Specification of 5-Year KTB Futures
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
Contract Months The first two consecutive months in the quarterly cycle(March, June, September and December)
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
  • Underlying basket bonds used to determine the final settlement price for KTB5F1712
    Underlying basket bonds used to determine the final settlement price for KTB5F1712
    Issue Name Code No. Issue Date Maturity Coupon Rate
    Treasury01875-2203(16-10) KR103501G737 March 10, 2017 March 10, 2022 1.875%
    Treasury01375-2109(16-4) KR103501G695 September 10, 2016 September 10, 2021 1.375%
  • Underlying basket bonds used to determine the final settlement price for KTB5F1803
    Underlying basket bonds used to determine the final settlement price for KTB5F1803
    Issue Name Code No. Issue Date Maturity Coupon Rate
    Treasury02000-2209(17-4) KR103501G794 September 10, 2017 September 10, 2022 2.000%
    Treasury01875-2203(16-10) KR103501G737 March 10, 2017 March 10, 2022 1.875%
  • 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.
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  • Financial Derivatives Operations 051-662-2662