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Deliverable bonds and conversion factors

Deliverable bonds and conversion factors

Product
Code
Product nameCurrency
Expiry
month
CONFCONF FuturesCHFSep 2017Dec 2017Mar 2018
FBONEuro-BONO FuturesEURSep 2017Dec 2017Mar 2018
FBTMMid-Term Euro-BTP FuturesEURSep 2017Dec 2017Mar 2018
FBTPLong-Term Euro-BTP FuturesEURSep 2017Dec 2017Mar 2018
FBTSShort-Term Euro-BTP FuturesEURSep 2017Dec 2017Mar 2018
FGBLEuro-Bund FuturesEURSep 2017Dec 2017Mar 2018
FGBMEuro-Bobl FuturesEURSep 2017Dec 2017Mar 2018
FGBSEuro-Schatz FuturesEURSep 2017Dec 2017Mar 2018
FGBXEuro-Buxl® FuturesEURSep 2017Dec 2017Mar 2018
FOAMMid-Term Euro-OAT FuturesEURSep 2017Dec 2017Mar 2018
FOATEuro-OAT FuturesEURSep 2017Dec 2017Mar 2018

See Conversion Factor calculation for more details.

 

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