Sentences with phrase «bond defaulted index»

The S&P Municipal Bond Default Index tracks municipal bonds that have entered default by not paying all or part of the promised principal or interest when due.

If and as the Puerto Rico bonds default it can be expected that they will be added to the S&P Municipal Bond Default Index during a monthly index rebalancing and if they do they may have a significant weight in this index.

So far, the S&P Municipal Bond Default Index is in negative territory with a return of -1.54 %.

Not exact matches

High - yield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to maturity.

In 2014, the default rate of the S&P Municipal Bond Index rose for the first time since 2011, finishing the year at 0.17 %.

Tyler oversees senior loan, municipal bond and credit default swap indices globally.

The cost of buying default protection on the largest bond market borrowers in the S&P 500 is tracked by the S&P / ISDA U.S. 150 Credit Spread Index and has fallen to lows which can be an Read more -LSB-...]

One caveat: Because bond index funds own so much U.S. government debt, where there is little risk of default, these funds should hold up well in financial meltdowns.

The KDP High Yield Daily Index tracks 100 bonds that are both current and defaulted.

Even if you did decide to add foreign bonds in your index portfolio, the reference to Greece (or any other country at high risk of default) is a red herring.

Designing a bond index fund that systematically overweights countries in danger of defaulting would indeed be «ridiculous» and «stupid.»

High - yield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to maturity.

The correlation of the default index with stocks and bonds, a measure of how closely the investment returns follow each other, is negligible at 0.014 for stocks and 0.28 with bonds.

They consider four potential predictors: (1) the default spread (between Moody's BAA and AAA rated bonds); (2) the broad stock market dividend yield; (3) the implied volatility of the S&P 500 Index (VIX); and, (4) the monthly net aggregate flow into the hedge fund industry.

Excluded from the Index are non-corporate bonds, structured notes with embedded swaps or other special features, bonds with equity - type features (e.g., warrants, convertibility), floating - rate issues, Eurobonds, defaulted bonds, zero coupon bonds and payment in kind securities.

For this example, we will use the iShares DEX Short Term Bond Index Fund (XSB) as our default ETF, and the iShares DEX Universe Bond Index Fund (XBB) as our replacement ETF.

Returns on the S&P 500 High Yield Corporate Bond Index have a high correlation to the S&P U.S. High Yield Corporate Bond Index as well as other peer indices while the constituents of the index have had a lower instance of default historicIndex have a high correlation to the S&P U.S. High Yield Corporate Bond Index as well as other peer indices while the constituents of the index have had a lower instance of default historicIndex as well as other peer indices while the constituents of the index have had a lower instance of default historicindex have had a lower instance of default historically.

By keeping bonds in the benchmark even when a default occurs, the index has become a living timeline, allowing us to track the municipal bond default rate.

Some unique features of the index are that it is designed to measure bonds throughout their «lifetime,» meaning from issuance to maturity (as of the index rebalancing date, the bond must have a minimum term to maturity or complete call date greater than or equal to one calendar month), and it includes bonds that range in quality from «AAA» to «Default.»

Based on the index data, the high - yield municipal bond default rate also jumped from 0.807 % to 1.264 % in 2014.

Yields are compressed across investment sectors, with the yield on the Dow Jones Corporate Bond Index setting a record low last week, and a spread over Treasury yields that I doubt will even compensate for a very, very low level of corporate defaults — much less what one might anticipate should the U.S. join the recession that is already evident among much of the developed world (which I expect it will).

The diversification you get in ETFs and index mutual funds helps to limit the risk of a big hit if a particular bond defaults.

6) Junk bonds have rallied to a high degree; at this point I say, underweight them — the default losses are coming, and the yields on the indexes don't reflect that.

Even though it may be concerning that Bank of America Merrill Lynch index data shows yields on junk bonds have plunged to 5.6 percent, the lowest ever and 3.4 percentage points below the decade - long average, the outlook for defaults does look pretty good.

Responsible for processing Stocks, Bonds, Credit Default Swaps, CME (Chicago Mercantile Exchange - interest rates, currency, equities, stock indices, futures)

Gathered the requirements for the customization of the Front office Trading application encompassing Derivative instruments including Vanilla Swaps, Futures, Credit Default Swaps, Warrants, convertible Bonds, Index Swaps, Interest Rate Swaps, Bond Options, FX etc

Trade capturing and settlements of all interest rate derivatives and other derivative products such as credit default swaps, ETD derivatives, bond options, swaptions and credit default index swaps in custody accounting.