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Recent Dow Jones CBOT Treasury Index
CBOT 2-Yr T-Note Futures Set Daily Vol Record, Surpasses 1 Million
CBOT Two-Year Algorithm update: FIFO/Pro-Rata Percentages announced
CBOT Two-Year Algorithm update: FIFO/Pro-Rata Percentages announced
Current Index Weights and Divisor
|
Treasury Index Weights & Divisor |
||||
|
Index Date |
Bond Weight
|
10-Year Weight
|
5-Year Weight |
Index Divisor |
|
Sep-04
|
1
|
1.59745
|
2.79620 |
0.84701 |
|
Dec-04
|
1
|
1.61709
|
2.84261 |
0.83941 |
|
Mar-05 |
1 |
1.57438 |
2.76703 |
0.83306 |
|
Jun-05 |
1 |
1.58857 |
2.79302
|
0.82767 |
|
Sep-05
|
1
|
1.60298
|
2.83195
|
0.82721 |
|
Dec-05 |
1 |
1.60967 |
2.83895
|
0.82428 |
|
Mar-06
|
1
|
1.59145
|
2.79842
|
0.82288 |
|
June-06 |
1 |
1.59908 |
2.81193
|
0.82244 |
|
Sep-06 |
1 |
1.57246 |
2.75509
|
0.82155 |
|
Dec-06 |
1 |
1.59033 |
2.79373 |
0.82227 |
|
Mar-07 |
1 |
1.60109 |
2.81816 |
0.82294 |
|
June-07
|
1
|
1.59593
|
2.80659 |
0.82368 |
|
Sep-07 |
1 |
1.58343 |
2.77900 |
0.82396 |
|
Dec-07
|
1
|
1.58727
|
2.79026 |
0.82234 |
|
Mar-08 |
1 |
1.60197 |
2.82321 |
0.81970 |
|
June-08 |
1 |
1.59623 |
2.81567 |
0.81331 |
|
Sep-08 |
1 |
1.58625 |
2.79186 |
0.80557 |
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