CBOT April 27, 2005 Treasury Conversion Factors

The attached conversion factor tables for the CBOT U.S. Treasury Bond and Note futures complex have been revised to include conversion factors for the following government security that was auctioned on April 27 by the U.S. Treasury Department:

1.)  3-5/8s of April 2007 (i.e., a new 2-year note).

This 2-year note will be eligible for delivery into the CBOT 2-Year U.S. Treasury Note futures contract for the June 2005 expiry only.