| Spread |
3-Year KTB Futures vs. 10-Year KTB Futures |
| Spread ratio |
3-year KTB Futures : 10-year KTB Futures = 3 : 1 |
| Meaning of Long(Short) |
Buying 3-year KTB Futures & Selling 10-year KTB Futures (Selling 3-year KTB Futures & Buying 10-year KTB Futures) |
| Tick Size & Value |
0.01 point (KRW 10,000) |
| Trading Hours |
09:00 ~ 15:35 (09:00~11:30 on the last trading day) |
| Last trading day |
Third Tuesday of the contract month |
| Final Settlement Day |
The following day of the last trading day |
| Final Settlement |
Cash Settlement |
| Method of Quoting |
(Net change in price of 3-Year KTB Futures contract)×3 - (Net change in price of 10-Year KTB Futures contract) |
| Deemed Executed Prices |
3-year KTB Futures : base price
10-year KTB Futures : base price –Spread Executed price |
| Periodic Call Auction |
None |
| Listing date |
December 2, 2019 |