Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 23-25 Feb 2021

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

  • 0-1/8s of Feb 2023 (a new 2-year note)
  • 0-1/2s of Feb 2026 (a new 5-year note)
  • 1-1/8s of Feb 2028 (a new 7-year note)

The new 2-year note is eligible for delivery into:

  • 2-Year futures contract for Mar 2021

The new 5-year note is eligible for delivery into:

  • 5-Year futures contract for Mar 2021 through Dec 2021

The new 7-year note is eligible for delivery into:

  • 10-year futures contract for Mar 2021 & Jun 2021

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