Treasury Conversion Factors
Treasury Conversion Factors for the government securities auctioned by the U.S. Treasury Department.
Updated U.S. Treasury Conversion Factors - 29 January 2026
Conversion factor tables for U.S. Treasury Bond and Note futures have been updated to include conversion factors for the following securities:
- 3-1/2s of January 2028 (a original 5-year note reopened as 2-year note)
- 3-3/4s of January 2031 (a new 5-year note)
- 4s of January 2033 (a new 7-year note)