Rebalance of August 31, 2017
US Treasury Index constituents
Every one of the 257 holdings, with the three deductions that set its weight, both prices, and its contribution to the month. The contributions add to the published return, which is what makes a level checkable rather than something to trust.
Check it yourself
- Holdings
- 257
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.054639%
- Market value
- $7.32tn
Both totals are added up on this page from the rows in the table below, not read from a stored figure, a total computed somewhere you cannot see would prove nothing. The check below compares that sum against the level published on the US Treasury Index page, fetched separately.
These reconcile. The holdings below sum to +1.054639% against a published month return of +1.054639%, a difference of 4.5e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 102.8769 | 102.8597 | 0.928% | +1.138% | +0.01056% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.2894 | 102.5102 | 0.914% | +1.205% | +0.01101% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 100.6957 | 102.1352 | 0.908% | +1.430% | +0.01299% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 103.2174 | 104.3342 | 0.907% | +1.082% | +0.00981% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 100.0754 | 101.3794 | 0.903% | +1.303% | +0.01176% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 99.8289 | 100.0611 | 0.901% | +1.234% | +0.01112% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 99.4227 | 99.8111 | 0.897% | +1.397% | +0.01253% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 101.2221 | 102.7972 | 0.872% | +1.556% | +0.01356% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 100.6942 | 101.1664 | 0.867% | +1.586% | +0.01375% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | – | $6.14bn | $63.00bn | 98.1114 | 99.6236 | 0.845% | +1.541% | +0.01302% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 95.9684 | 96.5751 | 0.827% | +1.479% | +0.01223% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 104.9266 | 106.0020 | 0.824% | +1.025% | +0.00845% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.40bn | $63.10bn | 95.3444 | 96.7938 | 0.822% | +1.520% | +0.01250% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 94.4420 | 95.1630 | 0.816% | +1.558% | +0.01271% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 103.9001 | 104.3088 | 0.779% | +0.393% | +0.00306% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.5499 | 105.2520 | 0.719% | +1.021% | +0.00733% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.2977 | 101.1549 | 0.700% | +0.846% | +0.00593% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.2147 | 100.0808 | 0.697% | +0.873% | +0.00609% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 108.5786 | 107.2300 | 0.677% | +0.427% | +0.00289% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 117.1073 | 121.1420 | 0.664% | +3.445% | +0.02286% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 115.6723 | 117.8550 | 0.660% | +3.454% | +0.02279% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.5871 | 100.7036 | 0.653% | +0.116% | +0.00076% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 107.1411 | 105.6050 | 0.642% | +0.258% | +0.00166% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 109.9966 | 113.9372 | 0.631% | +3.582% | +0.02261% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.8777 | 100.2229 | 0.631% | +0.094% | +0.00059% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.0908 | 103.8342 | 0.621% | +0.954% | +0.00593% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.9416 | 108.2381 | 0.608% | +3.643% | +0.02215% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 102.6984 | 106.4823 | 0.590% | +3.685% | +0.02172% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 102.5421 | 106.3573 | 0.589% | +3.721% | +0.02190% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 102.5109 | 106.2948 | 0.588% | +3.691% | +0.02171% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 100.7638 | 103.0703 | 0.578% | +3.716% | +0.02149% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 100.4844 | 104.1016 | 0.570% | +3.600% | +0.02051% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.5177 | 102.0924 | 0.570% | +0.566% | +0.00322% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.6053 | 102.0982 | 0.568% | +0.541% | +0.00308% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 103.2277 | 105.5761 | 0.550% | +3.728% | +0.02051% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 102.5421 | 106.3886 | 0.547% | +3.751% | +0.02050% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.5161 | 117.6675 | 0.543% | +3.431% | +0.01862% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 93.4346 | 95.7405 | 0.536% | +3.806% | +0.02041% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 99.9219 | 103.7266 | 0.532% | +3.808% | +0.02025% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 105.1841 | 105.3747 | 0.525% | +0.181% | +0.00095% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | – | $37.46bn | 100.2238 | 100.8818 | 0.513% | +0.656% | +0.00337% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 93.1533 | 95.4592 | 0.497% | +3.817% | +0.01896% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 92.4361 | 96.0217 | 0.493% | +3.879% | +0.01911% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 100.1596 | 100.3587 | 0.491% | +0.199% | +0.00098% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 104.4922 | 103.5275 | 