Informação produtos
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.
Country

Coupon

Day count

Strip dates

Settlement

Issue types Trading days

Relevant web sites

 
United Kingdom1 Semi-annual Actual / Actual2 June 7, December 7 Usually T + 1
Fixed-interest
National business days http://www.hm-treasury.gov.uk
http://www.dmo.gov.uk
http://www.bankofengland.co.uk
 
Japan

Semi-annual

Actual / 365

N/A

Usually T + 3

20 year super long-term
10 year long term
2, 3, 4 and 6 year long term
Discount (zero coupon)
National business days http://www.mof.go.jp/english/index.htm
http://www.boj.or.jp

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