5-Year China MOF T-Bond Futures 

China is the fastest growing bond market in the world and is the third largest after the United States and Japan. International participation in China’s bond market continues to increase, driven by the further opening up of China interbank bond market, broadening international acceptance of the RMB, inclusions in the emerging markets bond indices and yield differential compared to developed markets.

HKEX’s 5-Year China Ministry of Finance Treasury Bond (MOF T-Bond) Futures contract is the world’s first onshore interest rates product accessible to offshore players. It is an efficient, transparent and easy-to-access tool to manage against China interest rate risk exposure.

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Contract Summary

Underlying Bond Basket for MOF T-Bond Futures
Daily Reference Price of Bond Basket
Research Report (Apr 2017) (Full Paper / Summary)
MOF T-Bond Futures Infosheet
Bond Basket and Reference Price Calculation Methodology
Related Circulars
Suspension of the Trading of 5-year China Ministry of Finance Treasury Bond Futures Post-December 2017 Contract
Final Settlement Price of MOF T-Bond Futures Jun-17 Contract
Margin Rates and Update of PC-SPAN Organisation Master File
Introduction of the 5-year China Ministry of Finance Treasury Bond Futures
Operational Arrangements
Statistics and Data (Daily / Intraday)
Access Codes for MOF T-Bond Futures
Trading Calendar and Trading Hours
Margin Table