Chief Financial Officer's (CFO) Report to the Board
DIF Balance Sheet - Third Quarter 2017
|Fund Financial Results||($ in millions)|
Unrealized Gain(Loss) on U.S. Treasury Securities (per the Balance Sheet)
The decrease in unrealized gains on the DIF portfolio’s U.S. Treasury securities since mid-2016 was the result of yields rising dramatically across all maturity sectors of the Treasury yield curve, resulting in declines in the securities’ market values relative to their book values.