Underlying Asset | 3-year Korea Treasury Bond with semi -annual 5% coupon rate |
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Contract Size | KRW 100 million (face value) |
Price Quotation | KRW 100 nominal value, to two decimal places |
Tick Size & Value | 0.01 point, representing a value of KRW 10,000 |
Contract Months | The first two consecutive month in the quarterly cycle (March, June, September and December) |
Number of Contracts Iisted | 2 contract months at a time |
Margin* | Initial Margin Rate : 1.602% Maintenance Margin Rate : 1.07% |
Trading Hours (Korean Standard Time) |
Single Price Auction: 08:00 ~ 09:00 and 15:35 ~ 15:45 09:00 ~15:45 (Mon-Fri) 09:00 ~11:30 (Last trading day) |
Last Trading Day | Third Tuesday of the contract month |
Final Settlement Day | Following day of the last trading day |
Settlement Method | Cash settlement |
Daily Price Limit | 1.5% |
Listing Date | September 29, 1999 |
Price Information Sources | Reuters:o#KTB: Telerate:KR@KTByym Bloomberg:KEA Comdty |