Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 18 Nov 2020

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

  • 1 3/8s of Nov 2040 (a reopened 20-year bond)

The 20-year bond is eligible for delivery into:

  • U.S. Treasury Bond futures contract for Dec 2020 through Sep 2025

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