Indices
Treasury indices you can rebuild, number by number.
Eleven total-return indices of the U.S. Treasury market, valued every business day from Treasury's own end-of-day prices. Benchmark against them, have one built to your rules, or use the same calculation layer to check an index or benchmark you already rely on.
| Index | Covers | Level | Month to date | Last month | Holds |
|---|---|---|---|---|---|
| US Treasury SR-UST-TR | Nominal notes and bonds, one year and over | 142.78 | +0.13% | −2.29% | 299 |
| 1-3 Year SR-UST-TR-0103 | 1 to 3 years | 132.58 | +0.13% | −0.58% | 96 |
| 3-7 Year SR-UST-TR-0307 | 3 to 7 years | 149.78 | +0.16% | −2.08% | 89 |
| 7-10 Year SR-UST-TR-0710 | 7 to 10 years | 158.12 | +0.14% | −3.39% | 13 |
| 10-20 Year SR-UST-TR-1020 | 10 to 20 years | 145.54 | +0.07% | −4.73% | 61 |
| 20+ Year SR-UST-TR-20PL | 20 years and over | 143.56 | +0.10% | −5.38% | 40 |
| 1-3 Month Bill SR-UST-TR-BILL | 1 to 3 month bills | 128.49 | +0.05% | +0.30% | 17 |
| 1-12 Month SR-UST-TR-SHRT | 1 to 12 months, bills and aged coupons together | 130.45 | +0.06% | +0.24% | 89 |
| Inflation-Linked SR-UST-TR-TIPS | Inflation-linked, one year and over | 172.06 | +0.17% | −2.70% | 48 |
| US Treasury Aggregate SR-UST-TR-AGG | The whole marketable market: bills, coupons, linkers and floaters | 142.26 | +0.11% | −1.52% | 449 |
| Floating Rate SR-UST-TR-FRN | Floating rate notes | 131.14 | +0.05% | +0.35% | 8 |
Levels at the Oct 2, 2026 close. Month to date runs from the last rebalance; last month is the completed month's total return. Each name opens its page on saferate.com.
How they are built
- Weighting
- Market value, on float par: amount outstanding less Federal Reserve holdings and buybacks, what an investor can own.
- Rebalancing
- Monthly, on the last trading day; the constituents and weights are struck at each month-end and held through the next.
- Pricing
- Treasury's own end-of-day file, the END OF DAY column, every business day. No evaluated pricing service.
- Levels
- Total return, chained from 100 at each index's base date, so a level reads as what $100 became.
- History
- Daily since the September 2008 base; the floating-rate index from December 2014, when floaters began.
Benchmark with them
- Measure a Treasury portfolio against the index that matches its mandate, with return attribution in the dashboard that splits the difference into carry, roll-down, curve and selection.
- Read each index's yield, duration, convexity and key-rate durations, and every month's constituents, to see exactly what the benchmark holds.
- Take levels, returns, analytics and constituents into your own systems over the REST API, or ask for them in plain language over MCP.
Custom indices
An index built to your rules
A custom index is built the way the eleven published ones are: the same prices, the same total-return arithmetic and the same delivery, to the rules your mandate or product needs.
- Universe
- Any slice of the marketable Treasury market: maturity bands, bills, nominal coupons, TIPS or floaters, on- or off-the-run, issue size or age.
- Weighting
- Market value or float-adjusted, as the published indices are, or the scheme your mandate specifies.
- Rebalancing
- Monthly, quarterly or on your calendar, with your own eligibility and holding rules.
- Delivery
- Daily levels, returns, analytics and full constituents, over the REST API and MCP and in the dashboard, with the history back-calculated on the same rules.
Independent verification
A second calculation you can trust
Our calculation layer prices every Treasury, accrues every coupon and values every portfolio from primary sources alone. Use it to check an index, a benchmark or a valuation you take from elsewhere.
- Recompute
- Rebuild an index, a fund benchmark or a model portfolio from Treasury's end-of-day prices and the published rules, security by security.
- Reconcile
- Every difference traced to its cause: a price, an accrual, a weight, a cash rule or a date convention, rather than a total that does not tie.
- Audit trail
- Constituents, prices, accrued interest and weights for every day, so a reviewer can follow any number back to its source.
Talk to us about an index
Benchmarking against the indices is free, naming one as a fund's benchmark in a prospectus included. An ETF, index fund or other product built to track one needs an index license. For that, a custom index or independent verification, write to team@saferate.com.