Underlying Bond Basket for MOF T-Bond Futures 
12/06/2017 
 

Underlying Bond Basket for 5-Year MOF T-Bond Futures Sep-17 Contract

Last Trading Day

08-Sep-2017

Final Settlement Day

12-Sep-2017

Bond Series

Bond Code

ISIN Code

Issue Date

Maturity Date

Coupon Rate

CGB 1621

160021.IB

CND10000C2S2

19-Oct-2016

20-Oct-2021

2.39%

CGB 1701

170001.IB

CND10000G719

11-Jan-2017

12-Jan-2022

2.88%

CGB 1706

170006.IB

CND10000H1G4

15-Mar-2017

16-Mar-2024

3.20%

    

Underlying Bond Basket for 5-Year MOF T-Bond Futures Dec-17 Contract

Last Trading Day

08-Dec-2017

Final Settlement Day

12-Dec-2017

Bond Series

Bond Code

ISIN Code

Issue Date

Maturity Date

Coupon Rate

CGB 1701

170001.IB

CND10000G719

11-Jan-2017

12-Jan-2022

2.88%

CGB 1706

170006.IB

CND10000H1G4

15-Mar-2017

16-Mar-2024

3.20%

CGB 1707

170007.IB

CND10000H4K0

12-Apr-2017

13-Apr-2022

3.13%

 

For more details, please refer to the document titled “Bond Basket and Reference Price Calculation Methodology”. For histroical bond basket information, please refer to the Historical Daily Reference Price document.