- Specification of 10-Year KTB Futures
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Specification of 10-Year KTB Futures Underlying Asset 10-Year Korea Treasury Bond with 5% coupon rate and semiannual coupon payment Contract Size KRW 100 million Listed Contracts Two quarterly months Trading Hours 09:00 ~ 15:45 (09:00 ~ 11:30 on the last trading day) Tick Size & Value 0.01 point, representing a value of KRW 10,000 Last Trading Day Third Tuesday of the contract month Final Settlement Day The following day of the last trading day Final Settlement Cash Position Limit It can be adopted when the KRX deems necessary Listing date February 25, 2008 - Underlying Basket Bonds for 10-Year KTB Futures
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- Underlying basket bonds used to determine the final settlement price for KTB10F2409
Underlying basket bonds used to determine the final settlement price for KTB10F2409 Issue Name Code No. Issue Date Maturity Coupon Rate Treasury04125-3312(23-11) KR103502GDC6 December 10, 2023 December 10, 2033 4.125% Treasury03250-3306(23-5) KR103502GD64 June 10, 2023 June 10, 2033 3.250% - Underlying basket bonds used to determine the final settlement price for KTB10F2412
Underlying basket bonds used to determine the final settlement price for KTB10F2412 Issue Name Code No. Issue Date Maturity Coupon Rate Treasury03500-3406(24-5) KR103502GE63 June 10, 2024 June 10, 2034 3.500% Treasury04125-3312(23-11) KR103502GDC6 December 10, 2023 December 10, 2033 4.125% - Among Korea treasury bonds with a 6-month coupon payment, KRX has the discretion to select single or plural bonds which will be included in the basket and then used to compute the final settlement price.
- Korea Financial Investment Association (KOFIA) sends KRX the yields for each individual bond in the basket, as of 11:30 and 16:00 every trading day and KOFIA also distributes the information to KOSCOM and other information vendors.
- Underlying basket bonds used to determine the final settlement price for KTB10F2409