| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 10.5 yr | 4.279% | 7.8 yr | $77.9609 | $4,279 | 1.954% |
$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 | 3.64 | $5,000 | $182 | 0.97 |
| 2 | 2 Yr | 3.71 | $5,000 | $186 | 1.91 |
| 3 | 3 Yr | 3.72 | $5,000 | $186 | 2.81 |
| 4 | 4 Yr | 3.765 | $5,000 | $188 | 3.68 |
| 5 | 5 Yr | 3.84 | $5,000 | $192 | 4.51 |
| 6 | 6 Yr | 3.937 | $5,000 | $197 | 5.3 |
| 7 | 7 Yr | 4.04 | $5,000 | $202 | 6.04 |
| 8 | 8 Yr | 4.12 | $5,000 | $206 | 6.76 |
| 9 | 9 Yr | 4.192 | $5,000 | $210 | 7.43 |
| 10 | 10 Yr | 4.26 | $5,000 | $213 | 8.07 |
| 11 | 11 Yr | 4.33 | $5,000 | $216 | 8.68 |
| 12 | 12 Yr | 4.405 | $5,000 | $220 | 9.24 |
| 13 | 13 Yr | 4.482 | $5,000 | $224 | 9.77 |
| 14 | 14 Yr | 4.558 | $5,000 | $228 | 10.27 |
| 15 | 15 Yr | 4.631 | $5,000 | $232 | 10.73 |
| 16 | 16 Yr | 4.698 | $5,000 | $235 | 11.16 |
| 17 | 17 Yr | 4.756 | $5,000 | $238 | 11.57 |
| 18 | 18 Yr | 4.803 | $5,000 | $240 | 11.96 |
| 19 | 19 Yr | 4.835 | $5,000 | $242 | 12.34 |
| 20 | 20 Yr | 4.85 | $5,000 | $242 | 12.71 |