Indexes
Typography

S&P Dow Jones Indices has announced a  change to  the S&P/BGCantor U.S. Treasury Bond Index methodology.  This change impacts the following indices:…


Sign up for our free newsletter to receive weekly news from BONDWorld. Click here to register for your free copy 


•  S&P/BGCantor U.S. Treasury Bond Index  

•  S&P/BGCantor 0-1 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 1-3 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 3-5 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 5-7 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 7-10 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 10-20 Year U.S. Treasury Bond Index  

•  S&P/BGCantor 20+ Year U.S. Treasury Bond Index  

•  S&P/BGCantor Current 2 Year U.S. Treasury Index  

•  S&P/BGCantor Current 3 Year U.S. Treasury Index  

•  S&P/BGCantor Current 5 Year U.S. Treasury Index  

•  S&P/BGCantor Current 7 Year U.S. Treasury Index  

•  S&P/BGCantor Current 10 Year U.S. Treasury Bond Index  

•  S&P/BGCantor Current 30 Year U.S. Treasury Bond Index 

Currently each bond must have a maturity equal to or greater than the subsequent monthly rebalancing date.
 
Effective with the March 2015 rebalancing, each bond must have a maturity greater than or equal to one month from the rebalancing date. No bonds mature in the index.

Source: BONDWorld.co.uk

Newsletter

To receive our free newsletter, subscribe HERE

This site uses cookies. Cookies help us know you better and improve your navigation experience. By continuing to browse the site you are agreeing to our use of cookies.