CBOT Treasury Conversion Factors

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

1.) 3-1/8s of April 2009 (i.e., a new 5-year note).

This 5-year note will be eligible for delivery into the CBOT 5-Year U.S. Treasury Note futures contract beginning with the June 2004 expiry. For more information about CBOT Treasury futures, contact Treasuries or call 312-341-7955. 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.

Treasury Conversion Factors