CBOT March 10, 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 securities that were auctioned on March 9-10 by the U.S. Treasury Department:

1.)  4s of March 2010 (i.e., a new 5-year note); and
2.)  4s of February 2015 (i.e., a re-opened 10-year note).

The 5-year note and 10-year note will be eligible for delivery into the CBOT 5-Year and 10-Year U.S. Treasury Note futures contracts beginning with the March 2005 expiry.

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.