Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors - 28 September 2023

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

  • 5s of Sep 2025 (a new 2-year note)
  • 4-5/8s of Sep 2028 (a new 5-year note)
  • 4-5/8s of Sep 2030 (a new 7-year note)

For information about future auctions and issuances of Treasury notes and bonds, please visit the U.S. Treasury Department’s Tentative Auction Schedule at:

Treasury Conversion Factors

Additional Information