| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 5.5 yr | 3.923% | 4.75 yr | $47.4955 | $3,923 | 2.022% |
$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 | 3.64 | $10,000 | $364 | 0.97 |
| 2 | 2 Yr | 3.71 | $10,000 | $371 | 1.91 |
| 3 | 3 Yr | 3.72 | $10,000 | $372 | 2.81 |
| 4 | 4 Yr | 3.765 | $10,000 | $377 | 3.68 |
| 5 | 5 Yr | 3.84 | $10,000 | $384 | 4.51 |
| 6 | 6 Yr | 3.937 | $10,000 | $394 | 5.3 |
| 7 | 7 Yr | 4.04 | $10,000 | $404 | 6.04 |
| 8 | 8 Yr | 4.12 | $10,000 | $412 | 6.76 |
| 9 | 9 Yr | 4.192 | $10,000 | $419 | 7.43 |
| 10 | 10 Yr | 4.26 | $10,000 | $426 | 8.07 |