|
|
|
|
FNMA
|
FHLMC
|
|
Composite |
Yield
Curve
|
Yield
Curve
|
|
History |
12/31/96 |
12/31/99 |
12/31/96 |
|
Composition |
All
Agencies |
Benchmark |
Benchmark |
|
longer
than 1 year |
Issues
Only |
Issues
Only |
|
Sub-Indexes |
2,
5, 10, 30 year |
2,
5, 10, 30 year |
2,
5, 10, 30 year |
|
Weighting |
Market
Equal |
Equal |
Equal |
|
Index
Levels |
Total
Return |
Total
Return |
Total
Return |
|
Price
Return |
Price
Return |
Price
Return |
|
Income
Return |
Income
Return |
Income
Return |
|
Statistics: |
|
|
|
|
Coupon |
Yes |
Yes |
Yes |
|
Maturity |
Yes |
Yes |
Yes |
|
MDuration |
Yes |
Yes |
Yes |
|
Price |
Yes |
Yes |
Yes |
|
YTW |
Yes |
Yes |
Yes |
|
Current
Yield |
Yes |
Yes |
Yes |
|
Par
Value |
Yes |
Yes |
Yes |
|
Market
Value |
Yes |
Yes |
Yes |
|
#
of Issues |
Yes |
Yes |
Yes |
|
Frequency |
Daily |
Daily |
Daily |
|
Delivery |
Internet |
Internet |
Internet |
|
|
