Sentences with phrase «bonds in this index dropping»

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 %.

Not exact matches

The month of May closed on a high note for bonds as the drop in yields saw the S&P / BGCantor Current 10 Year U.S. Treasury Index closed at a yield of 2.47 %.

For example, based on our analysis using J.P. Morgan index data, the EMBIG index's 7.25 percent performance in 2014 is owed to a -0.35 percent spread return combined with a 7.6 percent Treasury return, as U.S. rates dropped significantly (remember that when interest rates fall, bond prices rise, and vice versa).

But in a shift to exotic funds, NYCERS has moved money out of stock indexes and core bonds, dropping from 71 percent in 2000 to 39 percent last year.

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.

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

While there was no significant or immediate impact on China's onshore bond market, the yield - to - maturity tracked by the S&P China Sovereign Bond Index continued its tightening trend seen in 1H 2015, dropped 48 bps to 3.08 %, as of June 29, 2bond market, the yield - to - maturity tracked by the S&P China Sovereign Bond Index continued its tightening trend seen in 1H 2015, dropped 48 bps to 3.08 %, as of June 29, 2Bond Index continued its tightening trend seen in 1H 2015, dropped 48 bps to 3.08 %, as of June 29, 2015.

The S&P 500 Energy Corporate Bond Index has lost 3.71 % YTD, followed by a 0.87 % YTD drop in the S&P 500 Materials Corporate Bond Index.

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.

For reference, the volatility target is about a third of the historical volatility of the U.S. stock market and roughly the same as the historical volatility of the Barclays Aggregate Bond Index (though in recent years the bond index's volatility has dropped to about 3Bond Index (though in recent years the bond index's volatility has dropped to about Index (though in recent years the bond index's volatility has dropped to about 3bond index's volatility has dropped to about index's volatility has dropped to about 3 %).

Unlike a conventional bond, whose issuer makes regular fixed interest payments and repays the face value of the bond at maturity, an inflation - indexed bond provides principal and interest payments that are adjusted over time to reflect a rise (inflation) or a drop (deflation) in the general price level for goods and services.

In 2008, for example, when the Standard & Poor's 500 index dropped 37 %, the Bloomberg Barclays U.S. Aggregate Bond Index gained 5index dropped 37 %, the Bloomberg Barclays U.S. Aggregate Bond Index gained 5Index gained 5.2 %.

It may be valuable to also consider the environment and compare that drop in value to other asset classes during that time period: the S&P 500 Index was down over 46 %, the S&P GSCI was down over 67 % and high yield corporate bonds were down over 30 %.

Longer, high quality municipal bonds tracked in the S&P Municipal Bond 20 Year High Grade Index have returned over 12.2 % year to date as yields have dropped by 79bps during the year so far.

The S&P Municipal Bond Puerto Rico General Obligation Index has dropped over 3 % in April so far and over 5.8 % year - to - date.

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 JanIndex 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 Janindex have dropped by 33bps in January.

Slightly longer bonds in the nine year range maturing in 2023 have returned over 6.2 % year to date with yields of the bonds tracked in the S&P AMT - Free Municipal Bond 2023 Index dropping by 79bps.

Investment grade bonds tracked in the S&P National AMT - Free Municipal Bond Index have seen yield drop by 33bps this year to end at 2.78 %.

In the intermediate part of the curve, seven year non-callable municipal bonds tracked in the S&P AMT - Free Municipal Series 2021 Index have outpaced the equity market by returning 4.41 % with yields dropping by 33bps this yeaIn the intermediate part of the curve, seven year non-callable municipal bonds tracked in the S&P AMT - Free Municipal Series 2021 Index have outpaced the equity market by returning 4.41 % with yields dropping by 33bps this yeain the S&P AMT - Free Municipal Series 2021 Index have outpaced the equity market by returning 4.41 % with yields dropping by 33bps this year.