IBBOTSON: Intermediate-Term Treasuries Index

By Staff Reporters

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Ibbotson Intermediate-Term Treasuries Index constructed by Ibbotson Associates using long-term historical data. The index calculates total returns from historical index prices and calculates income using a coupon accrual method.

The index replicates intermediate-term bond performance by selecting the Treasury bond with maturity closest to five years, holds it for the calendar year, then rolls to the next five-year bond.

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