Sentences with phrase «local bond index»

The Markit iBoxx Asian Local Bond Index tracks the total return performance of a bond portfolio consisting of local - currency denominated, high quality and liquid bonds in Asia ex-Japan.

The Markit iBoxx Asian Local Bond Index includes bonds from the following countries: Korea, Hong Kong, India, Singapore, Taiwan, Malaysia, Thailand, Philippines, Indonesia and China.

Not exact matches

The iShares Intermediate Credit Bond ETF tracks a market - weighted index of USD - denominated investment grade corporate, sovereign, supranational, local authority and non-US agency debt with maturities between 1 - 10 years.

The government's elevated gross borrowing requirements estimated at around 17 % of GDP per year between 2017 and 2019 are mainly driven by sizeable maturing government bonds — in particular, local currency USD - indexed bonds — on top of fiscal deficits averaging around 3.8 % of GDP.

When GEM is in bonds, investors would use either their local country's aggregate bond index or a currency - hedged version of the US Aggregate Bond Inbond index or a currency - hedged version of the US Aggregate Bond Iindex or a currency - hedged version of the US Aggregate Bond InBond IndexIndex.

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a Read more -LSB-...]

The iShares International Treasury Bond ETF tracks a market weighted index of local currency non-US government issued debt.

On the other hand, the S&P Pan Asia Sovereign Bond Index, which seeks to track the performance of local - currency - denominated sovereign bonds in 10 countries, continued its plunge this quarter, dropping 2.26 % for the month and 0.15 % YTD as of Dec. 21, 2016.

The S&P Pan Asia Bond Index, which seeks to track local currency bonds in 10 countries and is calculated in USD, continued to be weighed down by the weakness of local currencies in 2016, dropping 1.86 % for the year.

The S&P Pan Asia Bond Index tracks the performance of the local currency bonds in the 10 Pan Asian countries.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index, gained 20 % to reach USD 10.3 trillion in 2016, reflecting steady market expansbond markets, as measured by the S&P Pan Asia Bond Index, gained 20 % to reach USD 10.3 trillion in 2016, reflecting steady market expansBond Index, gained 20 % to reach USD 10.3 trillion in 2016, reflecting steady market expansion.

Despite the weakness in local currencies, the S&P Pan Asia Bond Index, which is designed to track local currency bonds in 10 countries and is calculated in USD, delivered a total return of 1.45 % for 2015.

It is 1.7 times the size of the local currency bond market in China, as measured by the S&P China Bond Inbond market in China, as measured by the S&P China Bond InBond Index.

As tracked by the S&P Japan Bond Index, a broad base benchmark that measures the performance of the government and corporate local currency bonds in Japan, the total outstanding par amount have reached over 1,070 trillion Yen this August.

The size of the local currency bond market in Japan (tracked by the S&P Japan Bond Index) stood at JPY 1,154 trillion as of Jan. 27, 2016, which is equivalent to USD 9.7 trillbond market in Japan (tracked by the S&P Japan Bond Index) stood at JPY 1,154 trillion as of Jan. 27, 2016, which is equivalent to USD 9.7 trillBond Index) stood at JPY 1,154 trillion as of Jan. 27, 2016, which is equivalent to USD 9.7 trillion.

EM Debt is represented by the JP Morgan GBI Emerging Markets Global Diversified Index, which is a comprehensive global, local emerging - markets index, and consists of liquid, fixed - rate, domestic - currency government bIndex, which is a comprehensive global, local emerging - markets index, and consists of liquid, fixed - rate, domestic - currency government bindex, and consists of liquid, fixed - rate, domestic - currency government bonds.

The S&P Japan Bond Index is designed to track the performance of local - currency - denominated bonds issued by Japanese entities.

A volatility analysis was run on the local currency denominated bonds of the 10 countries that tracked by the S&P Pan Asia Bond Index, which are China, Hong Kong, India, Indonesia, Korea, Singapore, Malaysia, Philippines, Taiwan and Thailand.

Looking at the country level, the S&P China Bond Index rose 3.24 % YTD as of June 29, 2015, compared to the 1.95 % YTD gain of the S&P Pan Asia Bond Index, which tracks the performance of local - currency - denominated government and corporate bonds from 10 countries in the Pan Asia region.

The local currency bond market, as tracked by the S&P China Bond Index, grew over 19 % in the past ybond market, as tracked by the S&P China Bond Index, grew over 19 % in the past yBond Index, grew over 19 % in the past year.

Japan is the largest accessible bond market in Asia (source: Barclays Multiverse Index as of 7/29/16), but the problem is the yields for many local bonds are negative.

The S&P China Provincial Bond Index seeks to measure the performance of local government bonds, which have experienced significant growth since the municipal replacement program in 2015 (see previous blog on this subject).

