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Market Data on Google Analytics Hub

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DATAMINE:

THE SOURCE FOR HISTORICAL DATA

Explore historical market data straight from the source to help refine your trading strategies.
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Clearing Advisories

Access and filter an archive of recent and historical notices for every aspect of trading at CME Group, including Clearing advisories.

Uncleared margin rules

Explore our suite of capital-efficient solutions to URM challenges designed to help minimize your initial margin requirements.
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Interest Rates

Treasury Conversion Factors

Treasury Conversion Factors for the government securities auctioned by the U.S. Treasury Department.

Updated U.S. Treasury Conversion Factors - 16 September 2026

Conversion factor tables for U.S. Treasury Bond and Note futures have been updated to include conversion factors for the following securities:

  • 5-1/8s of August 2046 (a reopened 20-year bond)
Treasury Conversion Factors
16 September 2026 (XLSX)

U.S. Treasury Department's Tentative Auction Schedule

View Auction Schedule

Additional Information

Calculating Conversion Factors
Conversion Look-Up Tables
Conversion Calculator

Related Research and Analysis

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CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
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