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Deliverable bonds and conversion factors
Deliverable bonds and conversion factors
| Product Code | Product name | Currency | Expiry month | |||
| CONF | CONF Futures | CHF | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FBTM | Mid-Term Euro-BTP Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FBTP | Long-Term Euro-BTP Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FBTS | Short-Term Euro-BTP Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FGBL | Euro-Bund Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FGBM | Euro-Bobl Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FGBS | Euro-Schatz Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FGBX | Euro-Buxl® Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
| FOAM | Mid-Term Euro-OAT Futures | EUR | Jun 2013 | Sep 2013 | Dec 2013 | |
| FOAT | Euro-OAT Futures | EUR | Mar 2013 | Jun 2013 | Sep 2013 | Dec 2013 |
See Conversion Factor calculation for more details.
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