Exhibit 1 lists the yield - to - worst of the ten local currency bond markets tracked by the S&P Pan Asia Bond Inbond markets tracked by the S&P Pan Asia Bond InBond Index.

We use a five - year bond as representative of the approximate duration risk an investor faces in a broad emerging markets local currency bond index.

For instance, over the 24 months through 31 January 2018, EM assets delivered cumulative returns of 78.11 % for equities, 31.88 % for local bonds and 20.21 % for currencies (as proxied by the MSCI EM index for equities, JPMorgan GBI - EM Global Diversified Composite (Unhedged) index for local debt and JPMorgan ELMI + Composite for currencies).

JPMorgan Government Bond Index - Emerging Markets Global Diversified Index (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoIndex - Emerging Markets Global Diversified Index (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoIndex (Unhedged) is a comprehensive global local emerging markets index, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain expoindex, and consists of regularly traded, liquid fixed - rate, domestic currency government bonds to which international investors can gain exposure.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index increased 21 % to USD 8.40 trillion in 2015, which reflected the continuous market expansbond markets, as measured by the S&P Pan Asia Bond Index increased 21 % to USD 8.40 trillion in 2015, which reflected the continuous market expansBond Index increased 21 % to USD 8.40 trillion in 2015, which reflected the continuous market expansion.

The S&P 500 Bond Index market value is larger than China's and Japan's corporate bond markets; it's even larger than the sum of all Pan Asia local currency corporate bond markBond Index market value is larger than China's and Japan's corporate bond markets; it's even larger than the sum of all Pan Asia local currency corporate bond markbond markets; it's even larger than the sum of all Pan Asia local currency corporate bond markbond markets.

The S&P Municipal Yield Index is designed to measure the performance of high yield municipal bonds issued by U.S. states, The District of Columbia, U.S. territories and local governments or agencies, such that interest on the securities is exempt from regular federal income tax, but may be subject to the alternative minimum tax and to state and local income taxes.

The S&P Indonesia Sovereign Bond Index, which seeks to track the local currency denominated sovereign bonds, jumped 15.24 % Read more -LSB-...]

Inflation - indexed bonds are those bonds wherein the principal amount and interest paid for the bond are adjusted according to the inflation or deflation of the local currency on a daily basis.

When GEM is in bonds, investors would use either their local country's aggregate bond index or a currency - hedged version of the US Aggregate Bond Inbond index or a currency - hedged version of the US Aggregate Bond Iindex or a currency - hedged version of the US Aggregate Bond InBond IndexIndex.

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a total market value of IDR 1,511 trillion.

The S&P Indonesia Bond Index tracks the performance of local currency denominated government and corporate bonds from Indonesia and with a Read more -LSB-...]

The overall local currency bond market in Indonesia, as represented by the S&P Indonesia Bond Index, rose 14.05 % YTD, and it was the best - performing country within Pan Asian bond univebond market in Indonesia, as represented by the S&P Indonesia Bond Index, rose 14.05 % YTD, and it was the best - performing country within Pan Asian bond univeBond Index, rose 14.05 % YTD, and it was the best - performing country within Pan Asian bond univebond universe.

The size of Asia's local currency bond markets, as measured by the S&P Pan Asia Bond Index, continued to expand and grew 17 % to reach USD 12.1 trillion in 2bond markets, as measured by the S&P Pan Asia Bond Index, continued to expand and grew 17 % to reach USD 12.1 trillion in 2Bond Index, continued to expand and grew 17 % to reach USD 12.1 trillion in 2017.

The S&P Indonesia Sovereign Bond Index, which seeks to track the local currency denominated sovereign bonds, jumped 15.24 % YTD as of Dec. 7, 2017.

The total local currency new issuances in the index was only around one - third of last year's rate, as Indonesian sovereigns continued to tap into different foreign currency markets; for example, they raised USD 4 billion from its global bond issuance in the first week of December.

Exhibit 3 shows the yield for 5 - and 10 - year nominal bonds went down 30 bps and 54 bps, respectively, but we can see positive returns in the local indices.

According to the Exploring Emerging Markets Debt article in the Journal of Indexes, most of the emerging market USD sovereign bond yields are influenced by the changes in the U.S. Treasury curve more than the local emerging market factors.

Well you basically would invest 50 % of your money into an index fund that traces your country's local index, e.g. the DAX, and then 50 % into an index fund tracing government bonds.

