Treasury Indexes | SSB Treasury Indexes

Treasury Indexes

SSB Treasury Indexes

Salomon Smith Barney maintains a series of US Treasury indexes, including:

SSB 3-Month Treasury Bill Index

Equal dollar amounts of three-month Treasury bills are purchased at the beginning of each of three consecutive months. As each bill matures, all proceeds are rolled over or reinvested in a new three-month bill. The income used to calculate the monthly return is derived by subtracting the original amount invested from the maturity value.

The yield curve average is the basis for calculating the return on the index. The index is rebalanced monthly by market capitalization.

SSB 1-Year Treasury Bill Index

The 1-year T-bill index return is the return of the newly issued (on-the-run) one-year treasuries each month (auctioned monthly). It is determined by taking the 1-year T-bill at the beginning of each month and calculating its return. This process is repeated each month with the new 1-year T-bill.

SSB 30-Year Treasury Note Index

Total returns for the current 30-year on-the-run Treasury that has been in existence for the entire month.

For over 1,000 additional terms and definitions please see our Investment Glossary Guide.

Related to Treasury Indexes:

• Geographical Hedge Fund Guides
• Hedge Fund Employment Guide
• Financial Certification
• Investment Book
• Hedge Fund Terms and Definitions

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