Markets Home
Market Data Home

Real-time market data

Stream live futures and options market data directly from CME Group.

Market Data on Google Analytics Hub

Discover a cost-efficient way to access, query, and share CME Group market data.

DATAMINE:

THE SOURCE FOR HISTORICAL DATA

Explore historical market data straight from the source to help refine your trading strategies.
Solutions Home

Clearing Advisories

Access and filter an archive of recent and historical notices for every aspect of trading at CME Group, including Clearing advisories.

Uncleared margin rules

Explore our suite of capital-efficient solutions to URM challenges designed to help minimize your initial margin requirements.
Insights Home

Dive into the Subscription Center

Sign up for the latest news, product highlights, economic insights and more subscriptions, tailored to your trading interests, delivered straight to your inbox.

The world's most valuable exchange brand

Learn more about Brand Finance naming CME Group the most valuable exchange brand for the 11th year in a row.
Education Home

Turn curiosity into confidence

Explore our new, fully customizable, pro-level Trading Simulator and get to know our range of futures contracts.

Elevate your trading skills

Ready to take your trading to the next level? Compete against your peers in our monthly Trading Challenges.
Interest Rates

Treasury Conversion Factors

Treasury Conversion Factors for the government securities auctioned by the U.S. Treasury Department.

Updated U.S. Treasury Conversion Factors - 24 December 2025

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

 

  • 3-3/8s of December 2027 (a new 2-year note) 
  • 3-5/8s of December 2030 (a new 5-year note) 
  • 3-7/8s of December 2032 (a new 7-year note)
Treasury Conversion Factors
24 December 2025 (XLSX)

U.S. Treasury Department's Tentative Auction Schedule

View Auction Schedule

Additional Information

Calculating Conversion Factors
Conversion Look-Up Tables
Conversion Calculator

Related Research and Analysis

Get our experts' perspectives on current trends.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2026 CME Group Inc. All rights reserved.