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The Standard & Poor's/Investortools - Long Intermediate 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 22,633 -0.465% 392,700 4.979% 2.946% 3.079% 5.17 6.36
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 22,496 0.588% 389,056 4.980% 2.989% 2.931% 5.16 6.31
Aug 2011 22,364 1.770% 381,598 4.983% 3.245% 2.961% 5.19 6.36
Jul 2011 22,307 1.064% 381,998 4.988% 3.353% 3.195% 5.15 6.33
Jun 2011 22,263 0.256% 382,629 4.986% 3.327% 3.330% 5.16 6.39
May 2011 22,146 1.777% 375,492 4.989% 3.598% 3.309% 5.21 6.47
Apr 2011 22,013 1.983% 368,226 4.991% 3.902% 3.586% 5.29 6.62
Mar 2011 22,071 -0.374% 370,930 4.992% 3.761% 3.888% 5.41 6.84
Feb 2011 22,032 1.746% 363,969 4.991% 4.000% 3.752% 5.42 6.80
Jan 2011 22,331 -0.608% 374,948 5.000% 3.810% 3.960% 5.56 7.07
Dec 2010 22,297 -1.575% 380,744 4.997% 3.436% 3.782% 5.42 6.84
Nov 2010 22,065 -1.542% 385,145 4.999% 3.068% 3.420% 5.31 6.61
Oct 2010 21,800 -0.395% 383,746 5.000% 2.956% 3.052% 5.23 6.41
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