Interest Rate Products
Interest Rate Products is one of the indicators of the economic climate and the index can vary depending on diverse factors like economy,
government policy and natural disasters.
Commodities for trading are
KTB FUTURES (3-year),
KTB FUTURES (5-year),
KTB FUTURES (10-year),
KTB FUTURES (3-year)
KTB FUTURES (3-year)
Specification
| Underlying Asset | 3-year Treasury Bond with 8% coupon rate |
|---|---|
| Trading Unit | KRW 100 million |
| Trading Hours | - 09 : 00 ~ 15 : 15 (Mon. - Fri.) - 09 : 00 ~ 11 : 30 (Last trading day) |
| Price Quotation | KRW 100 nominal value, to two decimal places |
| Minimum Price Fluctuation | 0.01, representing a value of KRW 10,000 |
| Last Trading Day | First trading day preceding the final settlement day |
| Final Settlement Day | Third Wednesday of the contract month |
| Settlement Method | Cash settlement |
| Daily Price Limit | None |
| Position Limit | It can be adopted when the exchange deems necessary. |
| Launch Date | 29-Sep-1999 |
| Contract Months | The first two consecutive month in the quarterly cycle(March, June, September and December) |
| Single Price Auction | 08:00 ~ 09:00, 15:05 ~ 15:15 |
