| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 10.5 yr | 4.308% | 7.78 yr | $77.8061 | $4,308 | 1.965% |
$100,000 portfolio, 20 rungs, 1 – 20 Yr, 0% reinvestment. Par bonds at current yields.
| Rung | Maturity | Coupon (%) | Face Value | Annual Income | Duration |
|---|---|---|---|---|---|
| 1 | 1 Yr | 3.66 | $5,000 | $183 | 0.97 |
| 2 | 2 Yr | 3.73 | $5,000 | $186 | 1.91 |
| 3 | 3 Yr | 3.74 | $5,000 | $187 | 2.81 |
| 4 | 4 Yr | 3.789 | $5,000 | $189 | 3.68 |
| 5 | 5 Yr | 3.87 | $5,000 | $194 | 4.51 |
| 6 | 6 Yr | 3.969 | $5,000 | $198 | 5.29 |
| 7 | 7 Yr | 4.07 | $5,000 | $204 | 6.04 |
| 8 | 8 Yr | 4.147 | $5,000 | $207 | 6.75 |
| 9 | 9 Yr | 4.215 | $5,000 | $211 | 7.43 |
| 10 | 10 Yr | 4.28 | $5,000 | $214 | 8.07 |
| 11 | 11 Yr | 4.35 | $5,000 | $218 | 8.67 |
| 12 | 12 Yr | 4.427 | $5,000 | $221 | 9.23 |
| 13 | 13 Yr | 4.508 | $5,000 | $225 | 9.76 |
| 14 | 14 Yr | 4.588 | $5,000 | $229 | 10.25 |
| 15 | 15 Yr | 4.665 | $5,000 | $233 | 10.7 |
| 16 | 16 Yr | 4.736 | $5,000 | $237 | 11.13 |
| 17 | 17 Yr | 4.797 | $5,000 | $240 | 11.53 |
| 18 | 18 Yr | 4.845 | $5,000 | $242 | 11.92 |
| 19 | 19 Yr | 4.877 | $5,000 | $244 | 12.3 |
| 20 | 20 Yr | 4.89 | $5,000 | $244 | 12.67 |