Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 13 October 2021

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

  • 0-5/8s of Oct 2024 (a new 3-year note)
  • 1-1/4s of Aug 2031 (a reopened 10-year note)
  • 2s of Aug 2051 (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