Credit Suisse First Boston (CSFB) said it had launched the US Government Indices (USGI), a suite which tracks the liquid, tradable portion of the US government and agency bond markets, according to a news media release.
CSFB said the suite is comprised of:
- the Liquid US Agency Index (LUAI)
- the US Treasury Index (USTI)
- the US Treasury Bill Index (TBI)
- the US Inflation Protected Treasury Index (TIPS).
Like all other CSFB indices, the price, yield and spread of each individual bond composing the index is reported daily by a CSFB trader who makes a market in the given security.
This pricing approach ensures timely pricing information, enabling clients to conduct relative value and portfolio performance analysis and gauge market trends, CSFB said.
For more information on CSFB’s liquid bond indices, check a CSFB Web site .