ELX Futures - Conversion Factors

These tables contain conversion factors for all U.S. Treasury Notes and Bonds eligible for delivery as of January 26, 2012. Conversion factors below are based on a 6 percent notional coupon.

The information contained in this publication is taken from sources believed to be reliable, but is not guaranteed by ELX Futures, L.P. as to its accuracy or completeness, nor any trading result, and is intended for purposes of information and education only.

March 2012

Coupon	Maturity	CUSIP	Futures	Co. Factor
Short-Term (2-Year) U.S. Treasury Note Futures
1.5	12/31/2013	912828JW1	2 year ELX Mar2012	0.9263
0.75	12/15/2013	912828PL8	2 year ELX Mar2012	0.9140
1.75	1/31/2014	912828JZ4	2 year ELX Mar2012	0.9272
1	1/15/2014	912828PQ7	2 year ELX Mar2012	0.9144
1.875	2/28/2014	912828KF6	2 year ELX Mar2012	0.9263
1.25	2/15/2014	912828QH6	2 year ELX Mar2012	0.9152
1.75	3/31/2014	912828KJ8	2 year ELX Mar2012	0.9210
1.25	3/15/2014	912828PZ7	2 year ELX Mar2012	0.9117
0.25	1/31/2014	912828SB7	2 year ELX Mar2012	0.9016
Medium-Term (5-Year) U.S. Treasury Note Futures
1.75	5/31/2016	912828QP8	5 year ELX Mar2012	0.8453
1.5	6/30/2016	912828QR4	5 year ELX Mar2012	0.8333
1.5	7/31/2016	912828QX1	5 year ELX Mar2012	0.8305
1	8/31/2016	912828RF9	5 year ELX Mar2012	0.8085
1	9/30/2016	912828RJ1	5 year ELX Mar2012	0.8053
1	10/31/2016	912828RM4	5 year ELX Mar2012	0.8022
0.875	11/30/2016	912828RU6	5 year ELX Mar2012	0.7940
0.875	12/31/2016	912828RX0	5 year ELX Mar2012	0.7909
0.875	1/31/2017	912828SC5	5 year ELX Mar2012	0.7877
Long-Term (6 ½ to 10-Year) U.S. Treasury Note Futures
3.75	11/15/2018	912828JR2	10 year ELX Mar2012	0.8804
2.75	2/15/2019	912828KD1	10 year ELX Mar2012	0.8217
3.125	5/15/2019	912828KQ2	10 year ELX Mar2012	0.8376
1.375	9/30/2018	912828RH5	10 year ELX Mar2012	0.7541
3.625	8/15/2019	912828LJ7	10 year ELX Mar2012	0.8620
3.375	11/15/2019	912828LY4	10 year ELX Mar2012	0.8433
3.625	2/15/2020	912828MP2	10 year ELX Mar2012	0.8544
3.5	5/15/2020	912828ND8	10 year ELX Mar2012	0.8430
2.625	8/15/2020	912828NT3	10 year ELX Mar2012	0.7828
3.625	2/15/2021	912828PX2	10 year ELX Mar2012	0.8401
2.625	11/15/2020	912828PC8	10 year ELX Mar2012	0.7778
3.125	5/15/2021	912828QN3	10 year ELX Mar2012	0.8023
2.125	8/15/2021	912828RC6	10 year ELX Mar2012	0.7279
1.75	10/31/2018	912828RP7	10 year ELX Mar2012	0.7740
2	11/15/2021	912828RR3	10 year ELX Mar2012	0.7135
1.375	11/30/2018	912828RT9	10 year ELX Mar2012	0.7541
1.375	12/31/2018	912828RY8	10 year ELX Mar2012	0.7463
1.25	1/31/2019	912828SD3	10 year ELX Mar2012	0.7395
U.S. Treasury Bond Futures
6.375	8/15/2027	912810FA1	30 year ELX Mar2012	1.0370
6.125	11/15/2027	912810FB9	30 year ELX Mar2012	1.0125
5.5	8/15/2028	912810FE3	30 year ELX Mar2012	0.9485
6.125	8/15/2029	912810FJ2	30 year ELX Mar2012	1.0132
5.25	11/15/2028	912810FF0	30 year ELX Mar2012	0.9221
5.25	2/15/2029	912810FG8	30 year ELX Mar2012	0.9213
6.25	5/15/2030	912810FM5	30 year ELX Mar2012	1.0273
5.375	2/15/2031	912810FP8	30 year ELX Mar2012	0.9301
4.5	2/15/2036	912810FT0	30 year ELX Mar2012	0.8113
4.75	2/15/2037	912810PT9	30 year ELX Mar2012	0.8398
Ultra Long-Term U.S. Treasury Bond Futures
5	5/15/2037	912810PU6	Ultra Long ELX Mar2012	0.8714
4.5	5/15/2038	912810PX0	Ultra Long ELX Mar2012	0.8038
4.375	2/15/2038	912810PW2	Ultra Long ELX Mar2012	0.7882
4.5	8/15/2039	912810QC5	Ultra Long ELX Mar2012	0.7998
4.625	2/15/2040	912810QE1	Ultra Long ELX Mar2012	0.8152
4.25	5/15/2039	912810QB7	Ultra Long ELX Mar2012	0.7674
4.375	11/15/2039	912810QD3	Ultra Long ELX Mar2012	0.7825
4.75	2/15/2041	912810QN1	Ultra Long ELX Mar2012	0.8297
4.375	5/15/2040	912810QH4	Ultra Long ELX Mar2012	0.7809
4.25	11/15/2040	912810QL5	Ultra Long ELX Mar2012	0.7624
4.375	5/15/2041	912810QQ4	Ultra Long ELX Mar2012	0.7779
3.5	2/15/2039	912810QA9	Ultra Long ELX Mar2012	0.6690
3.875	8/15/2040	912810QK7	Ultra Long ELX Mar2012	0.7124
3.75	8/15/2041	912810QS0	Ultra Long ELX Mar2012	0.6915
3.125	11/15/2041	912810QT8	Ultra Long ELX Mar2012	0.6046

