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.) 0-7/8s of October 2017 (i.e., a new 3-year note);
The new 3-year note is eligible for delivery into the 3-Year U.S. Treasury Note futures contract for the December 2014 expiry only. It is also eligible for delivery into the 2-Year U.S. Treasury Note futures contract for the December 2015 expiry only.
Please refer to the Treasury Department’s Tentative Auction Schedule at the link below for the next Treasury auction.