0.489% | +0.333% | +0.00163% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.4006 | 101.5801 | 0.485% | +0.177% | +0.00086% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.2113 | 100.5670 | 0.484% | +0.166% | +0.00080% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.6726 | 100.8719 | 0.482% | +0.198% | +0.00095% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.6522 | 101.0808 | 0.482% | +0.426% | +0.00205% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.6291 | 100.8179 | 0.481% | +0.188% | +0.00090% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.5163 | 100.8407 | 0.481% | +0.323% | +0.00155% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.5041 | 100.7249 | 0.481% | +0.220% | +0.00106% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.4192 | 100.0038 | 0.480% | +0.271% | +0.00130% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 100.4003 | 100.8192 | 0.480% | +0.417% | +0.00200% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.5353 | 100.6936 | 0.480% | +0.157% | +0.00076% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.3482 | 100.7038 | 0.480% | +0.354% | +0.00170% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.3166 | 100.6311 | 0.480% | +0.314% | +0.00150% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2746 | 100.5786 | 0.480% | +0.303% | +0.00145% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.6726 | 100.8407 | 0.480% | +0.167% | +0.00080% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.1287 | 100.4321 | 0.479% | +0.303% | +0.00145% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.1067 | 99.8163 | 0.479% | +0.397% | +0.00190% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.9308 | 100.3286 | 0.478% | +0.398% | +0.00190% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7225 | 100.1508 | 0.477% | +0.430% | +0.00205% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5971 | 99.8274 | 0.476% | +0.231% | +0.00110% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.1912 | 99.6508 | 0.475% | +0.463% | +0.00220% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.5357 | 100.7038 | 0.473% | +0.167% | +0.00079% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 101.1596 | 100.8802 | 0.470% | +0.650% | +0.00306% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 101.1427 | 101.7486 | 0.470% | +0.599% | +0.00282% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.0461 | 101.2150 | 0.469% | +0.167% | +0.00078% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 100.9426 | 101.6014 | 0.469% | +0.653% | +0.00306% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 87.9755 | 90.2914 | 0.469% | +3.911% | +0.01834% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 100.7238 | 101.4130 | 0.468% | +0.684% | +0.00320% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 100.3801 | 101.0380 | 0.466% | +0.655% | +0.00306% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 100.2652 | 100.8822 | 0.466% | +0.615% | +0.00287% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 99.9839 | 100.6634 | 0.465% | +0.680% | +0.00316% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 99.7772 | 100.4558 | 0.464% | +0.680% | +0.00315% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 99.3162 | 99.8071 | 0.462% | +0.494% | +0.00228% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 99.0007 | 99.7938 | 0.461% | +0.801% | +0.00369% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 99.1079 | 99.6306 | 0.461% | +0.527% | +0.00243% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 98.9826 | 99.4947 | 0.460% | +0.517% | +0.00238% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.3043 | 106.5992 | 0.459% | +0.277% | +0.00127% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 98.7208 | 98.6281 | 0.459% | +0.476% | +0.00218% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 98.2846 | 98.8587 | 0.457% | +0.584% | +0.00267% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 98.1270 | 98.1281 | 0.456% | +0.574% | +0.00262% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.9416 | 98.4738 | 0.455% | +0.543% | +0.00247% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 97.9406 | 98.5046 | 0.455% | +0.576% | +0.00262% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.7531 | 98.3166 | 0.454% | +0.576% | +0.00262% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.4117 | 100.5380 | 0.452% | +0.126% | +0.00057% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.9090 | 100.2854 | 0.448% | +0.125% | +0.00056% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 103.8186 | 104.0194 | 0.445% | +0.193% | +0.00086% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.2846 | 100.4212 | 0.431% | +0.136% | +0.00059% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 106.0374 | 106.5194 | 0.429% | +0.455% | +0.00195% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.9729 | 108.1444 | 0.427% | +3.524% | +0.01503% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.2853 | 100.4117 | 0.423% | +0.126% | +0.00053% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | – | $30.85bn | 100.1620 | 101.3098 | 0.422% | +1.146% | +0.00484% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 101.8914 | 101.5611 | 0.419% | +0.657% | +0.00275% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.9107 | 101.0788 | 0.418% | +0.167% | +0.00070% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.3079 | 102.8629 | 0.406% | +0.542% | +0.00220% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.1311 | 102.6332 | 0.405% | +0.492% | +0.00199% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 