Conversion factor tables for U.S. Treasury Bond and Note futures have been revised to include conversion factors for the following government securities that were auctioned on March 26-27, 2008 by the U.S. Treasury Department:

1.) 1-3/4s of March 2008 (i.e., a new 2-year note); and 
2.) 2-1/2s of March 2013 (i.e., a new 5-year note).

The 2-year note will be eligible for delivery into the 2-Year U.S. Treasury Note futures contract for the March and June 2008 expiries only.

The 5-year note will be eligible for delivery into the 5-Year U.S.

Treasury Note futures contract for the March through December 2008 expiries only. The Treasury Department's next auction is tentatively scheduled for April 23-24, 2008 when it plans to issue new 2-year and 5-year notes.

 - March 26-27 Treasury Conversion Factors - 04.07.2008