Rebalance of October 31, 2018
US Treasury Index constituents
Every one of the 256 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
- 256
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.466015%
- Market value
- $7.62tn
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 -0.466015% against a published month return of -0.466015%, a difference of 9.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 99.6484 | 99.1094 | 0.902% | -0.541% | -0.00488% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 97.9450 | 97.4266 | 0.848% | -0.529% | -0.00449% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 97.0533 | 97.0034 | 0.841% | -0.051% | -0.00043% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 96.7249 | 96.6644 | 0.838% | -0.063% | -0.00052% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 95.9749 | 95.7894 | 0.831% | -0.193% | -0.00161% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 98.5068 | 98.4986 | 0.831% | -0.008% | -0.00007% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 95.5526 | 95.4192 | 0.827% | -0.140% | -0.00116% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 94.4742 | 94.3927 | 0.818% | -0.086% | -0.00071% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 94.0054 | 93.8614 | 0.813% | -0.153% | -0.00125% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.3183 | 97.4035 | 0.804% | +0.088% | +0.00070% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 97.0471 | 97.1228 | 0.802% | +0.078% | +0.00063% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.3777 | 98.8166 | 0.795% | +0.190% | +0.00151% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 95.8971 | 95.5346 | 0.793% | -0.378% | -0.00300% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 94.5374 | 94.0707 | 0.782% | -0.494% | -0.00386% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 94.4749 | 94.1644 | 0.781% | -0.329% | -0.00257% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 94.1311 | 93.7269 | 0.778% | -0.429% | -0.00334% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 93.3492 | 93.0489 | 0.771% | -0.322% | -0.00248% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.1012 | 100.1454 | 0.755% | +0.044% | +0.00033% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 91.1450 | 90.9382 | 0.754% | -0.227% | -0.00171% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 91.0200 | 90.8444 | 0.753% | -0.193% | -0.00145% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 89.5353 | 89.2867 | 0.743% | -0.278% | -0.00206% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.5540 | 100.6814 | 0.724% | +0.127% | +0.00092% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 99.3200 | 99.3641 | 0.649% | +0.044% | +0.00029% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 95.5360 | 95.6209 | 0.645% | +0.089% | +0.00057% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 96.4429 | 96.5177 | 0.640% | +0.077% | +0.00050% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $52.50bn | – | $3.50bn | $49.00bn | 98.9297 | 98.3281 | 0.636% | -0.608% | -0.00387% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 102.1817 | 102.3308 | 0.611% | +0.146% | +0.00089% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 111.1352 | 107.9511 | 0.605% | -2.865% | -0.01732% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 108.0880 | 104.9246 | 0.592% | -2.927% | -0.01733% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 100.0866 | 96.6311 | 0.591% | -3.453% | -0.02040% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 101.6192 | 101.7683 | 0.585% | +0.147% | +0.00086% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 104.5873 | 101.4654 | 0.576% | -2.985% | -0.01719% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 98.3193 | 98.3736 | 0.563% | +0.055% | +0.00031% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 99.3366 | 96.2561 | 0.547% | -3.101% | -0.01698% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 97.8832 | 94.7921 | 0.539% | -3.158% | -0.01704% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 97.8207 | 94.6984 | 0.539% | -3.192% | -0.01721% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 97.7894 | 94.6359 | 0.539% | -3.225% | -0.01737% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 96.8519 | 93.4796 | 0.534% | -3.482% | -0.01859% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.1304 | 98.2364 | 0.529% | +0.108% | +0.00057% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 94.7422 | 91.6406 | 0.522% | -3.274% | -0.01709% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 98.2089 | 98.2942 | 0.522% | +0.087% | +0.00045% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 95.8359 | 92.8906 | 0.522% | -3.073% | -0.01603% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 97.6957 | 94.3859 | 0.500% | -3.388% | -0.01694% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 96.9769 | 93.7296 | 0.496% | -3.349% | -0.01662% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 102.0248 | 102.2154 | 0.489% | +0.187% | +0.00091% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 95.3672 | 92.1094 | 0.487% | -3.416% | -0.01665% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 107.9942 | 104.8621 | 0.487% | -2.900% | -0.01413% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 88.1005 | 85.1236 | 0.486% | -3.379% | -0.01641% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.61bn | $37.00bn | 99.3917 | 99.4710 | 0.483% | +0.080% | +0.00038% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 92.8200 | 89.5516 | 0.475% | -3.521% | -0.01673% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 100.1117 | 100.2196 | 0.473% | +0.108% | +0.00051% |
