Sentences with phrase «corporate bond index by»

will seek to track the Bloomberg Barclays U.S. Corporate Bond Index by investing in other Vanguard products that are tied to subsets of that index.

The Vanguard Total Corporate Bond ETF will seek to track the Bloomberg Barclays U.S. Corporate Bond Index by investing in other Vanguard products that are tied to subsets of that index.

Spreads of the S&P Eurozone Investment Grade Corporate Bond Index by rating category show that since mid-February 2016, the Option Adjusted Spreads (OAS) are significantly tighter for the AA, A, and BBB categories.

Not exact matches

Bloomberg's Global Investment Grade Corporate Bond Index sank by 4 % last year to a trough in early November, then stabilized as high - yield cratered further.

The Bloomberg Barclays Long - Term Government / Corporate Bond Index is an unmanaged index that includes fixed - rate debt issues rated investment grade or higher by Moody's Investors Services, Standard & Poor's Corporation, or Fitch Investor's Service, in oIndex is an unmanaged index that includes fixed - rate debt issues rated investment grade or higher by Moody's Investors Services, Standard & Poor's Corporation, or Fitch Investor's Service, in oindex that includes fixed - rate debt issues rated investment grade or higher by Moody's Investors Services, Standard & Poor's Corporation, or Fitch Investor's Service, in order.

The Bloomberg Barclays High - Yield Bond Index is an unmanaged index of corporate bonds rated below investment grade by Moody's, S&P or Fitch Investor SerIndex is an unmanaged index of corporate bonds rated below investment grade by Moody's, S&P or Fitch Investor Serindex of corporate bonds rated below investment grade by Moody's, S&P or Fitch Investor Service.

In 2015, munis, as represented by the Barclays Municipal Bond Index, were actually the top fixed - income asset class, beating both Treasuries and corporate debt.

All markets will continue to focus on the volatility in the equity and bond markets, geopolitical events, developments with the Trump Administration, corporate earnings, oil prices, and will turn to this afternoon's Commitment of Traders Report, followed by reports Monday on Chinese PMI, German CPI and Retail Sales, US Personal Income, Personal Spending, PCE, Chicago PMI, Pending Home Sales, and the Dallas Fed's Manufacturing Index for near term direction.

The components of the S&P Canada Aggregate Bond Index are all wider by an average of 29 bps as of March 6, 2015; S&P Canada Sovereign Bond Index (28 bps), S&P Canada Provincial & Municipal Bond Index (32bps), S&P Canada Investment Grade Corporate Bond Index (26 bps), and S&P Canada Collateralized Bond Index (32 bps).

Fixed income sectors shown to the right are provided by Barclays and are represented by the following Bloomberg Barclays Indices — Treasury Inflation Protected Securities: U.S. Treasury Inflation - Protected Securities (TIPS) Index; Floating Rate Loans: US Floating - Rate Note Index (BBB); Asset - backed securities: US Asset - Backed Securities Index; High Yield: US Corporate High - Yield Bond Index; Convertibles: US Convertible Bond Index; Mortgage - backed securities: US Aggregate Securitized MBS Index; Broad Market: US Aggregate Bond Index; Municipals: Municipal Bond 10 - Year Index; Investment Grade Corporates: US Corporates Index

The par amount outstanding of investment - grade corporate debt, as measured by the S&P U.S. Investment Grade Corporate Bond Index, has increased over USD 4 trillion since September 2007, while the amount of speculative - grade outstanding, as measured by the S&P U.S. High Yield Corporate Bond Index, has increased by USD 800corporate debt, as measured by the S&P U.S. Investment Grade Corporate Bond Index, has increased over USD 4 trillion since September 2007, while the amount of speculative - grade outstanding, as measured by the S&P U.S. High Yield Corporate Bond Index, has increased by USD 800Corporate Bond Index, has increased over USD 4 trillion since September 2007, while the amount of speculative - grade outstanding, as measured by the S&P U.S. High Yield Corporate Bond Index, has increased by USD 800Corporate Bond Index, has increased by USD 800 billion.

