit of spread for TSE Mothers Index Futures?
Category : 

Answer

Price Limit for TSE Mothers Index Futures is set as follows and updated on every trade date.
Upper Limit : (Upper Limit of Price Limit of Far Contract Month - Lower Limit of Price Limit of Near Contract Month) * 20%
Lower Limit : (Upper Limit of Price Limit of Near Contract Month - Lower Limit of Price Limit of Far Contract Month) * 20%
 
FYI
Spread trade on TSE Mothers Index Futures is the trade doing "Buy" of Far Contract Month and "Sell" of Near Contract Month at the same time.

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