| 9128284Y3 | 2.625% | Aug 31, 2020 | $38.54bn | – | $2.54bn | $36.00bn | 99.8810 | 100.0121 | 0.472% | +0.131% | +0.00062% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 92.1637 | 88.9266 | 0.472% | -3.512% | -0.01657% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $1.95bn | $36.00bn | 99.5883 | 99.6637 | 0.470% | +0.076% | +0.00036% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 99.2571 | 99.3533 | 0.469% | +0.097% | +0.00045% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 100.3383 | 99.0701 | 0.461% | +0.106% | +0.00049% |
| 912828Y46 | 2.625% | Jul 31, 2020 | $36.90bn | – | $1.90bn | $35.00bn | 100.1298 | 100.2571 | 0.460% | +0.127% | +0.00059% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 99.7465 | 99.8570 | 0.458% | +0.111% | +0.00051% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.1291 | 99.3186 | 0.455% | +0.191% | +0.00087% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.0669 | 99.2663 | 0.455% | +0.201% | +0.00092% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 98.9435 | 99.0433 | 0.454% | +0.101% | +0.00046% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.4416 | 98.5686 | 0.452% | +0.129% | +0.00058% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 88.3505 | 85.2799 | 0.452% | -3.476% | -0.01571% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.4192 | 97.8788 | 0.452% | +0.150% | +0.00068% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.4107 | 98.5788 | 0.452% | +0.171% | +0.00077% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.3043 | 98.4409 | 0.451% | +0.139% | +0.00063% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.2115 | 98.3605 | 0.451% | +0.152% | +0.00068% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.1800 | 98.3169 | 0.451% | +0.139% | +0.00063% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 98.1631 | 98.2510 | 0.451% | +0.090% | +0.00040% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.0673 | 98.2147 | 0.450% | +0.150% | +0.00068% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.0149 | 98.1525 | 0.450% | +0.140% | +0.00063% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 97.9725 | 98.1209 | 0.450% | +0.151% | +0.00068% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 87.7880 | 84.7486 | 0.449% | -3.462% | -0.01555% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 99.9915 | 100.1189 | 0.449% | +0.127% | +0.00057% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.6379 | 97.0975 | 0.448% | +0.151% | +0.00068% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.4302 | 97.5792 | 0.447% | +0.153% | +0.00068% |
| 912828XY1 | 2.500% | Jun 30, 2020 | $38.23bn | – | $4.23bn | $34.00bn | 100.1318 | 100.2799 | 0.447% | +0.148% | +0.00066% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 97.2225 | 97.3709 | 0.447% | +0.153% | +0.00068% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 99.9762 | 100.0829 | 0.446% | +0.107% | +0.00048% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 96.9192 | 97.0662 | 0.445% | +0.152% | +0.00068% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 98.1189 | 98.2252 | 0.438% | +0.108% | +0.00047% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 97.7242 | 97.8302 | 0.436% | +0.108% | +0.00047% |
| 9128284Q0 | 2.500% | May 31, 2020 | $38.73bn | – | $5.73bn | $33.00bn | 100.3714 | 100.5207 | 0.435% | +0.149% | +0.00065% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 97.2846 | 96.4427 | 0.434% | +0.098% | +0.00043% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 97.2745 | 96.3805 | 0.434% | +0.109% | +0.00047% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.1506 | 97.2363 | 0.433% | +0.088% | +0.00038% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 97.0659 | 97.1613 | 0.433% | +0.098% | +0.00043% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $128.3m | $33.00bn | 99.8689 | 99.9963 | 0.432% | +0.128% | +0.00055% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 96.8879 | 96.3163 | 0.432% | +0.120% | +0.00052% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 96.8168 | 96.9149 | 0.432% | +0.101% | +0.00044% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.6496 | 96.7661 | 0.431% | +0.120% | +0.00052% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 96.5989 | 96.6961 | 0.431% | +0.101% | +0.00043% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.5569 | 96.6426 | 0.431% | +0.089% | +0.00038% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 96.5346 | 96.6301 | 0.431% | +0.099% | +0.00043% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.3173 | 96.4022 | 0.430% | +0.088% | +0.00038% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 96.1597 | 96.2974 | 0.429% | +0.143% | +0.00061% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 96.0677 | 96.1648 | 0.429% | +0.101% | +0.00043% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.0651 | 96.2239 | 0.429% | +0.165% | +0.00071% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 95.5513 | 95.6257 | 0.427% | +0.078% | +0.00033% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 95.7106 | 95.1910 | 0.427% | +0.110% | +0.00047% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.6906 | 95.8166 | 0.427% | +0.132% | +0.00056% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.4395 | 95.5343 | 0.426% | +0.099% | +0.00042% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 95.3579 | 95.4658 | 0.425% | +0.113% | +0.00048% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 83.0686 | 80.0082 | 0.425% | -3.684% | -0.01567% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.2213 | 95.3177 | 0.425% | +0.101% | +0.00043% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 102.4158 | 102.5856 | 0.425% | +0.166% | +0.00070% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 94.9718 | 95.0677 | 0.424% | +0.101% | +0.00043% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | $4.08bn | $32.00bn | 100.4001 | 99.3503 | 0.422% | +0.137% | +0.00058% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 100.1183 | 100.2469 | 0.420% | +0.128% | +0.00054% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $35.42bn | – | $2.42bn | $33.00bn | 96.8519 | 93.5109 | 0.419% | -3.450% | -0.01447% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 100.3665 | 100.4939 | 0.408% | +0.127% | +0.00052% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.18bn | $31.00bn | 98.6417 | 98.5022 | 0.401% | -0.141% | -0.00057% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 101.8366 | 101.9749 | 0.395% | +0.136% | +0.00054% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 100.1849 | 100.0847 | 0.394% | -0.100% | -0.00039% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 99.9092 | 98.8609 | 0.393% | +0.139% | +0.00055% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.63bn | $30.00bn | 99.7031 | 99.5703 | 0.392% | -0.133% | -0.00052% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 99.2562 | 99.4166 | 0.391% | +0.162% | +0.00063% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $3.74bn | $30.00bn | 99.1637 | 99.0204 | 0.390% | -0.145% | -0.00056% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 97.3804 | 97.4864 | 0.385% | +0.109% | +0.00042% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 99.3991 | 96.4124 | 0.384% | -3.005% | -0.01154% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 100.4844 | 98.9454 | 0.382% | -0.101% | -0.00039% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 98.8292 | 98.7522 | 0.376% | -0.078% | -0.00029% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 98.6916 | 98.7874 | 0.376% | +0.097% | +0.00036% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 98.2432 | 97.3180 | 0.374% | +0.076% | +0.00028% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.1620 | 98.2473 | 0.374% | +0.087% | +0.00032% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 97.8197 | 97.7308 | 0.372% | -0.091% | -0.00034% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 97.8183 | 97.9368 | 0.372% | +0.121% | +0.00045% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 97.7558 | 97.8410 | 0.372% | +0.087% | +0.00032% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 97.7338 | 97.8425 | 0.372% | +0.111% | +0.00041% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 97.5989 | 97.6639 | 0.371% | +0.067% | +0.00025% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 97.0364 | 97.1327 | 0.369% | +0.099% | +0.00037% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 97.0245 | 97.0992 | 0.369% | +0.077% | +0.00028% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 96.7948 | 96.0048 | 0.368% | +0.088% | +0.00032% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 96.7534 | 95.8802 | 0.368% | +0.066% | +0.00024% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 96.4311 | 96.5185 | 0.367% | +0.091% | +0.00033% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 96.2856 | 96.3836 | 0.366% | +0.102% | +0.00037% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 96.1611 | 96.2788 | 0.366% | +0.122% | +0.00045% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 99.5052 | 99.6666 | 0.366% | +0.162% | +0.00059% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 95.8152 | 95.9103 | 0.365% | +0.099% | +0.00036% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 98.9800 | 99.1209 | 0.364% | +0.142% | +0.00052% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 95.5673 | 95.6538 | 0.363% | +0.091% | +0.00033% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 95.4823 | 95.5673 | 0.363% | +0.089% | +0.00032% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.5448 | 97.8173 | 0.361% | +0.150% | +0.00054% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 123.4344 | 120.6990 | 0.361% | -2.216% | -0.00799% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 97.6087 | 97.5380 | 0.359% | -0.072% | -0.00026% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 93.7887 | 90.9266 | 0.357% | -3.052% | -0.01091% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.1311 | 97.1957 | 0.357% | +0.066% | +0.00024% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 96.8791 | 95.6937 | 0.356% | -0.062% | -0.00022% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 96.8791 | 96.9436 | 0.356% | +0.067% | +0.00024% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 96.7454 | 96.8316 | 0.355% | +0.089% | +0.00032% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.4534 | 98.5603 | 0.354% | +0.109% | +0.00038% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 96.3811 | 96.2894 | 