Exchange Designates December Treasury Futures Final Settlement Benchmark Bond

The Korea Exchange has designated the final settlement benchmark bonds for the December 2024 government bond futures.

Korea Exchange, Yeouido, Seoul. Photo by Jinhyung Kang aymsdream@

The Korea Exchange announced on the 18th that it has designated the final settlement benchmark bonds for the December 2024 government bond futures, which will be traded starting from the 19th.

The final settlement benchmark bonds for government bond futures are bonds designated by the Korea Exchange among treasury bonds with semi-annual interest payments, in accordance with Article 20-9, Paragraph 4 of the Derivatives Market Business Regulations Enforcement Rules.

The benchmark bonds for the 3-year government bond futures December 2024 contract (KTB3F2412) are three issues: Gukgo03250-2706 (24-4), Gukgo03875-2612 (23-10), and Gukgo03250-2903 (24-1).

The benchmark bonds for the 5-year government bond futures December 2024 contract (KTB5F2412) are two issues: Gukgo03250-2903 (24-1) and Gukgo03500-2809 (23-6).

The benchmark bonds for the 10-year government bond futures December 2024 contract (KTB10F2412) are two issues: Gukgo03500-3406 (24-5) and Gukgo04125-3312 (23-11), and the benchmark bonds for the 30-year government bond futures December 2024 contract (KTB30F2412) are two issues: Gukgo03250-5403 (24-2) and Gukgo03625-5309 (23-7).

Meanwhile, the spot yields for each final settlement benchmark bond are calculated by the Korea Financial Investment Association at 11:30 AM and 4:00 PM daily and announced through the Korea Financial Investment Association website and other channels.

This content was produced with the assistance of AI translation services.