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 |
225.81 |
N/A
|
-0.0020
|
-0.0046
|
-0.0046
|
|
0.2413 |
|
99.980
|
0.063 |
| S&P/BGCantor U.S. 0-3 Month Treasury Bill |
215.58 |
N/A
|
0.0004
|
-0.0015
|
-0.0015
|
|
0.0964 |
|
99.996
|
0.042 |
| S&P/BGCantor U.S. 3-6 Month Treasury Bill |
235.07 |
N/A
|
-0.0048
|
-0.0098
|
-0.0098
|
|
0.3413 |
|
99.971
|
0.087 |
| S&P/BGCantor U.S. 6-9 Month Treasury Bill |
227.96 |
N/A
|
-0.0058
|
-0.0070
|
-0.0070
|
|
0.5802 |
|
99.944
|
0.100 |
| S&P/BGCantor U.S. 9-12 Month Treasury Bill |
203.17 |
N/A
|
-0.0069
|
-0.0045
|
-0.0045
|
|
0.8470 |
|
99.903
|
0.117 |
| S&P/BGCantor U.S. Treasury Bond |
393.63 |
0.15
|
-0.3629
|
-0.0002
|
-0.0002
|
2.325
|
5.5318 |
4.442
|
107.106
|
0.784 |
| S&P/BGCantor 0-1 Year U.S. Treasury Bond |
242.85 |
N/A
|
-0.0048
|
-0.0193
|
-0.0193
|
1.669
|
0.4784 |
0.477
|
100.679
|
0.130 |
| S&P/BGCantor 1-3 Year U.S. Treasury Bond |
305.64 |
0.01
|
-0.0285
|
0.0801
|
0.0801
|
1.557
|
1.8990 |
1.866
|
102.507
|
0.240 |
| S&P/BGCantor 3-5 Year U.S. Treasury Bond |
414.33 |
0.09
|
-0.1287
|
0.4757
|
0.4757
|
2.499
|
4.0272 |
3.829
|
107.651
|
0.531 |
| S&P/BGCantor 5-7 Year U.S. Treasury Bond |
481.36 |
0.16
|
-0.3233
|
0.5867
|
0.5867
|
2.692
|
5.8762 |
5.436
|
109.422
|
0.993 |
| S&P/BGCantor 7-10 Year U.S. Treasury Bond |
525.05 |
0.25
|
-0.6758
|
0.2849
|
0.2849
|
3.129
|
8.5038 |
7.460
|
111.805
|
1.604 |
| S&P/BGCantor 10-20 Year U.S. Treasury Bond |
620.78 |
0.43
|
-1.2026
|
-0.6345
|
-0.6345
|
6.265
|
14.6437 |
10.387
|
146.223
|
2.371 |
| S&P/BGCantor 20+ Year U.S. Treasury Bond |
692.62 |
0.91
|
-2.4262
|
-2.6816
|
-2.6816
|
4.143
|
28.0667 |
17.461
|
121.251
|
3.006 |
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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