«Barclays Capital Inc.» and «Barclays US Government Inflation - Linked Bond Index», «Barclays US Treasury 1 - 3 Year Term Index», «Barclays US Treasury 10 Year Term Index», «Barclays UK Government Inflation - Linked Bond Index», «Barclays Austria Treasury Bond Index», «Barclays Belgium Treasury Bond Index», «Barclays Emerging Markets Asia Local Govt Capped Bond», «Barclays Emerging Markets Europe Local Govt Capped Bond», «Barclays Emerging Markets Latin America Local Govt Capped Bond», «Barclays Emerging Markets Local Govt Bond», «Barclays Euro Aggregate Bond Index», «iShares Barclays Euro Corporate Bond ex-Financials Interest Rate Hedged», «Barclays Euro Corporate 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials Bond Index», «Barclays Euro - Aggregate Financial Index», «iShares Barclays Euro Corporate Bond Interest Rate Hedged», «Barclays Euro Corporate Bond Index», «Barclays Euro Short Treasury (0 - 12 Months) Bond Index», «Barclays Euro Government Bond 10 - 15 yr Term Index», «Barclays Euro Government Bond 1 - 3 Year Term Index», «Barclays Euro Government Bond 15 - 30 Year Term Index», «Barclays Euro Government Bond 5 Year Term Index», «Barclays Euro Government Bond 5 - 7 yr Term Index», «Barclays Euro Government Bond 10 Year Term Index», «Barclays Euro Treasury Bond Index», «Barclays Euro Government Inflation - Linked Bond Index», «Barclays Finland Treasury Bond Index», «Barclays France Treasury Bond Index», «Barclays Germany Treasury Bond Index», «Barclays Global Government AAA - AA Capped Bond Index», «Barclays Global Aggregate Bond Index», «Barclays Global Aggregate Corporate Index (EUR hedged)», «Barclays Global Aggregate Corporate Bond Index», «Barclays World Government Inflation - Linked Bond Index», «Barclays Italy Treasury Bond Index», «Barclays Netherlands Treasury Bond Index», «Barclays EM Local Currency Govt Core 0 - 5 Index», «Barclays Spain Treasury Bond Index» and «Barclays US Aggregate Bond Index» are trademarks of Barclays Bank PLC and have been licensed for use for certain purposes by BlackRock Fund Advisors or its affiliates.

Reflecting the strong demand and continuous development, the size of the Asian local currency bond markets, measured by the S&P Pan Asia Bond Index, expanded by more than 9 % to USD 6.94 trillion in 2bond markets, measured by the S&P Pan Asia Bond Index, expanded by more than 9 % to USD 6.94 trillion in 2Bond Index, expanded by more than 9 % to USD 6.94 trillion in 2014.

As of Dec. 15, 2017, there were just two central government bonds issued in the green market, and they both qualified for the S&P Green Bond Select Index — a local government bond (treasury) issued by France, which accounted for about 6.2 % of the investable index, and a sovereign bond issued by Poland in EuBond Select Index — a local government bond (treasury) issued by France, which accounted for about 6.2 % of the investable index, and a sovereign bond issued by Poland in EIndex — a local government bond (treasury) issued by France, which accounted for about 6.2 % of the investable index, and a sovereign bond issued by Poland in Eubond (treasury) issued by France, which accounted for about 6.2 % of the investable index, and a sovereign bond issued by Poland in Eindex, and a sovereign bond issued by Poland in Eubond issued by Poland in Euros.

All Canadian Bonds: 5.4 % Short Canadian Bonds: 4.5 % Real Return Bonds: 14.5 % Canadian Stocks (S&P / TSX Composite): 35.1 % US Stocks (S&P 500): 9.2 % (26.5 % in USD) Developed Markets (MSCI EAFE Index): 14.4 % (25.4 % in local currency) Emerging Markets: 54.6 % (62.8 % in local currency) REITs: 55.3 %

The Citigroup World Government Bond Index (WGBI) measures the performance of fixed - rate, local currency, investment grade sovereign bonds.

[1] We use the average local returns of a range of international and domestic futures markets to represent equity index and bond sectors.

I spent a lot of time in our local library pulling out microfilm & microfiche and looking up stocks, bonds, indexes, cost of living / govt info, real estate, etc information from ~ 1900 until (then) recent times in the wall street journal (this was pre internet — what took many weeks then now just takes a few minutes, but the Lotus 1 -2-3 spreadsheet program was very helpful in doing the analysis) and then analyzed the results and concluded that the «only» investment strategy that made any sense was 100 % stock (absolutely the best return over time); but... there was that pesky thing called recessions, depressions, stock market corrections etc..

The S&P Pan Asia Corporate Bond Index is designed to track the performance of local - currency denominated corporate bonds from 10 countries in Pan...

The S&P Pan Asia Financials Bond Index is designed to track the performance of local - currency denominated financial bonds from 10 countries in Pan...