Fixed Income Treasury / Sovereign / Quasi-Government U.S. Treasury

S&P U.S. Treasury Bond Floating Rate Current 2-Year Index

  • Performance
  • Yield To Maturity
  • Yield To Worst
  • Option Adjusted Spread
  • Effective Duration
  • Convexity
  • Graph View
  • Table View
As of Jun 24, 2025
125.51
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 20250255075100125150115117.50120122.50127.50
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total Return125.51
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Total Return
Index Level 125.51
1 Day -0.00%
MTD0.19%
QTD0.93%
YTD2.06%
As of May 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Total Return
1 MTH0.42%
3 MTH1.06%
YTD1.87%
1 Year4.70%
3 Year
Annualized5.00%
5 Year
Annualized3.15%
10 Year
Annualized2.27%
As of May 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Total Return
Annualized Risk
3 Year0.34%
5 Year0.70%
10 Year0.59%
Annualized Risk-Adj Returns
3 Year14.82%
5 Year4.51%
10 Year3.83%
Risk is defined as standard deviation calculated using monthly values.
As of Jun 24, 2025
  • Graph View
  • Table View
As of Jun 24, 2025
4.38%
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 202502463.504.5055.50
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total Return4.38 %
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Historical
Basis Points Change
% Change
Previous Day
Historical4.37%
Basis Points Change0.01
% Change0.00%
Month to Date
Historical4.39%
Basis Points Change-0.01
% Change-0.00%
Quarter to Date
Historical4.29%
Basis Points Change0.09
% Change0.02%
Year to Date
Historical4.36%
Basis Points Change0.01
% Change0.00%
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 24, 2025
4.38%
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 202502463.504.5055.50
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total Return4.38 %
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Historical
Basis Points Change
% Change
Previous Day
Historical4.37%
Basis Points Change0.01
% Change0.00%
Month to Date
Historical4.39%
Basis Points Change-0.01
% Change-0.00%
Quarter to Date
Historical4.29%
Basis Points Change0.09
% Change0.02%
Year to Date
Historical4.36%
Basis Points Change0.01
% Change0.00%
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 24, 2025
61
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 2025-50050100150200-100
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total Return61
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Historical
Basis Points Change
% Change
Previous Day
Historical57
Basis Points Change4
% Change0.06%
Month to Date
Historical45
Basis Points Change16
% Change0.35%
Quarter to Date
Historical36
Basis Points Change25
% Change0.71%
Year to Date
Historical15
Basis Points Change46
% Change3.03%
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
  • Graph View
  • Table View
As of Jun 24, 2025
NA
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total ReturnNA
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Historical
% Change
Previous Day
HistoricalNA
% ChangeNA
As of End of Last Month
HistoricalNA
% ChangeNA
As of End of Last Quarter
HistoricalNA
% ChangeNA
As of End of Last Year
HistoricalNA
% ChangeNA
As of Jun 24, 2025
Today
Historical
% Change
As of Jun 24, 2025
Today
Historical
% Change
As of Jun 24, 2025
Today
Historical
% Change
As of Jun 24, 2025
Today
Historical
% Change
  • Graph View
  • Table View
As of Jun 24, 2025
NA
4.54%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.20
Index Name
Total Return
1 Yr Return
S&P U.S. Treasury Bond Floating Rate Current 2-Year Index
Launch Date: Jul 31, 2013
Total ReturnNA
1 Yr Return4.54%

The index Launch Date is Jul 31, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 24, 2025
Historical
Basis Points Change
% Change
Previous Day
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Month to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Quarter to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
Year to Date
HistoricalNA
Basis Points ChangeNA
% ChangeNA
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change
As of Jun 24, 2025
Today
Historical
Basis Points Change
% Change

Description

Documents

Factsheet
Methodology
S&P U.S. Floating Rate Treasury Index Methodology

Related Indices

Research & Insights

SEE ALL
Processing ...