132.9461 | 134.8387 | 0.405% | +3.163% | +0.01280% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.9307 | 101.5055 | 0.404% | +0.564% | +0.00228% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.6848 | 102.3013 | 0.403% | +0.606% | +0.00244% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.5598 | 102.2388 | 0.403% | +0.669% | +0.00269% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.5367 | 102.1114 | 0.402% | +0.566% | +0.00228% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.1492 | 100.2864 | 0.402% | +0.137% | +0.00055% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 106.2036 | 104.6050 | 0.401% | +0.201% | +0.00081% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 101.2785 | 102.1138 | 0.401% | +0.825% | +0.00331% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.8176 | 101.4452 | 0.400% | +0.622% | +0.00249% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.9096 | 100.6614 | 0.400% | +0.683% | +0.00273% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $15.0m | $28.99bn | 100.8388 | 101.6644 | 0.400% | +0.819% | +0.00327% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.7554 | 101.4552 | 0.399% | +0.694% | +0.00277% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.5989 | 101.2577 | 0.399% | +0.655% | +0.00261% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.5448 | 100.3486 | 0.399% | +0.675% | +0.00269% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3694 | 101.0176 | 0.398% | +0.646% | +0.00257% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 100.4113 | 101.1943 | 0.398% | +0.780% | +0.00310% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 100.1298 | 100.8084 | 0.397% | +0.678% | +0.00269% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 99.9944 | 100.7676 | 0.396% | +0.773% | +0.00306% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 99.0673 | 99.9334 | 0.392% | +0.874% | +0.00343% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | – | $28.64bn | 100.0662 | 100.2133 | 0.392% | +0.147% | +0.00058% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.7853 | 99.4117 | 0.392% | +0.634% | +0.00248% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 98.3329 | 101.9083 | 0.390% | +3.636% | +0.01419% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 101.4769 | 102.5727 | 0.388% | +1.080% | +0.00419% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 101.2955 | 101.3184 | 0.388% | +1.071% | +0.00415% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 101.2249 | 102.3207 | 0.387% | +1.083% | +0.00419% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 101.0579 | 102.1754 | 0.387% | +1.106% | +0.00428% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 100.9850 | 102.0712 | 0.386% | +1.076% | +0.00416% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.0360 | 101.4334 | 0.386% | +0.393% | +0.00152% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 103.8886 | 104.0482 | 0.384% | +0.154% | +0.00059% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 100.0054 | 101.1114 | 0.383% | +1.106% | +0.00423% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 99.7763 | 100.9144 | 0.382% | +1.141% | +0.00436% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 99.5489 | 100.6861 | 0.381% | +1.142% | +0.00435% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.5575 | 102.0394 | 0.381% | +0.475% | +0.00181% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 98.5982 | 99.4851 | 0.377% | +0.899% | +0.00339% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 98.4003 | 99.3192 | 0.377% | +0.934% | +0.00352% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.8723 | 102.3638 | 0.376% | +0.482% | +0.00182% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 98.3152 | 98.4416 | 0.376% | +0.891% | +0.00335% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 98.1294 | 99.1413 | 0.376% | +1.031% | +0.00387% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.7249 | 103.1957 | 0.374% | +0.458% | +0.00172% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 98.1291 | 99.0061 | 0.374% | +0.894% | +0.00335% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 96.9817 | 97.2538 | 0.371% | +0.990% | +0.00367% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 96.7746 | 97.7973 | 0.370% | +1.057% | +0.00391% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 96.7446 | 97.6729 | 0.370% | +0.960% | +0.00355% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.6705 | 101.9746 | 0.367% | +0.357% | +0.00131% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 95.7846 | 96.7649 | 0.367% | +1.023% | +0.00375% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.1495 | 101.5993 | 0.359% | +0.440% | +0.00158% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 100.2951 | 100.4635 | 0.356% | +0.168% | +0.00060% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.9124 | 103.3842 | 0.356% | +0.458% | +0.00163% |
