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 ?
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.
Treasury Indexes Owned and Compiled by Ryan Holdings LLC and Ryan ALM, Inc.
The ETF Advisors Treasury 1, 2, 5 and 10 year FITRs seek to track the total returns of the Ryan OTR Treasury Indexes representing the characteristics and returns of the "on-the-run" U.
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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