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 |
225.87 |
N/A
|
0.0056
|
0.0111
|
0.0197
|
|
0.2477 |
|
99.970
|
0.103 |
| S&P/BGCantor U.S. 0-3 Month Treasury Bill |
215.62 |
N/A
|
0.0030
|
0.0057
|
0.0149
|
|
0.0961 |
|
99.993
|
0.081 |
| S&P/BGCantor U.S. 3-6 Month Treasury Bill |
235.16 |
N/A
|
0.0084
|
0.0174
|
0.0304
|
|
0.3464 |
|
99.960
|
0.122 |
| S&P/BGCantor U.S. 6-9 Month Treasury Bill |
228.04 |
N/A
|
0.0115
|
0.0177
|
0.0253
|
|
0.6176 |
|
99.913
|
0.152 |
| S&P/BGCantor U.S. 9-12 Month Treasury Bill |
203.23 |
N/A
|
0.0108
|
0.0277
|
0.0253
|
|
0.8849 |
|
99.847
|
0.181 |
| S&P/BGCantor U.S. Treasury Bond |
396.55 |
0.02
|
0.5980
|
1.7239
|
0.7412
|
2.216
|
5.4027 |
4.379
|
106.804
|
0.776 |
| S&P/BGCantor 0-1 Year U.S. Treasury Bond |
242.94 |
N/A
|
0.0049
|
0.0277
|
0.0161
|
1.578
|
0.4775 |
0.460
|
100.617
|
0.299 |
| S&P/BGCantor 1-3 Year U.S. Treasury Bond |
305.75 |
-0.02
|
-0.0059
|
0.2083
|
0.1145
|
1.557
|
1.8860 |
1.854
|
102.412
|
0.297 |
| S&P/BGCantor 3-5 Year U.S. Treasury Bond |
415.47 |
-0.05
|
0.2281
|
1.1221
|
0.7526
|
2.367
|
4.0436 |
3.858
|
107.004
|
0.578 |
| S&P/BGCantor 5-7 Year U.S. Treasury Bond |
486.51 |
-0.03
|
0.6694
|
2.3623
|
1.6631
|
2.534
|
5.8776 |
5.470
|
108.908
|
0.932 |
| S&P/BGCantor 7-10 Year U.S. Treasury Bond |
534.98 |
0.06
|
1.3463
|
3.8932
|
2.1820
|
2.996
|
8.4447 |
7.508
|
111.741
|
1.462 |
| S&P/BGCantor 10-20 Year U.S. Treasury Bond |
639.38 |
0.22
|
2.4425
|
5.9982
|
2.3425
|
6.250
|
14.4151 |
10.431
|
148.775
|
2.153 |
| S&P/BGCantor 20+ Year U.S. Treasury Bond |
721.33 |
0.42
|
3.9776
|
8.8849
|
1.3532
|
4.015
|
27.9904 |
17.858
|
122.496
|
2.831 |
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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