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ICE Futures Europe

Japanese (Tokyo Area) Power Financial Peak Futures

Description

A financially settled peak load monthly futures contract based upon the half-hourly prices from 08:00 JST to 20:00 JST of the day-ahead auction of the Japan Electric Power Exchange (JEPX) for the market area Tokyo Area for each day, excluding weekends and public holidays, throughout the contract period.

Market Specifications

Trading Screen Product Name
Japanese (Tokyo Area) Power Financial Peak Futures
Trading Screen Hub Name
Tokyo Grid
Contract Symbol
JTC
Contract Series
Up to 156 consecutive monthly contracts, or as otherwise determined by the Exchange. Quarterly, seasonal, calendar, and any period of consecutive monthly contracts can be registered as a strip.
Contract Size
1 MW per day in the contract period (i.e. month, quarter, season or year) x 12 hours.
Unit of Trading
1 MW
Minimum Trading Size
Exchange for Physical (EFP): 1 lot = 1 MW
Exchange for Swap (EFS): 1 lot = 1 MW
Block Order: 1 lot = 1 MW
Price Quotation
The contract price is in JPY (¥) per kWh
Minimum Price Fluctuation
0.01 Yen per kWh (¥ 0.01/kWh)
Tick Value
Contract Size x Minimum Trade Size x Minimum Price Flux
Last Trading Day
Trading will cease at the close of business one UK Business Day prior to the last Business Day of the contract delivery period.

Quarter, season, year and fiscal year contracts will cease trading at the close of one UK Business Day prior to the first calendar day of the delivery quarter, season, year or fiscal year.
Settlement Month
Financially Settled.
Cash Settlement Price
A financially settled peak load monthly futures contract based upon the half-hourly prices from 08:00 JST to 20:00 JST of the day-ahead auction of the Japan Electric Power Exchange (JEPX) for the market area Tokyo Area for each day, excluding weekends and public holidays, throughout the contract period.
Exchange Rulebook
ICE Futures Europe Rulebook
MIC Code
IFEU
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
New York7:50 PM - 6:00 PM*
19:50 - 18:00
7:40 PM
19:40
London12:50 AM - 11:00 PM*
00:50 - 23:00
12:40 AM
00:40
Singapore7:50 AM - 6:00 AM*
07:50 - 06:00
7:40 AM
07:40

*Next Day

Sunday Pre-Open 5:40 PM ET; Closed on Saturday.

Codes

Clearing Admin Name
Japan Pwr Fin
Physical
JTC
Logical
JTC
GMI (FC)
ION A.C.N.
Symbol Code
JTC