Treasury Conversion Factors

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

• 4s of December 2027 (a new 3-year note)
• 4-1/4s of November 2034 (a reopened 10-year note)
• 4-1/2s of November 2054 (a reopened 30-year bond)

For information about future auctions and issuances of Treasury notes and bonds, please visit the U.S. Treasury Department’s Tentative Auction Schedule at:

http://www.treasury.gov/resource-center/data-chart-center/quarterly-refunding/Documents/auctions.pdf

• 12 December 2024 Treasury Conversion Factors XLSX