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Treasury Index

Treasury Index Definition

Treasury Index is an index based on the auctions of U.S. Treasury bills that serves as a basis for determining interest rates on adjustable-rate mortgages and as a performance benchmark for investors in the capital markets. This is the rate that investors can get from any bank. The calculations of treasury indexes vary by institution calculating the index, their components are generally average prices of five-year, ten-year and bond-futures contracts.







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