Treasury Conversion Factors

Updated U.S. Treasury Conversion Factors – 30 July 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 July 2023 (a new 2-year note) 
  • 0-5/8s of July 2026 (a new 5-year note)
  • 1s of July 2028 (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:

http://www.treasury.gov/resource-center/data-chart-center/quarterly-refunding/Documents/auctions.pdf