Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CBOT July 13, 2005 Treasury Conversion Factors

Date 13/07/2005

The attached conversion factor tables for Chicago Board of Trade US Treasury Bond and Note futures have been revised to include conversion factors for the following government security that was auctioned on July 13 by the US Treasury Department:

1.) 3-7/8s of July 2010 (i.e., a new 5-year note)

This 5-year note will be eligible for delivery into CBOT 5-Year US Treasury Note futures starting with the September 2005 expiry.

Related Documents

Excel Spreadsheet - CBOT U.S. Treasury Conversion Factors for July 13, 2005