Sentences with phrase «ttm jpy»
To illustrate this, let's look at the S&P U.S. Treasury Bond 7 - 10 Year Index (TTM JPY) and the S&P U.S. Treasury Bond 7 - 10 Year Index (TTM JPY Hedged).
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As observed in Exhibit 1, the historical total return of the S&P U.S. Treasury Bond 7 - 10 Year Index (TTM JPY Hedged) closely tracked the S&P U.S. Treasury Bond 7 - 10 Year Index, which is calculated in USD.
The reduced volatility of the S&P U.S. Treasury Bond 7 - 10 Year Index (TTM JPY Hedged) is further demonstrated in Exhibit 2; the volatility of the hedged index was approximately half that of the unhedged version over the one -, three -, and five - year periods.