0.354% | -0.095% | -0.00034% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 96.0257 | 96.0515 | 0.353% | +0.027% | +0.00009% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 95.8704 | 95.8316 | 0.352% | -0.040% | -0.00014% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 95.8682 | 94.8805 | 0.352% | +0.013% | +0.00005% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 95.8268 | 95.7870 | 0.352% | -0.041% | -0.00015% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 95.7558 | 95.7806 | 0.352% | +0.026% | +0.00009% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 95.6409 | 95.6540 | 0.351% | +0.014% | +0.00005% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 95.3804 | 95.3614 | 0.350% | -0.020% | -0.00007% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 95.3183 | 95.2806 | 0.350% | -0.040% | -0.00014% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 98.5683 | 98.6848 | 0.350% | +0.118% | +0.00041% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 95.0863 | 94.3170 | 0.349% | +0.045% | +0.00016% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 94.8586 | 94.9025 | 0.348% | +0.046% | +0.00016% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 99.4103 | 98.4437 | 0.348% | +0.159% | +0.00055% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 94.4613 | 93.6920 | 0.347% | +0.046% | +0.00016% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 94.2231 | 94.1961 | 0.346% | -0.029% | -0.00010% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 94.1910 | 94.2882 | 0.345% | +0.103% | +0.00036% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 93.9729 | 94.0381 | 0.344% | +0.069% | +0.00024% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 93.4412 | 93.4946 | 0.343% | +0.057% | +0.00020% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 92.9615 | 93.0167 | 0.342% | +0.059% | +0.00020% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 92.7225 | 92.7771 | 0.341% | +0.059% | +0.00020% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 92.6168 | 92.6909 | 0.340% | +0.080% | +0.00027% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.5256 | 99.6738 | 0.340% | +0.149% | +0.00051% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.4426 | 99.6318 | 0.339% | +0.190% | +0.00065% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 98.9007 | 99.0202 | 0.339% | +0.121% | +0.00041% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.3995 | 99.5679 | 0.339% | +0.169% | +0.00057% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 98.9124 | 99.0394 | 0.337% | +0.128% | +0.00043% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 98.1713 | 98.3113 | 0.331% | +0.143% | +0.00047% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 98.5374 | 98.6978 | 0.327% | +0.163% | +0.00053% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 96.6610 | 96.7772 | 0.326% | +0.120% | +0.00039% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 98.7018 | 98.8808 | 0.326% | +0.181% | +0.00059% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.1808 | 98.2973 | 0.312% | +0.119% | +0.00037% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 125.9504 | 123.0693 | 0.312% | -2.287% | -0.00714% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8432 | 99.0222 | 0.311% | +0.181% | +0.00056% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.7864 | 98.1951 | 0.311% | +0.161% | +0.00050% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.7742 | 98.4530 | 0.311% | +0.181% | +0.00056% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.6039 | 98.7510 | 0.311% | +0.149% | +0.00046% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 98.5489 | 98.6861 | 0.310% | +0.139% | +0.00043% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.5353 | 98.6929 | 0.310% | +0.160% | +0.00050% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.5340 | 98.7120 | 0.310% | +0.181% | +0.00056% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.4908 | 98.6496 | 0.310% | +0.161% | +0.00050% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 98.4781 | 98.6172 | 0.310% | +0.141% | +0.00044% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.4423 | 98.5897 | 0.310% | +0.150% | +0.00046% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.3753 | 97.7009 | 0.310% | +0.140% | +0.00043% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.3319 | 98.5102 | 0.310% | +0.181% | +0.00056% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.3176 | 98.4447 | 0.310% | +0.129% | +0.00040% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.0679 | 98.1943 | 0.309% | +0.129% | +0.00040% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 97.8166 | 97.9429 | 0.308% | +0.129% | +0.00040% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 97.3420 | 97.4910 | 0.307% | +0.153% | +0.00047% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.9395 | 97.5031 | 0.306% | +0.129% | +0.00039% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 98.9221 | 99.0603 | 0.305% | +0.140% | +0.00043% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 99.5690 | 99.7065 | 0.304% | +0.138% | +0.00042% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 98.8995 | 99.0367 | 0.298% | +0.139% | +0.00041% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 120.6838 | 118.0211 | 0.297% | -2.206% | -0.00656% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.4817 | 98.6287 | 