The table below provides general information regarding conventions for the underlying markets of Euronext.liffe bond futures. Please refer to the web links for further information.
1 - A special feature of the UK bond market is the ex-dividend period which applies for business 7 days prior to the dividend date
2 - All bonds reconventioned from Actual / 365 as of 1 November 1998
3 - Bonds issued before 1999 use a 30 / 360 convention and are reconventioned to Actual / Actual on the first coupon payment in 1999