Guide to the Calculation of Tradeweb FTSE US Treasury Benchmark Closing Prices

This guide outlines the methodology for calculating Tradeweb FTSE US Treasury Benchmark Closing Prices, including management responsibilities, pricing for various US Treasury securities, and governance frameworks. It details the processes for deriving bid, mid, and offer-side quotes, as well as the management roles of FTSE Russell and Tradeweb. Essential for professionals in finance and investment sectors, this document serves as a comprehensive resource for understanding benchmark price calcula