Treasury Conversion Factors
Treasury Conversion Factors for the government securities auctioned by the U.S. Treasury Department.
Updated U.S. Treasury Conversion Factors - 27 August 2026
Conversion factor tables for U.S. Treasury Bond and Note futures have been updated to include conversion factors for the following securities:
- 4-1/8s of August 2028 (a new 2-year note)
- 4-3/8s of August 2031 (a new 5-year note)
- 4-1/2s of August 2033 (a new 7-year note)
