Summary
CFFEX stated that the first 2026 special treasury bond for recapitalising central financial institutions qualifies for delivery against TF2612, TF2703 and TF2706. The respective conversion factors are 0.9276, 0.9311 and 0.9346. Eligibility starts on the trading day after the bond begins listed trading.
- Timing
- From the trading day after the bond listing date; the notice does not provide that calendar date.
- Applies to
- The specified bond and 5-year treasury bond futures TF2612, TF2703 and TF2706.
- Not covered
- This is an addition to deliverability, not a complete deliverable-bond basket or a cheapest-to-deliver assessment.
The official Chinese text prevails.
Source excerpts
2026年中央金融机构注资特别国债（一期） ¶20.9276、0.9311和0.9346 ¶2从上市交易日后的下一交易日开始 ¶2官方中文原文 Official Chinese text
中金所发〔2026〕48号
各会员单位： 2026年中央金融机构注资特别国债（一期）已招标发行。根据《中国金融期货交易所国债期货合约交割细则》及相关规定，该国债符合TF2612、TF2703和TF2706合约的可交割国债条件，转换因子分别为0.9276、0.9311和0.9346。该国债从上市交易日后的下一交易日开始，纳入TF2612、TF2703和TF2706的可交割国债范围，可用于交割意向申报。
相关信息可在参与人服务平台和交易所网站查询。
特此通知。
中国金融期货交易所 2026年10月13日