Joanna:

> Excuse the ignorant question: what's the difference between the Treasury Bond 
> Index return
> and just buying bonds and holding to maturity?

This is what is confusing to many.

There is no difference between buying an equity index such as S&P500
and a  bond index. Any bond index is also a portfolio of things, just
as the S&P500 is a portfolio of things. The dividends paid on the
equity indexes and the coupons paid on the bond indexes are the same
things. Further, both are marked to market daily, meaning, they are
repriced everyday based on the market prices, if there are any.
Otherwise, bond indexes are marked to model, or to fantasy, as some
say.

But, no matter what, the price of the bond index portfolio changes
daily. Furthermore, a bond index portfolio composition changes from
time to time. For example, the Barclay's Long Term Treasury Index is
not a static portfolio, since the US Treasury sells long term bonds
regularly, and seasoned long term bond become not so long term after
some years, supposing that what is meant by long term is 10 years or
longer.

These are what change the portfolio composition, among other things.

If you buy a bond to hold to maturity, all you get is the coupon
payments, if your bond is 2 years or longer maturity in the US, and
then the principal at maturity. There is no marking to market or
fantasy if you are holding the bond to maturity, supposing that the
bond is default-free.

Boy, this is getting complicated.

Let me think about this to simplify the answer. But, until I find an
answer, you should erase from your mind the concept of the yield. The
so-called yield of a bond has nothing to do with the return of a bond.
The yield is an archaic concept that has to be put into the dustbin of
history given what is going on in these days.

Best,
Sabri
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