The ICE U.S. Treasury Core Bond Index is part of a series of indices intended to assess U.S. Treasury market. Only U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than one year and less than or equal to thirty years are included.

Learn More

Quick Facts

Weighting Method Market Value Weighted
Rebalancing Frequency Monthly
Calculation Frequency Daily
Calculation Currencies USD
Launch Date 12/31/2015
First Value Date 12/31/2005