Standard & Poor's
HomeSupport
QuickLink   In This Section
The Standard & Poor's/Investortools - Short Index
October 2011
(Expanded Deletion Criteria)
See Explanation
Cumulative Returns Data

Return to Directory
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 11,743 -0.179% 216,811 4.911% 0.912% 1.016% 1.80 1.94
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 11,638 -0.039% 214,694 4.928% 0.855% 0.907% 1.84 1.98
Aug 2011 11,345 0.373% 213,015 4.950% 0.956% 0.850% 1.84 1.97
Jul 2011 10,870 0.339% 208,247 4.963% 1.044% 0.936% 1.81 1.94
Jun 2011 10,724 0.234% 206,864 4.982% 1.092% 1.018% 1.79 1.92
May 2011 10,737 0.497% 207,073 4.993% 1.279% 1.095% 1.80 1.94
Apr 2011 10,800 0.342% 208,295 4.998% 1.380% 1.269% 1.82 1.97
Mar 2011 10,797 0.306% 206,704 4.995% 1.445% 1.357% 1.85 2.00
Feb 2011 10,961 0.247% 209,313 4.994% 1.453% 1.407% 1.88 2.02
Jan 2011 11,326 0.147% 216,608 4.996% 1.425% 1.394% 1.84 1.98
Dec 2010 11,292 -0.193% 218,034 5.006% 1.250% 1.386% 1.82 1.97
Nov 2010 11,083 -0.273% 217,882 5.016% 1.055% 1.237% 1.84 1.99
Oct 2010 10,883 0.049% 214,567 5.021% 1.035% 1.040% 1.87 2.02
For additional information please contact:

Erin Cropley Product Manager
Standard & Poor's Securities Evaluations, Inc. at 212 438-4739
or
Scott Bradley Executive Vice President
Investortools, Inc. at 630 553-0040
or
visit the Investortools website at www.invtools.com.
For information about the terms and usage of customer information, please carefully review the information
in our E-mail Privacy Notice. This notice will appear after you click on any of our customer contacts.
Analytical services and products provided by Standard & Poor's are the result of separate activities designed to preserve the independence and objectivity of each analytic process. Standard & Poor's has established policies and procedures to maintain confidentiality of non-public information received during each analytic process. Pricing services are provided by Standard & Poor's Securities Evaluations, Inc., a wholly-owned subsidiary of the McGraw-Hill Companies. Copyright © by Standard & Poor's Securities Evaluations, Inc. All rights reserved.
Copyright 1999- Standard & Poor's, A Division of The McGraw-Hill Companies, Inc. All rights reserved. Privacy Policy A Division of the McGraw-Hill Companies