Starting with the March 2000 (H00) contracts, US Treasury and Municipal Bond futures which previously carried an 8% coupon have been modified to have a 6% coupon rate. Because of this, the price handles have changed. In order to allow TPA to give you the best possible information in response to your queries, we have followed our standard policy of back-calculating the entire price history of each of the affected instruments (US, TY, FV, MB) using the 6% rate. These calculations are complete as of December 22, 1999, and all of the databases now contain actual or simulated 6% data.
The databases available on this page contain the older (8%-based) prices, should you wish to have them available for charting purposes.
WARNING When you download and run these files, specify somewhere other than your usual (typically c:\tpa) data directory when you get the "Unzip to folder:" prompt so that a) they will not overwrite your newer data and b) the daily data update process will not attempt to add new 6%-based prices to them.
CBOT/US Treasuries, Bonds
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US Treasury Bonds | |
Ten-year Notes | |
Five-year Notes | |
Municipal Bonds | |