Treasury Bonds
| Index Name |
Index Level |
Performance |
Weighted
Average
Coupon |
Weighted
Average
Maturity |
Weighted
Average
Duration |
Weighted
Average
Bid Price ($) |
Weighted
Average
Yield to Maturity |
| 1 Day |
MTD |
QTD |
YTD |
| S&P/BGCantor U.S. Treasury Bill |
226.16 |
N/A
|
0.0036
|
0.0155
|
0.0403
|
|
0.2463 |
|
99.985
|
0.045 |
| S&P/BGCantor U.S. 0-3 Month Treasury Bill |
215.79 |
N/A
|
0.0019
|
0.0086
|
0.0235
|
|
0.1020 |
|
99.998
|
0.026 |
| S&P/BGCantor U.S. 3-6 Month Treasury Bill |
235.60 |
N/A
|
0.0052
|
0.0222
|
0.0570
|
|
0.3518 |
|
99.979
|
0.064 |
| S&P/BGCantor U.S. 6-9 Month Treasury Bill |
228.56 |
N/A
|
0.0105
|
0.0322
|
0.0786
|
|
0.6219 |
|
99.952
|
0.086 |
| S&P/BGCantor U.S. 9-12 Month Treasury Bill |
203.82 |
N/A
|
0.0068
|
0.0401
|
0.1056
|
|
0.8883 |
|
99.912
|
0.102 |
| S&P/BGCantor U.S. Treasury Bond |
400.09 |
-0.22
|
-0.5286
|
0.1008
|
0.0751
|
1.905
|
4.8411 |
4.028
|
104.508
|
0.703 |
| S&P/BGCantor 0-1 Year U.S. Treasury Bond |
243.48 |
N/A
|
0.0048
|
0.0298
|
0.0823
|
1.370
|
0.4667 |
0.465
|
100.544
|
0.153 |
| S&P/BGCantor 1-3 Year U.S. Treasury Bond |
307.26 |
-0.03
|
-0.0476
|
0.0566
|
0.1824
|
1.453
|
1.8391 |
1.810
|
102.202
|
0.241 |
| S&P/BGCantor 3-5 Year U.S. Treasury Bond |
420.01 |
-0.18
|
-0.3770
|
-0.0037
|
0.2537
|
2.013
|
3.9189 |
3.766
|
105.267
|
0.580 |
| S&P/BGCantor 5-7 Year U.S. Treasury Bond |
495.04 |
-0.37
|
-0.8141
|
0.0040
|
0.3603
|
2.118
|
5.9883 |
5.603
|
106.233
|
1.022 |
| S&P/BGCantor 7-10 Year U.S. Treasury Bond |
546.53 |
-0.55
|
-1.2459
|
0.1697
|
0.2871
|
2.545
|
8.3956 |
7.532
|
107.262
|
1.558 |
| S&P/BGCantor 10-20 Year U.S. Treasury Bond |
648.44 |
-0.77
|
-1.9137
|
0.3953
|
-0.2441
|
6.071
|
14.1260 |
10.227
|
144.161
|
2.282 |
| S&P/BGCantor 20+ Year U.S. Treasury Bond |
723.79 |
-1.14
|
-3.2560
|
1.0060
|
-1.6129
|
3.637
|
27.6585 |
17.794
|
111.497
|
2.996 |
The S&P/BGCantor U.S. Treasury Bill Index is a broad, comprehensive, market-value weighted index that seeks to measure the performance of the U.S. Treasury Bill market. The index is market-value weighted where index weights are based, in part, on outstanding Par Amounts for securities. BGCantor Market Data, L.P. provides the price of each bond in the index. The S&P/BGCantor U.S. Treasury Bond Index is a broad, comprehensive, market-value weighted index that seeks to measure the performance of the U.S. Treasury Bond market. The index family includes sub-indices with the following maturity ranges: 0-1; 1-3; 3-5; 5-7; 7-10; 10-20; and 20+ years. The index is market-value weighted, where weights are based, in part, on outstanding Par Amounts for securities. BGCantor Market Data, L.P. provides the price of each bond in the index.
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