Historical Futures Prices: SGX Euroyen LIBOR Futures, September 2018 (ELU2018), September 2018. Euroyen (LIBOR) Futures are based upon time deposits denominated in yen at banks outside Japan. Final settlement price is determined by the three month Euroyen London Interbank Offered Rate (LIBOR) interest rate, and are cash settled on a notional principal of JPY 100million. Euroyen LIBOR is a daily reference rate calculated and published by Thomson Reuters on behalf of the British Bankers' Association (BBA), and represents the interest rates at which banks borrow Japanese Yen from other banks in the London wholesale money market. Contract Size: ¥100 million per contract. Final Settlement Price: The Final Settlement Price shall be 100 minus the British Bankers Association's 3-Month Euroyen interest settlement rate to be determined at 11:00am (London Time) on the 2nd London business day immediately preceding the 3rd Wednesday of the Contract Month. The final settlement price will be rounded to 3 decimal places.