Treasury Index

(redirected from Treasury Indexes)

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 ?
Year to date through July 11, the 10-year Treasury note has a total return of 8.7%, and the 30-year Treasury has a total return of 21.2%, 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.

Full browser ?