JGB Futures

Deliverable bonds and conversion factors

Update : Aug. 16, 2010
Introduction
Settlement
Reporting of large positions
Contract specifications
Inter-month Spread Trading
Evening session
Deliverable bonds and conversion factors
ToSTNeT Trading
Consideration regarding specifications of 10-year JGB Futures
print

Deliverable bonds and conversion factors of JGB Futures (5-year & 10-year)

As of Aug. 16, 2010 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 Formula PDF