June 2012

Coupon	Maturity	CUSIP	Futures	Co. Factor
Short-Term (2-Year) U.S. Treasury Note Futures
1.25	3/15/2014	912828PZ7	2 year ELX Jun2012	0.9222
1.75	3/31/2014	912828KJ8	2 year ELX Jun2012	0.9303
1.875	4/30/2014	912828KN9	2 year ELX Jun2012	0.9294
1.25	4/15/2014	912828QC7	2 year ELX Jun2012	0.9187
2.25	5/31/2014	912828KV1	2 year ELX Jun2012	0.9330
1	5/15/2014	912828QM5	2 year ELX Jun2012	0.9107
2.625	6/30/2014	912828KY5	2 year ELX Jun2012	0.9373
0.75	6/15/2014	912828QS2	2 year ELX Jun2012	0.9024
Medium-Term (5-Year) U.S. Treasury Note Futures
1	8/31/2016	912828RF9	5 year ELX Jun2012	0.8180
1	9/30/2016	912828RJ1	5 year ELX Jun2012	0.8148
1	10/31/2016	912828RM4	5 year ELX Jun2012	0.8117
0.875	11/30/2016	912828RU6	5 year ELX Jun2012	0.8037
0.875	12/31/2016	912828RX0	5 year ELX Jun2012	0.8005
0.875	1/31/2017	912828SC5	5 year ELX Jun2012	0.7973
Long-Term (6 ½ to 10-Year) U.S. Treasury Note Futures
2.75	2/15/2019	912828KD1	10 year ELX Jun2012	0.8272
3.125	5/15/2019	912828KQ2	10 year ELX Jun2012	0.8423
3.625	8/15/2019	912828LJ7	10 year ELX Jun2012	0.8659
1.375	12/31/2018	912828RY8	10 year ELX Jun2012	0.7698
3.375	11/15/2019	912828LY4	10 year ELX Jun2012	0.8474
3.625	2/15/2020	912828MP2	10 year ELX Jun2012	0.8582
3.5	5/15/2020	912828ND8	10 year ELX Jun2012	0.8468
2.625	8/15/2020	912828NT3	10 year ELX Jun2012	0.7880
3.625	2/15/2021	912828PX2	10 year ELX Jun2012	0.8437
2.625	11/15/2020	912828PC8	10 year ELX Jun2012	0.7828
3.125	5/15/2021	912828QN3	10 year ELX Jun2012	0.8064
2.125	8/15/2021	912828RC6	10 year ELX Jun2012	0.7335
2	11/15/2021	912828RR3	10 year ELX Jun2012	0.7191
1.25	1/31/2019	912828SD3	10 year ELX Jun2012	0.7474
U.S. Treasury Bond Futures
6.375	8/15/2027	912810FA1	30 year ELX Jun2012	1.0368
6.125	11/15/2027	912810FB9	30 year ELX Jun2012	1.0123
5.5	8/15/2028	912810FE3	30 year ELX Jun2012	0.9490
6.125	8/15/2029	912810FJ2	30 year ELX Jun2012	1.0132
5.25	11/15/2028	912810FF0	30 year ELX Jun2012	0.9227
5.25	2/15/2029	912810FG8	30 year ELX Jun2012	0.9221
6.25	5/15/2030	912810FM5	30 year ELX Jun2012	1.0270
5.375	2/15/2031	912810FP8	30 year ELX Jun2012	0.9307
4.5	2/15/2036	912810FT0	30 year ELX Jun2012	0.8123
5	5/15/2037	912810PU6	30 year ELX Jun2012	0.8718
4.75	2/15/2037	912810PT9	30 year ELX Jun2012	0.8406
Ultra Long-Term U.S. Treasury Bond Futures
4.5	5/15/2038	912810PX0	Ultra Long ELX Jun2012	0.8045
4.375	2/15/2038	912810PW2	Ultra Long ELX Jun2012	0.7891
4.5	8/15/2039	912810QC5	Ultra Long ELX Jun2012	0.8007
4.625	2/15/2040	912810QE1	Ultra Long ELX Jun2012	0.8159
4.25	5/15/2039	912810QB7	Ultra Long ELX Jun2012	0.7682
4.375	11/15/2039	912810QD3	Ultra Long ELX Jun2012	0.7832
4.75	2/15/2041	912810QN1	Ultra Long ELX Jun2012	0.8303
4.375	5/15/2040	912810QH4	Ultra Long ELX Jun2012	0.7816
4.25	11/15/2040	912810QL5	Ultra Long ELX Jun2012	0.7632
4.375	5/15/2041	912810QQ4	Ultra Long ELX Jun2012	0.7786
3.875	8/15/2040	912810QK7	Ultra Long ELX Jun2012	0.7135
3.5	2/15/2039	912810QA9	Ultra Long ELX Jun2012	0.6703
3.75	8/15/2041	912810QS0	Ultra Long ELX Jun2012	0.6925
3.125	11/15/2041	912810QT8	Ultra Long ELX Jun2012	0.6058