Japan Exchange Group Inc.

04/03/2024 | Press release | Distributed by Public on 04/02/2024 18:07

Apr. 03, 2024OSE Latest Update of Deliverable Bonds and Conversion Factors of JGB Futures

JGB Futures

Deliverable bonds / Conversion Factors

Deliverable bonds and conversion factors of JGB Futures (except for mini-10-year JGB Futures (Cash-Settled))

Conversion Factor Formula

(note)
  • ļ½„Inflation-Indexed Bonds and Japan Climate Transition Bonds shall not be included in deliverable bonds for physical delivery of JGB futures.