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The Standard & Poor's/Investortools - Prerefunded/ETM 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 3,206 -0.389% 96,061 5.180% 0.707% 0.811% 2.36 2.79
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 3,234 0.234% 96,250 5.192% 0.703% 0.711% 2.43 2.86
Aug 2011 3,258 0.582% 96,185 5.200% 0.796% 0.699% 2.47 2.90
Jul 2011 3,313 0.316% 98,170 5.202% 0.856% 0.783% 2.46 2.89
Jun 2011 3,456 0.124% 102,640 5.191% 0.869% 0.832% 2.40 2.83
May 2011 3,617 0.622% 105,813 5.196% 1.010% 0.963% 2.38 2.81
Apr 2011 3,621 0.386% 105,747 5.208% 1.077% 1.010% 2.42 2.86
Mar 2011 3,651 0.234% 105,864 5.210% 1.123% 1.090% 2.47 2.91
Feb 2011 3,724 0.477% 106,746 5.210% 1.198% 1.114% 2.50 2.93
Jan 2011 3,887 0.129% 109,423 5.215% 1.237% 1.225% 2.50 2.93
Dec 2010 3,855 -0.501% 111,985 5.227% 1.061% 1.344% 2.50 2.95
Nov 2010 3,946 -0.431% 114,713 5.231% 0.929% 1.060% 2.56 3.02
Oct 2010 3,972 -0.084% 113,757 5.249% 0.905% 0.930% 2.63 3.08
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