JGB Futures
Deliverable bonds / Conversion Factors
Deliverable bonds and conversion factors of JGB Futures (except for mini-10-year JGB Futures (Cash-Settled))
(Note)
- ･If there are contract months for which the deliverable bonds and conversion factors have not yet been determined, this document shall be updated and published when the applicable bonds are issued.
Conversion Factor Formula
(Note)
- ･Inflation-Indexed Bonds and Japan Climate Transition Bonds shall not be included in deliverable bonds for physical delivery of JGB futures.