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

municipal bond or private placement security, they are the outstanding principal amounts for dates 4 and 5. 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 3.1 Index Returns: ................
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