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Futures & Options

Deliverable bonds and conversion factors

Update : Oct. 20, 2009
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Deliverable bonds and conversion factors of JGB Futures (5-year & 10-year)

As of Oct. 20, 2009 Excel Pdf
*TSE has decided to halt trading on new contract months for 20-year JGB Futures beginning with the December 2002 contract.

Conversion Factor Formula

Conversion Factor FormulaPdf

Survey regarding 10-Year JGB Futures Trading(TSE News Jan. 23, 2009)