- Specification of 5-Year KTB Futures
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Specification of 5-year KTB Futures Underlying Asset 5-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 August 22, 2003 - Underlying Basket Bonds for 5-Year KTB Futures
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- Underlying basket bonds used to determine the final settlement price for KTB5F2506
Underlying basket bonds used to determine the final settlement price for KTB5F2506 Issue Name Code No. Issue Date Maturity Coupon Rate Treasury03000-2909(24-7) KR103501GE98 September 10, 2024 September 10, 2029 3.000% Treasury03250-2903(24-1) KR103501GE31 March 10, 2024 March 10, 2029 3.250% - Underlying basket bonds used to determine the final settlement price for KTB5F2509
Underlying basket bonds used to determine the final settlement price for KTB5F2509 Issue Name Code No. Issue Date Maturity Coupon Rate Treasury02625-3003(25-3) KR103503GF38 March 10, 2025 March 10, 2030 2.625% Treasury03000-2909(24-7) KR103501GE98 September 10, 2024 September 10, 2029 3.000% - 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 KTB5F2506