Bloomberg Fixed Income Indices December 18, 2023

Bloomberg US Treasury Index

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Bloomberg US Treasury Index

Global Aggregate and Global Treasury Indices. The index includes securities with remaining maturity of at least one year. The US

Treasury Index was created in March 1994, and has history back to January 1, 1973.

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All float adjustment updates to the US Treasury amount outstanding in the Projected Universe are made on or prior to T-3 (3 business

days before month-end using the U.S. calendar). Further details about indices’ treatment of SOMA holdings of US Treasuries can be

.

rating of Moody’s, S&P and Fitch; when a rating from only two agencies is available, the

lower is used; when only one agency rates a bond, that rating is used. In cases where

explicit bond level ratings may not be available, other sources may be used to classify

securities by credit quality:

• Local currency treasury issues are classified using the middle long-term local currency

• US Treasuries held in the Federal Reserve SOMA account (both purchases at issuance

Bloomberg Fixed Income Indices December 18, 2023

Bloomberg US Treasury Index 2

Bloomberg may offer this index in additional currencies for both unhedged and hedged indices.

• See Appendix 2 of the Bloomberg Fixed Income Index Methodology

for Currency Hedging and Currency Returns.

• See Appendix 12 of the Bloomberg Fixed Income Index Methodology for Index Identification and Publication Currency.

• Public obligations of the US Treasury

• Bullet, putable, sinkable/amortizing and

• Original issue zero coupons

• Inflation-linked bonds, floating-rate bonds

• STRIPS, Treasury bills, bellwethers

• State and local government series (SLGS)

bonds

Bloomberg Fixed Income Indices December 18, 2023

Bloomberg US Treasury Index 3

This Index does not take into account any ESG factors or pursue any ESG objectives. Please refer to the Bloomberg Fixed Income

Bloomberg Fixed Income Indices December 18, 2023

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Bloomberg US Treasury Index 4

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