Sentences with phrase «bond in the index»

As a result, key characteristics of a bond index, such as the average maturity of bonds in the index, can change every year.

50 - 50 stocks and bonds in index funds is an excellent start, with annual rebalancing.

However, many bonds in indices are not liquid, meaning they do not trade on a regular basis.

The average bond in the index will mature in less than three years, and roughly two - thirds of its assets are government or government - backed securities.

The yield (Yield to worst) on bonds in the index has risen by 95bps since the end of Read more -LSB-...]

The methodology of the index that ICVT seeks to track does not provide for the conversion of the convertible bonds in the index and ICVT is not obligated to exercise the conversion feature associated with those securities, even if it is economically beneficial to do so.

At launch, a fund might be highly sampled and only hold the larger, more liquid bonds in its index.

The sum of all Puerto Rico bonds in that index represents 1.77 % of the total market value of the index.

Moreover, Treasuries are quite sensitive to rate increases, and Ms. Jones found that the credit quality of the corporate bonds in the index had decreased since the financial crisis.

Other indexes managed by Citi (C), Barclays (BCS), Morningstar and Bank of America (BAC) have Venezuelan bonds in their indexes.

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.

The weighted average yield to worst for bonds in this index is a 2.14 % or about 9 basis points cheaper than the end of the previous week.

The short position in U.S. Treasury securities attempts to hedge the duration and yield curve exposure of the long position in the investment grade bonds in the Index.

The weighted average yield (YTW) of bonds in the index ended at 7.26 % or 419bps higher than investment grade bonds.

High Yield municipal bonds tracked in the S&P Municipal Bond High Yield index have seen a positive 2.89 % return year to date with yields of bonds in this index dropping by 30bps during January to end at 6.46 %.

Chart 1) Yields of the S&P National AMT - Free Municipal Bond Index and annual average transaction costs of retail size municipal bond trades of bonds in the index:

The yield (Yield to worst) on bonds in the index has risen by 95bps since the end of Read more -LSB-...]

The methodology of the index that ICVT seeks to track does not provide for the conversion of the convertible bonds in the index and ICVT is not obligated to exercise the conversion feature associated with those securities, even if it is economically beneficial to do so.

At launch, a fund might be highly sampled and only hold the larger, more liquid bonds in its index.

That index has seen a rally of 3.7 % in January as the average yield of Puerto Rico bonds in that index has improved to 7.19 % from 7.44 % at year end.

Portfolio managers selecting bonds from this grouping can gain access to the same risk factor without needing to buy all the bonds in the index to get the beta exposure.

Match the interest rate sensitivity of the index, and the credit quality, but choose bonds that had more potential than the bonds in the index.

The party could be over, however, as the weighted average price of bonds in the index has dropped (7.6 %) in July as seen below.

Over the same period, 96 % of the bonds in the index traded at least once each month versus the U.S. IG corporate bonds excluding the S&P 500 at 88 % (see Exhibit 2).

Yields of bonds in the index have dropped 122bps to end March 7th 2014 at 7.12 %.

About half of the bonds in the index have maturities of five years or less, about a quarter mature within five to ten years, and another quarter extend past ten years.

As detailed in the diagram below, almost two - thirds of the bonds in the index have issuers with MSCI ESG scores in the leader (AAA or AA) category.

At the end of March the average yield of bonds in the index was a 5.17 % and ended June 10th at a 3.95 % — a 122 basis point drop.

Most bond indexes measure either the underlying price movement of the bonds in the index and / or the fluctuating yields of the bonds.

Swaps are complex derivatives that involve a third party (called a counterparty) who holds the stocks or bonds in the index and promises to deliver their return.

Bonds in this index can be classified into three major categories: (1) U.S. Treasury bonds and government agency securities, (2) high - grade corporate bonds, and (3) mortgage - backed securities, with maturities of greater than 1 year.

If there is an S&P credit rating for a bond, it will be the only one used to determine the rating of a bond in the index.

Like equity, which is a long duration asset, these bonds in the index are noncallable with 25 - 30 years of maturity.

Index fund: a mutual fund or ETF that attempts to match the returns of an asset class or market segment by holding all the stocks or bonds in an index

The S&P Municipal Bond Puerto Rico Index has seen a negative total return of 19.45 % year to date and the weighted average price of bonds in the index has fallen by over 24 % this year.

Table 1: Select Indices and Corresponding Trade Volume Statistics on the Bonds In Those Indices (Month of November 2015).

In less than two weeks, the weighted average yield to worst of bonds in the index has fallen from 3.43 % to 3.10 % or a 33bp improvement.

The S&P Municipal Bond Tobacco Index has seen a positive total return of 4.72 % year to date as average yields of bonds in the index have dropped by 33bps in January.

The average yield of bonds in the index has fallen by 36bps since year end out pacing the drop in yield of the 10 year US Treasury bond.

Bonds in that index have seen a rise in yields of about 61bps since May.

The yield (Yield to worst) on bonds in the index has risen by 95bps since the end of May.

Yields of bonds in the index have risen by 88bps for the month of June so far.

Portfolio managers selecting bonds from this grouping can gain access to the same risk factor without needing to buy all the bonds in the index to get the beta exposure.

The bonds in the index are 66.3 % government and 33.7 % corporate.

It is not possible to create a scalable bond index in any other way, and even then, there will always be some bonds in the index that are impossible to find, and / or, because they are index bonds, they trade artificially rich to similar bonds that are not in the index.