MSCI U.S. Treasury Duration Rotation Select Bond Index

The MSCI U.S. Treasury Duration Rotation Select Bond Index tracks a rules-based strategy that dynamically shifts maturity-bucket composition within the MSCI U.S. Government Bond Index in line with economic regimes derived from GDP growth and Inflation expectations.  
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Name of the benchmark administrator
--
Does this benchmark pursue ESG objectives?
N/A*
Index Code
764034
Inception Date
Dec. 30, 2016
Years to Maturity
2.70
Modified Duration
2.45
Yield to Worst
3.87
Average credit rating
AA+
OAS (Option Adjusted Spreads)
-0.26
Number of Securities
151
Number of Issuers
1
Index Market Cap
$9.12 T
Data as of March 31, 2026 
* For ESG objective information, please see this page

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