JGB Futures

Deliverable bonds / Conversion Factors

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

Deliverable bonds and conversion factors (February 13, 2024)
 

Conversion Factor Formula

Conversion Factor Formula(from July 6, 2015)
(note)
  • ・Inflation-Indexed Bonds and Japan Climate Transition Bonds shall not be included in deliverable bonds for physical delivery of JGB futures.