| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 5.5 yr | 3.947% | 4.75 yr | $47.4547 | $3,947 | 2.034% |
$100,000 portfolio, 10 rungs, 1 – 10 Yr, 0% reinvestment. Par bonds at current yields.
| Rung | Maturity | Coupon (%) | Face Value | Annual Income | Duration |
|---|---|---|---|---|---|
| 1 | 1 Yr | 3.66 | $10,000 | $366 | 0.97 |
| 2 | 2 Yr | 3.73 | $10,000 | $373 | 1.91 |
| 3 | 3 Yr | 3.74 | $10,000 | $374 | 2.81 |
| 4 | 4 Yr | 3.789 | $10,000 | $379 | 3.68 |
| 5 | 5 Yr | 3.87 | $10,000 | $387 | 4.51 |
| 6 | 6 Yr | 3.969 | $10,000 | $397 | 5.29 |
| 7 | 7 Yr | 4.07 | $10,000 | $407 | 6.04 |
| 8 | 8 Yr | 4.147 | $10,000 | $415 | 6.75 |
| 9 | 9 Yr | 4.215 | $10,000 | $421 | 7.43 |
| 10 | 10 Yr | 4.28 | $10,000 | $428 | 8.07 |