Summary
CFFEX announced that the 2026 book-entry coupon-bearing treasury bond (issue 21), already issued by tender, meets the deliverable-bond conditions for the 30-year treasury bond futures contracts TL2612, TL2703 and TL2706. Its conversion factors are 0.8155 for TL2612, 0.8165 for TL2703 and 0.8175 for TL2706. The bond joins the deliverable range from the next trading day after its listing trading day and can be used for delivery intention declarations.
- Timing
- From the next trading day after the bond's listing trading day. The notice gives no calendar date.
- Applies to
- CFFEX members and participants in the 30-year treasury bond futures contracts TL2612, TL2703 and TL2706.
- Not covered
- The notice does not state the bond's listing date, coupon or maturity. Further details are referred to the participant service platform and the exchange website and are not reproduced here.
The official Chinese text prevails.
Source excerpts
2026年记账式附息（二十一期）国债已招标发行 ¶2转换因子分别为0.8155、0.8165和0.8175 ¶2该国债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〕51号
各会员单位： 2026年记账式附息（二十一期）国债已招标发行。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TL2612、TL2703和TL2706合约的可交割国债条件，转换因子分别为0.8155、0.8165和0.8175。该国债从上市交易日后的下一交易日开始，纳入TL2612、TL2703和TL2706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28日