| WAM | Avg Yield | Mod Duration | DV01 | Ann. Income | Ann. Return |
|---|---|---|---|---|---|
| 3.0 yr | 3.735% | 2.78 yr | $27.7789 | $3,735 | 2.164% |
$100,000 portfolio, 5 rungs, 1 – 5 Yr, 0% reinvestment. Par bonds at current yields.
| Rung | Maturity | Coupon (%) | Face Value | Annual Income | Duration |
|---|---|---|---|---|---|
| 1 | 1 Yr | 3.64 | $20,000 | $728 | 0.97 |
| 2 | 2 Yr | 3.71 | $20,000 | $742 | 1.91 |
| 3 | 3 Yr | 3.72 | $20,000 | $744 | 2.81 |
| 4 | 4 Yr | 3.765 | $20,000 | $753 | 3.68 |
| 5 | 5 Yr | 3.84 | $20,000 | $768 | 4.51 |