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
|
-0.0023
|
-0.0048
|
-0.0048
|
|
0.2441 |
|
99.980
|
0.068 |
| S&P/BGCantor U.S. 0-3 Month Treasury Bill |
215.58 |
N/A
|
N/A
|
-0.0019
|
-0.0019
|
|
0.0991 |
|
99.995
|
0.049 |
| S&P/BGCantor U.S. 3-6 Month Treasury Bill |
235.07 |
N/A
|
-0.0049
|
-0.0099
|
-0.0099
|
|
0.3440 |
|
99.971
|
0.088 |
| S&P/BGCantor U.S. 6-9 Month Treasury Bill |
227.96 |
N/A
|
-0.0048
|
-0.0060
|
-0.0060
|
|
0.5829 |
|
99.944
|
0.099 |
| S&P/BGCantor U.S. 9-12 Month Treasury Bill |
203.17 |
N/A
|
-0.0093
|
-0.0069
|
-0.0069
|
|
0.8497 |
|
99.901
|
0.120 |
| S&P/BGCantor U.S. Treasury Bond |
393.05 |
-0.37
|
-0.5086
|
-0.1465
|
-0.1465
|
2.325
|
5.5740 |
4.465
|
106.955
|
0.809 |
| S&P/BGCantor 0-1 Year U.S. Treasury Bond |
242.85 |
N/A
|
-0.0067
|
-0.0213
|
-0.0213
|
1.669
|
0.4811 |
0.479
|
100.682
|
0.139 |
| S&P/BGCantor 1-3 Year U.S. Treasury Bond |
305.60 |
-0.02
|
-0.0417
|
0.0669
|
0.0669
|
1.557
|
1.9018 |
1.869
|
102.498
|
0.246 |
| S&P/BGCantor 3-5 Year U.S. Treasury Bond |
413.96 |
-0.19
|
-0.2170
|
0.3869
|
0.3869
|
2.499
|
4.0304 |
3.832
|
107.562
|
0.553 |
| S&P/BGCantor 5-7 Year U.S. Treasury Bond |
480.59 |
-0.42
|
-0.4830
|
0.4255
|
0.4255
|
2.692
|
5.8796 |
5.438
|
109.253
|
1.022 |
| S&P/BGCantor 7-10 Year U.S. Treasury Bond |
523.74 |
-0.74
|
-0.9236
|
0.0347
|
0.0347
|
3.129
|
8.5073 |
7.461
|
111.532
|
1.637 |
| S&P/BGCantor 10-20 Year U.S. Treasury Bond |
618.12 |
-1.19
|
-1.6258
|
-1.0601
|
-1.0601
|
6.265
|
14.6529 |
10.381
|
145.602
|
2.412 |
| S&P/BGCantor 20+ Year U.S. Treasury Bond |
686.35 |
-2.15
|
-3.3096
|
-3.5627
|
-3.5627
|
4.143
|
28.0710 |
17.410
|
120.151
|
3.058 |
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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