0.297% | +0.149% | +0.00044% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 93.1637 | 90.3641 | 0.288% | -3.005% | -0.00866% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.3986 | 98.5770 | 0.284% | +0.181% | +0.00052% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.3468 | 98.5353 | 0.283% | +0.192% | +0.00054% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 95.4575 | 95.5632 | 0.280% | +0.111% | +0.00031% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 118.8240 | 116.0883 | 0.268% | -2.302% | -0.00617% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 98.4117 | 98.5508 | 0.263% | +0.141% | +0.00037% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.0445 | 98.1828 | 0.249% | +0.141% | +0.00035% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 99.5554 | 96.8186 | 0.239% | -2.749% | -0.00658% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 111.7137 | 109.1026 | 0.238% | -2.337% | -0.00557% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 109.8227 | 107.0448 | 0.234% | -2.529% | -0.00592% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 121.0588 | 118.1773 | 0.233% | -2.380% | -0.00554% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 119.3872 | 117.6413 | 0.227% | -1.462% | -0.00333% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.6281 | 97.7552 | 0.227% | +0.130% | +0.00030% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 124.3740 | 123.2955 | 0.217% | -0.867% | -0.00188% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 120.4963 | 117.9273 | 0.212% | -2.132% | -0.00451% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 98.9113 | 99.0380 | 0.209% | +0.128% | +0.00027% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 98.1957 | 95.4171 | 0.199% | -2.830% | -0.00563% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 121.2310 | 118.7038 | 0.198% | -2.085% | -0.00412% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 100.3679 | 97.6936 | 0.193% | -2.664% | -0.00514% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.9918 | 98.5660 | 0.186% | +0.201% | +0.00037% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 118.3865 | 115.9633 | 0.181% | -2.047% | -0.00370% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 105.9783 | 103.7106 | 0.175% | -2.140% | -0.00374% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 126.7823 | 126.2045 | 0.157% | -0.456% | -0.00071% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 133.4232 | 132.4810 | 0.145% | -0.706% | -0.00102% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 118.2092 | 118.3832 | 0.143% | +0.147% | +0.00021% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 121.0143 | 120.2690 | 0.133% | -0.616% | -0.00082% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 120.5163 | 120.3342 | 0.127% | -0.151% | -0.00019% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 121.8872 | 119.7038 | 0.122% | -1.791% | -0.00219% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 128.6073 | 126.5598 | 0.108% | -1.592% | -0.00173% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 118.7463 | 116.6461 | 0.106% | -1.769% | -0.00188% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 121.4837 | 120.7908 | 0.105% | -0.570% | -0.00060% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 115.7982 | 115.8560 | 0.103% | +0.050% | +0.00005% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 120.1393 | 119.3315 | 0.096% | -0.672% | -0.00064% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 127.4864 | 127.1590 | 0.085% | -0.257% | -0.00022% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 129.0323 | 128.1732 | 0.083% | -0.666% | -0.00056% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 123.6067 | 121.6318 | 0.081% | -1.598% | -0.00129% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 111.8363 | 112.0109 | 0.075% | +0.156% | +0.00012% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 118.0037 | 118.1664 | 0.073% | +0.138% | +0.00010% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 127.9891 | 127.9647 | 0.071% | -0.019% | -0.00001% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 116.7072 | 116.8179 | 0.068% | +0.095% | +0.00006% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 126.6892 | 126.2262 | 0.065% | -0.365% | -0.00024% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 127.0183 | 126.7432 | 0.064% | -0.217% | -0.00014% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 124.8468 | 124.6760 | 0.064% | -0.137% | -0.00009% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 127.7238 | 127.6787 | 0.063% | -0.035% | -0.00002% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 127.5024 | 127.0917 | 0.058% | -0.322% | -0.00019% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 116.2252 | 116.4096 | 0.046% | +0.159% | +0.00007% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 112.4745 | 112.6067 | 0.045% | +0.117% | +0.00005% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 115.4440 | 115.5659 | 0.043% | +0.106% | +0.00005% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 108.8043 | 108.9891 | 0.041% | +0.170% | +0.00007% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.0363 | 121.1787 | 0.039% | +0.118% | +0.00005% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 112.8363 | 112.9796 | 0.034% | +0.127% | +0.00004% |
| Total | $7.75tn | 100.000% | -0.46601% | ||||||||
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.