| 912828W30 | 1.125% | Feb 28, 2019 | $29.61bn | – | $3.61bn | $26.00bn | 100.1895 | 99.7531 | 0.356% | +0.126% | +0.00045% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 100.0555 | 100.2239 | 0.356% | +0.168% | +0.00060% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.0462 | 100.1827 | 0.356% | +0.136% | +0.00049% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 99.9212 | 100.0890 | 0.355% | +0.168% | +0.00060% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.7944 | 99.9103 | 0.355% | +0.116% | +0.00041% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | $1.65bn | $26.00bn | 99.7531 | 99.8478 | 0.355% | +0.095% | +0.00034% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.7514 | 99.5333 | 0.354% | +0.157% | +0.00056% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.6583 | 99.7531 | 0.354% | +0.095% | +0.00034% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.5333 | 99.6590 | 0.354% | +0.126% | +0.00045% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 100.0897 | 100.7683 | 0.351% | +0.678% | +0.00238% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 135.7225 | 137.6569 | 0.351% | +3.175% | +0.01113% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.7245 | 102.1848 | 0.349% | +0.452% | +0.00158% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 103.4561 | 102.2208 | 0.347% | +0.135% | +0.00047% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 101.0825 | 101.3757 | 0.332% | +0.290% | +0.00096% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 99.9517 | 100.2869 | 0.331% | +0.335% | +0.00111% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 100.5676 | 100.8509 | 0.330% | +0.282% | +0.00093% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 100.5093 | 100.0635 | 0.330% | +0.240% | +0.00079% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 100.3804 | 100.6943 | 0.329% | +0.313% | +0.00103% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 100.2239 | 100.5697 | 0.329% | +0.345% | +0.00113% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.2024 | 100.3702 | 0.329% | +0.167% | +0.00055% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.1801 | 99.8274 | 0.329% | +0.147% | +0.00048% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 100.1141 | 100.3555 | 0.328% | +0.241% | +0.00079% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.0980 | 100.2351 | 0.328% | +0.137% | +0.00045% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 100.0693 | 100.4144 | 0.328% | +0.345% | +0.00113% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0652 | 100.1807 | 0.328% | +0.115% | +0.00038% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 99.9698 | 100.2106 | 0.328% | +0.241% | +0.00079% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.8777 | 100.0245 | 0.328% | +0.147% | +0.00048% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7582 | 99.8948 | 0.327% | +0.137% | +0.00045% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 99.7707 | 99.9280 | 0.327% | +0.158% | +0.00052% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 127.5211 | 131.6709 | 0.327% | +3.254% | +0.01063% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.8003 | 103.2191 | 0.327% | +0.407% | +0.00133% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.5082 | 99.6448 | 0.326% | +0.137% | +0.00045% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.5022 | 99.2846 | 0.326% | +0.158% | +0.00052% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.4826 | 99.6610 | 0.326% | +0.179% | +0.00059% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.6825 | 102.1019 | 0.326% | +0.412% | +0.00135% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.3730 | 99.5404 | 0.326% | +0.169% | +0.00055% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 99.3370 | 99.5462 | 0.326% | +0.211% | +0.00069% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 99.3305 | 99.4980 | 0.326% | +0.169% | +0.00055% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.2686 | 99.4052 | 0.326% | +0.138% | +0.00045% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 99.1272 | 98.9409 | 0.325% | +0.190% | +0.00062% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.8784 | 99.0353 | 0.324% | +0.159% | +0.00051% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.4093 | 99.6916 | 0.324% | +0.284% | +0.00092% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.9096 | 100.0462 | 0.324% | +0.137% | +0.00044% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 99.1436 | 101.3458 | 0.320% | +3.608% | +0.01153% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.4429 | 101.7989 | 0.319% | +0.351% | +0.00112% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.6692 | 100.1288 | 0.318% | +0.146% | +0.00046% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.9100 | 100.1508 | 0.314% | +0.241% | +0.00076% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 99.6872 | 99.6063 | 0.304% | +0.734% | +0.00223% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.2631 | 99.5041 | 0.299% | +0.243% | +0.00073% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.4416 | 99.6613 | 0.298% | +0.221% | +0.00066% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 125.5258 | 129.6338 | 0.295% | +3.273% | +0.00964% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.0471 | 102.4665 | 0.284% | +0.411% | +0.00117% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 119.8189 | 121.8665 | 0.266% | +3.326% | +0.00886% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 106.2854 | 108.4881 | 0.266% | +3.543% | +0.00941% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.0543 | 99.6910 | 0.265% | +0.261% | +0.00069% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.5548 | 99.7645 | 0.262% | +0.211% | +0.00055% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 117.7612 | 119.8920 | 0.261% | +3.402% | +0.00889% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 130.2947 | 131.7391 | 0.259% | +2.835% | +0.00733% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 127.9898 | 132.1709 | 0.256% | +3.267% | +0.00837% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 136.5109 | 136.6233 | 