Daily Reference Price of Bond Basket 
19/10/2017 
 

 MOF T-Bond Futures Dec-17 Contract - Daily Reference Price of Bond Basket

 As of 19-Oct-2017, 6:00 PM HKT  

 - Bond Basket

Bond Series Bond Code ISIN Code Coupon Rate Yield
CGB 1701 170001.IB CND10000G719 2.88% 3.6872%
CGB 1706 170006.IB CND10000H1G4 3.20% 3.7594%
CGB 1707 170007.IB CND10000H4K0 3.13% 3.7552%

- Average Yield of Bond Basket 3.7339%
- Daily Reference Price of Bond Basket 96.708

  Historical Daily Reference Price (Since 10 April 2017)