The ICE U.S. Treasury Index Series was developed as a broad representation of the U.S. Treasury market and includes a number of maturity sub-Indices ranging from one month to thirty years. All ICE U.S. Treasury Indices are market value weighted and designed to measure the performance of the U.S. dollar-denominated, fixed and floating rate U.S. Treasury market. The U.S. Treasury Index Series has an inception date of December 31, 2015. Index history is available back to December 31, 2004 for select Indices, all other Indices have history available back to December 31, 2005.
For this data source, RIMES hosts approximately 560 bonds and 9 U.S. Treasury Bond Indices. Some of the data items available include:
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