Conversion factor tables for U.S. Treasury Bond and Note futures have been updated to include conversion factors for the following government securities that were auctioned by the U.S. Treasury Department:

1.) 1-3/8s of November 2012 (i.e., a new 3-year note);
2.) 3-3/8s of November 2019 (i.e., a new 10-year note); and
3.) 4-3/8s of November 2039 (i.e., a new 30-year bond).

The new 3-year note is eligible for delivery into the 3-Year U.S. Treasury Note futures contract for the December 2009 expiry only.  It is also eligible for delivery into the 2-Year U.S. Treasury Note futures contract for the December 2010 expiry only.

The new 10-year note is eligible for delivery into the 10-Year U.S. Treasury Note futures contract for the December 2009 through March 2013 expiries only.

The new 30-year bond is eligible for delivery into the 30-Year U.S. Treasury Bond futures contract for the December 2009 through September 2024 expiries only. 

The Treasury Department's next auction is tentatively scheduled for November 23, 24, and 25, 2009 when it plans to auction a new 2-year note, a new 5-year note, and a new 7-year note, respectively.
 

November 9-12, 2009 Treasury Conversion Factors