|
|
| |
|
Yield Curve |
| |
Composite |
(Ryan Labs Indexes) |
|
History |
12/31/96 |
12/31/96 |
|
Composition |
All Treasuries |
Treasury Yield Curve |
| |
longer than 1 year |
auction Issues Only |
| |
|
|
|
Sub-indexes |
Intermediate/Long |
2,3,5,10,30 year + Composite |
|
Weighting |
Market/Equal |
Equal |
|
Index Levels |
Total Return |
Total Return |
| |
Price Return |
Price Return |
| |
Income Return |
Income Return |
|
Statistics |
|
|
|
Coupon |
Yes |
Yes |
|
Maturity |
Yes |
Yes |
|
MDuration |
Yes |
Yes |
|
Price |
Yes |
Yes |
|
YTW |
Yes |
Yes |
|
Current Yield |
Yes |
Yes |
|
Par Value |
Yes |
Yes |
| |
|
|
|
Frequency |
Daily |
Daily |
|
Delivery |
Internet |
Internet |
|
