IDCOTC ICE U.S. Treasury Core Bond Index

The Index measures the performance of public obligations of the U.S. Treasury. The Index includes publicly issued U.S. Treasury securities that have a remaining maturity greater than one year and less than or equal to thirty years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve System (the “Fed”) Open Market Account or bought at issuance by the Fed.

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As of 02/01/2023


Index Information
Provider:     ICE (NYSE)
Category1:  US Fixed Income
Category2:  U.S. treasury bonds
Category3:  Intermediate term
Country:      USA
Currency:    USD
Inception date:  01/01/1900
Backtesting data exists:   Yes
Weighting methodology:   Market capitalization
Number of holdings:  260  (as of 10/31/2017)

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