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The Standard & Poor's/Investortools - Insured Index
October 2011
(Expanded Deletion Criteria)
See Explanation
Cumulative Returns Data

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Period # Of
Cusips
Total
Return
Beg. Mkt.
Val (Mil)
Mkt. Wt.
Coupon
Mkt. Wt.
Beginning Yield
Mkt. Wt.
Ending Yield
Ending Mod
Duration
Ending Yrs. To
Price Date
October 2011 17,908 -0.298% 365,320 4.847% 3.446% 3.544% 5.20 7.12
One Year History
(Indices and data produced before November 2002 reflect the original limited deletion criteria.)
Period # Of
Cusips
Total
Return
Beg. Mkt.
Val (Mil)
Mkt. Wt.
Coupon
Mkt. Wt.
Beginning Yield
Mkt. Wt.
Ending Yield
Ending Mod
Duration
Ending Yrs. To
Price Date
Sep 2011 18,108 1.251% 365,243 4.855% 3.560% 3.429% 5.03 6.71
Aug 2011 18,231 1.760% 362,008 4.861% 3.822% 3.552% 5.39 7.50
Jul 2011 18,383 1.165% 363,302 4.868% 3.960% 3.805% 5.99 8.80
Jun 2011 18,563 0.431% 366,757 4.872% 3.947% 3.937% 6.27 9.44
May 2011 18,663 2.068% 362,367 4.879% 4.190% 3.940% 6.23 9.38
Apr 2011 18,823 2.003% 359,471 4.880% 4.402% 4.168% 6.86 10.78
Mar 2011 18,940 -0.450% 362,713 4.878% 4.310% 4.401% 7.55 12.23
Feb 2011 19,015 1.735% 357,863 4.878% 4.478% 4.311% 7.36 11.74
Jan 2011 19,309 -1.067% 369,731 4.882% 4.309% 4.459% 7.83 12.72
Dec 2010 19,498 -2.220% 383,051 4.879% 3.955% 4.303% 7.48 12.00
Nov 2010 19,709 -2.254% 395,980 4.874% 3.509% 3.939% 6.36 9.51
Oct 2010 19,808 -0.394% 401,890 4.876% 3.384% 3.486% 5.29 7.09
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