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.
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ICE BofAML Indices will be offered alongside ICE's existing index offering, which includes the ICE US Treasury indices, which were introduced in 2015, and ICE's index services, which serve as the basis for ETFs and structured products across fixed income, currencies, equities and commodities.
Treasury indices, which were introduced in 2015, and ICEs index services, which serve as the basis for ETFs and structured products across fixed income, currencies, equities and commodities.
Government bond issuers are eligible for flagship investment grade indices such as the Euro Aggregate and Euro Treasury Indices if they are rated Baa3/BBB- or higher by a minimum of two of the three credit ratings agencies.
Further, ICE BofAML Indices will be offered alongside ICE's existing index offering that includes the ICE US Treasury indices introduced in 2015 and ICE's index services serve as the basis for exchange traded funds (ETFs) and structured products across fixed income, currencies, equities and commodities.
Due to their variable coupon resets, US Treasury floating rate securities will not be eligible for existing flagship indices such as the US aggregate, global aggregate, and US Treasury indices that include fixed-rate securities only.
The Barclays Capital Fiscal Strength Weighted Index family uses country scores derived from publicly available macroeconomic and governance data to adjust the market capitalization country weights within existing Barclays Capital benchmarks such as the Global Treasury or Euro Treasury indices.
The GDP weighting methodology is available for flagship benchmarks such as the Global Aggregate and Global Treasury Indices and other universal benchmarks that include both developed market and emerging markets debt.

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