Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 9 – 11 July 2019

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

  • 1-3/4s of July 2022 (a new 3-year note)
  • 2-3/8s of May 2029 (a reopened 10-year note)
  • 2-7/8s of May 2049 (a reopened 30-year bond)

The new 3-year note is eligible for delivery into:

  • 3-Year futures contract for Sep 2019
  • 2-Year futures contract for Sep 2020

The reopened 10-year note is eligible for delivery into:

  • 10-Year futures contract for Sep 2019 through Sep 2022
  • Ultra 10-Year futures contract for Sep and Dec 2019

The reopened 30-year bond is eligible for delivery into:

  • Ultra Bond futures contract for Sep 2019 through March 2024
  • U.S. Treasury Bond futures contract for Jun 2024 through March 2034

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