CBOT December 29, 2004 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 note that was auctioned on December 29 by the U.S. Treasury Department:

3% of December 31, 2006 (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 December 2004 and March 2005 expiries.

The information in this document, although taken from sources believed to be reliable, does not constitute investment advice and is not guaranteed by the Chicago Board of Trade as to its accuracy or completeness, nor any trading result, and is intended for purposes of information and education only. The Rules and Regulations of the Chicago Board of Trade should be consulted as the authoritative source of all current contract specifications and regulations.

Related Documents

U.S. Treasury Conversion Factors