en     ru     jp
 
 
private banking
private banking
private banking
private banking
private banking
private banking
private banking
     
 
Home
      
Knowledge Base
      
Financial Glossary
      
Treasury Index
       
 
Back

Treasury Index

 Search definitions     
  Search  

Treasury Index
An index based on the auctions of U.S. Treasury bills, or on the U.S. Treasury's daily Yield curve.
    
It is commonly used in determining mortgage rates for mortgages with an unfixed component and as a performance Benchmark for investors in the capital markets as it represents a rate of return that investors would be able to get from almost any bank, with minimal effort. Treasury indexes are proprietary. The calculations of treasury indexes and their components vary by the financial Institution calculating the index.
    
Components of a treasury index are likely to be the weighted average prices of five-year, ten-year and Bond-futures contracts. Because the components have different investment time frames, each weighting, based on investment duration, is adjusted for equal contribution to the index.
Posted by  Institute for International Research
 
  Back  
  Print  
  Email  

 

private banking
Get Adobe Flash Player to view the media
FlashPlayer required to view the media
private banking
private banking
private banking
private banking
private banking

 
Home News Library Newsletters Event Calendar Advertise About Contact FAQ
Privacy Policy     Terms of Service
 

©