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J-NET Trading | Japan Exchange Group

https://www.jpx.co.jp/english/derivatives/rules/j-net/index.html

April 7, 2026 at 11:33 PM JST•The archive page, viewer, and downloads use this saved version.

April 7, 2026 at 11:33 PM JST·www.jpx.co.jp

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J-NET Trading | Japan Exchange Group

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Original URLhttps://www.jpx.co.jp/english/derivatives/rules/j-net/index.html

StartedApril 7, 2026 at 11:33 PM JST

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This page describes J-NET Derivatives Trading offered by Japan Exchange Group. J-NET Trading refers to off-auction futures and options trading in the J-NET market, independent of the auction market on Osaka Exchange. It includes three types: J-NET Single Issue Trading with designated counterparties, Flexible Single Issue Trading with more flexible conditions (SQ dates, settlement methods), and Compression Trading for reducing Index Futures and Options positions. All futures and options contracts eligible for trading on Osaka Exchange are eligible for J-NET trading.

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