Treasury Index

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Treasury Index

An index based on recent auctions of United States Treasury securities. Treasury indices are used as a benchmark for interest rates of some bank accounts and floating-rate mortgages. Each Treasury index is calculated differently, but it usually is based on the yield of some combination of five-year and 10-year Treasury notes and Treasury futures contracts.
References in periodicals archive ?
2%, according to the Ryan Treasury indexes published daily in The Wall Street Journal.
Treasury indexes that rebalance daily offer the advantages of reduced tracking errors when rebalancing portfolios and provide a more accurate reflection of current market conditions.
The bank's Global Aggregate, Global Treasury, Euro Aggregate and Euro Treasury indexes would retain Greek bonds until two of the major ratings agencies cut the Greek sovereign rating to junk status.
A panel of senior officials from each of the Services provided perspectives on the complex interworkings between the 17, 21, and 57 Treasury Indexes and TI 97.
In February 1991, Fannie Mae and Freddie Mac proposed changes to their policies regarding the availability of the Treasury indexes that are used to determine new interest rates for ARMs.
Treasury Indexes (AXTWO, AXFIV, AXTEN, AXTHR) are one-security fixed income indexes that consist of the most recently issued respective 2-year, 5-year, 10-year, and 30-year U.

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