Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 5-7 Nov 2019

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

  • 1-5/8s of Nov 2022 (a 10-year note re-issued as a 3-year note)
  • 1-3/4s of Nov 2029 (a new 10-year note)
  • 2-3/8s of Nov 2049 (a new 30-year bond)

The re-opened 3-year note is eligible for delivery into:

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

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

  • 10-Year futures contract for Dec 2019 through March 2023
  • Ultra 10-Year futures contract for Dec 2019 through June 2020

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

  • Ultra Bond futures contract for Dec 2019 through Sep 2024
  • U.S. Treasury Bond futures contract for Dec 2024 through Sep 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