Strategies

Treasury Strategies

Rule-based Treasury strategies, rebuilt every business day from Treasury's end-of-day prices. Each page states its rule, today's securities and figures, and what rate moves would do, and each can be tracked as a portfolio in Safe Rate Markets.

• T-Bill Reinvestment: Roll or Lock In a Year?

  What the bill market is pricing for 3-month rates over the next year, the rate rolling 4-, 13- or 26-week bills needs to catch the 52-week bill, and who comes out ahead if rates rise, stay flat or fall.

  Today's figures →

• 5-Year Treasury Ladder

  One note maturing each year for five years, chosen by a published rule from today's prices: the rungs, the ladder's yield, duration and DV01, the income calendar, and what rate moves do to its value.

  Today's figures →

These are calculations derived from publicly available U.S. Treasury data. They are not investment advice or a recommendation to buy or sell any security. How the curve behind them is built: Treasury curve methodology.