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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.

As of 12/05/2023

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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