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Deliverable bonds and conversion factors

Deliverable bonds and conversion factors

Product
Code
Product nameCurrencyExpiry
month
CONFCONF FuturesCHFJun 2017Sep 2017Dec 2017
FBONEuro-BONO FuturesEURJun 2017Sep 2017Dec 2017
FBTMMid-Term Euro-BTP FuturesEURJun 2017Sep 2017Dec 2017
FBTPLong-Term Euro-BTP FuturesEURJun 2017Sep 2017Dec 2017
FBTSShort-Term Euro-BTP FuturesEURJun 2017Sep 2017Dec 2017
FGBLEuro-Bund FuturesEURJun 2017Sep 2017Dec 2017
FGBMEuro-Bobl FuturesEURJun 2017Sep 2017Dec 2017
FGBSEuro-Schatz FuturesEURJun 2017Sep 2017Dec 2017
FGBXEuro-Buxl® FuturesEURJun 2017Sep 2017Dec 2017
FOAMMid-Term Euro-OAT FuturesEURJun 2017Sep 2017Dec 2017
FOATEuro-OAT FuturesEURJun 2017Sep 2017Dec 2017

See Conversion Factor calculation for more details.

 

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