0.248% | +2.051% | +0.00508% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.5656 | 99.8171 | 0.241% | +0.253% | +0.00061% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.2133 | 100.3604 | 0.236% | +0.147% | +0.00035% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 127.3961 | 131.4521 | 0.233% | +3.184% | +0.00742% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.2568 | 101.6022 | 0.223% | +0.341% | +0.00076% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 130.6385 | 132.4579 | 0.222% | +3.115% | +0.00692% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 103.1671 | 106.8573 | 0.217% | +3.577% | +0.00778% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 105.5686 | 109.3006 | 0.212% | +3.535% | +0.00748% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.6997 | 99.3465 | 0.206% | +0.147% | +0.00030% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 104.6266 | 102.7785 | 0.203% | +0.145% | +0.00030% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 125.2133 | 129.2276 | 0.199% | +3.206% | +0.00638% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.0961 | 99.2323 | 0.196% | +0.137% | +0.00027% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.0346 | 100.2337 | 0.196% | +0.199% | +0.00039% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 113.7084 | 115.6617 | 0.195% | +3.257% | +0.00635% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.3267 | 100.4744 | 0.189% | +0.147% | +0.00028% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 136.1732 | 138.5017 | 0.175% | +1.710% | +0.00299% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.0048 | 101.1522 | 0.170% | +0.146% | +0.00025% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.8156 | 99.9734 | 0.166% | +0.158% | +0.00026% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 143.5435 | 146.2887 | 0.163% | +1.912% | +0.00311% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 127.4769 | 128.1821 | 0.160% | +0.553% | +0.00089% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.7853 | 100.9749 | 0.158% | +0.188% | +0.00030% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.4620 | 99.6087 | 0.152% | +0.148% | +0.00022% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 129.6753 | 132.0550 | 0.148% | +1.835% | +0.00272% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 132.3930 | 131.1522 | 0.145% | +1.329% | +0.00193% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 129.4226 | 133.3954 | 0.135% | +3.070% | +0.00416% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 137.3410 | 141.2622 | 0.121% | +2.855% | +0.00344% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 133.0998 | 132.6916 | 0.119% | +1.759% | +0.00210% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.4558 | 130.1396 | 0.119% | +3.014% | +0.00359% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 127.2895 | 125.1950 | 0.118% | +0.810% | +0.00096% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 131.3907 | 131.2425 | 0.109% | +1.885% | +0.00206% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 141.8881 | 141.3454 | 0.096% | +1.776% | +0.00170% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 136.9402 | 139.0190 | 0.095% | +1.518% | +0.00145% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 134.5350 | 136.0632 | 0.092% | +2.901% | +0.00267% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 117.2795 | 113.4378 | 0.091% | +0.188% | +0.00017% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 115.6880 | 111.3787 | 0.088% | +0.111% | +0.00010% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 125.4116 | 121.4355 | 0.088% | +0.318% | +0.00028% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 130.6307 | 128.0166 | 0.084% | +0.726% | +0.00061% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 138.2459 | 139.7215 | 0.080% | +1.067% | +0.00085% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 129.1884 | 126.4287 | 0.078% | +0.670% | +0.00053% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 139.5035 | 138.5757 | 0.075% | +1.620% | +0.00121% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 140.1452 | 138.7493 | 0.074% | +1.412% | +0.00104% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 138.0779 | 136.2863 | 0.074% | +1.192% | +0.00088% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 142.0801 | 139.7897 | 0.073% | +1.071% | +0.00078% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 140.4313 | 139.1810 | 0.067% | +1.469% | +0.00099% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 125.3784 | 125.9691 | 0.052% | +0.471% | +0.00024% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 125.0079 | 121.5825 | 0.052% | +0.410% | +0.00021% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 111.8139 | 111.9783 | 0.051% | +0.147% | +0.00007% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 128.6858 | 125.3441 | 0.050% | +0.560% | +0.00028% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 121.6088 | 117.6427 | 0.047% | +0.233% | +0.00011% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 130.4599 | 131.3522 | 0.044% | +0.684% | +0.00030% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 121.7296 | 122.1230 | 0.038% | +0.323% | +0.00012% |
| Total | $7.15tn | 100.000% | +1.05464% | ||||||||
Prices are dirty, clean bid plus accrued, from Treasury's own end-of-day file. A security's return includes coupons received during the month, which are held as cash to the next reconstitution rather than reinvested intra-month. A dash in a deduction column means that security has none.