| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 15.5 yr | 4.492% | 9.8 yr | $97.9825 | $4,492 | 1.836% |
$100,000 portfolio, 13 rungs, 1 – 30 Yr, 0% reinvestment. Par bonds at current yields.
| Rung | Maturity | Coupon (%) | Face Value | Annual Income | Duration |
|---|---|---|---|---|---|
| 1 | 1 Yr | 3.66 | $7,692 | $282 | 0.97 |
| 2 | 3.4 Yr | 3.753 | $7,692 | $289 | 2.81 |
| 3 | 5.8 Yr | 3.951 | $7,692 | $304 | 4.9 |
| 4 | 8.2 Yr | 4.164 | $7,692 | $320 | 6.74 |
| 5 | 10.7 Yr | 4.326 | $7,692 | $333 | 8.37 |
| 6 | 13.1 Yr | 4.514 | $7,692 | $347 | 9.75 |
| 7 | 15.5 Yr | 4.701 | $7,692 | $362 | 10.92 |
| 8 | 17.9 Yr | 4.842 | $7,692 | $372 | 11.71 |
| 9 | 20.3 Yr | 4.891 | $7,692 | $376 | 12.67 |
| 10 | 22.8 Yr | 4.895 | $7,692 | $377 | 13.55 |
| 11 | 25.2 Yr | 4.898 | $7,692 | $377 | 14.33 |
| 12 | 27.6 Yr | 4.899 | $7,692 | $377 | 15.02 |
| 13 | 30 Yr | 4.9 | $7,692 | $377 | 15.63 |