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Underlying Bond Basket for MOF T-Bond Futures

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.


Updated 12 Jun 2017

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