I E U.S. TREASURY OND INDEX SERIES™ ALULATION …

principles generally applied to ICE U.S. Treasury Bond Index Series and (B) the bond and index level analytics published by IDI. 2. Index Calculations ... Total return: The sum of price return, coupon return and factor return. H N J 5= Nš‘– N J 5+ K Q L K J N J 5+š¹ P K N N J 5 3. Index Level Calculations ................
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