| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 15.5 yr | 4.467% | 9.82 yr | $98.2022 | $4,467 | 1.828% |
$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 | 3.65 | $7,692 | $281 | 0.97 |
| 2 | 3.4 Yr | 3.744 | $7,692 | $288 | 2.81 |
| 3 | 5.8 Yr | 3.933 | $7,692 | $303 | 4.9 |
| 4 | 8.2 Yr | 4.137 | $7,692 | $318 | 6.75 |
| 5 | 10.7 Yr | 4.306 | $7,692 | $331 | 8.38 |
| 6 | 13.1 Yr | 4.488 | $7,692 | $345 | 9.77 |
| 7 | 15.5 Yr | 4.666 | $7,692 | $359 | 10.95 |
| 8 | 17.9 Yr | 4.799 | $7,692 | $369 | 11.75 |
| 9 | 20.3 Yr | 4.852 | $7,692 | $373 | 12.71 |
| 10 | 22.8 Yr | 4.864 | $7,692 | $374 | 13.59 |
| 11 | 25.2 Yr | 4.873 | $7,692 | $375 | 14.36 |
| 12 | 27.6 Yr | 4.878 | $7,692 | $375 | 15.05 |
| 13 | 30 Yr | 4.88 | $7,692 | $375 | 15.67 |