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Deliverable bonds and conversion factors

Deliverable bonds and conversion factors

Product
Code
Product nameCurrencyExpiry
month
CONFCONF FuturesCHFDec 2017Mar 2018Jun 2018
FBONEuro-BONO FuturesEURDec 2017Mar 2018Jun 2018
FBTMMid-Term Euro-BTP FuturesEURDec 2017Mar 2018Jun 2018
FBTPLong-Term Euro-BTP FuturesEURDec 2017Mar 2018Jun 2018
FBTSShort-Term Euro-BTP FuturesEURDec 2017Mar 2018Jun 2018
FGBLEuro-Bund FuturesEURDec 2017Mar 2018Jun 2018
FGBMEuro-Bobl FuturesEURDec 2017Mar 2018Jun 2018
FGBSEuro-Schatz FuturesEURDec 2017Mar 2018Jun 2018
FGBXEuro-Buxl® FuturesEURDec 2017Mar 2018Jun 2018
FOAMMid-Term Euro-OAT FuturesEURDec 2017Mar 2018Jun 2018
FOATEuro-OAT FuturesEURDec 2017Mar 2018Jun 2018

See Conversion Factor calculation for more details.

 

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XEUR

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