Investment grade bonds as measured by the S&P U.S. Issued Investment Grade Corporate Bond Index turned it up a notch as the index's yield tightened by 9 basis points on the week to a 2.Index turned it up a notch as the index's yield tightened by 9 basis points on the week to a 2.index's yield tightened by 9 basis points on the week to a 2.76 %.

Reversing the trend seen in 2015, the S&P Pan Asia Government Bond Index was down by 1.33 % in 2016, still outperforming the S&P Pan Asia Corporate Bond Index, which fell 3.11 % over the same period.

The average yield of bonds in the S&P 500 7 - 10 Year Investment Grade Corporate Bond Index has fallen by 94bps since year end as the yield thirsty market place has hunted yield oriented products.

The RBC ETFs will employ a sampling methodology to replicate the DEX Target Date Maturity Corporate Bond Indexes provided by PC - Bond Analytics, a provider of Canadian fixed income indices.

Further evidence is shown by the S&P U.S. Distressed High Yield Corporate Bond Index.

The average yield of bonds in the S&P 500 7 - 10 Year Investment Grade Corporate Bond Index has fallen by 94bps Read more -LSB-...]

The fact that the S&P U.S. High Yield Low Volatility Corporate Bond Index is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond sectBond Index is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond secIndex is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond sectbond sectors demonstrates that the index outperforms the return frontier established by the two bond secindex outperforms the return frontier established by the two bond sectbond sectors.

The duration matched spread to Treasuries or the OAS (Option Adjusted Spread) for both the S&P U.S. Issued Investment Grade Corporate Bond Index and the S&P U.S. Issued High Yield Corporate Bond Index are tighter by 16 and 33 basis points respectively.

Size Tracked by the S&P U.S. Issued Investment Grade Corporate Bond Index and the S&P U.S. Issued High Yield Corporate Bond Index, the total size of the U.S. corporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate bonCorporate Bond Index and the S&P U.S. Issued High Yield Corporate Bond Index, the total size of the U.S. corporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate bond marBond Index and the S&P U.S. Issued High Yield Corporate Bond Index, the total size of the U.S. corporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate bonCorporate Bond Index, the total size of the U.S. corporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate bond marBond Index, the total size of the U.S. corporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate boncorporate bond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate bond marbond market is around USD 4.8 trillion, which is approximately four times that of the Chinese corporate boncorporate bond marbond market.

Tracking the trade activity of corporate bonds issued by the «blue chip» companies of the S&P 500 Index indicates liquidity is improved for these bonds over other bond issues.

High Yield's month - to - date return is presently negative at a -0.44 %, while for the year it is returning a 4.05 % as measured by the S&P U.S. Issued High Yield Corporate Bond Index.

The S&P 500 Investment Grade Corporate Bond Index provides a view of the performance of corporate bonds issued by the blue chip companies in the iconic S&P 500 Index, other index inclusion criteria including par amount minimums are the same as the broader corporate boCorporate Bond Index provides a view of the performance of corporate bonds issued by the blue chip companies in the iconic S&P 500 Index, other index inclusion criteria including par amount minimums are the same as the broader corporate bond inBond Index provides a view of the performance of corporate bonds issued by the blue chip companies in the iconic S&P 500 Index, other index inclusion criteria including par amount minimums are the same as the broader corporate bond iIndex provides a view of the performance of corporate bonds issued by the blue chip companies in the iconic S&P 500 Index, other index inclusion criteria including par amount minimums are the same as the broader corporate bocorporate bonds issued by the blue chip companies in the iconic S&P 500 Index, other index inclusion criteria including par amount minimums are the same as the broader corporate bond iIndex, other index inclusion criteria including par amount minimums are the same as the broader corporate bond iindex inclusion criteria including par amount minimums are the same as the broader corporate bocorporate bond inbond indexindex.

Of the USD 3.7 trillion of corporate debt tracked by the S&P 500 Bond Index, over USD 1.5 trillion (approximately 40 %) is set to mature through 2020 (see Exhibit 3).

Within the Chinese corporate bond market, the offshore market, denoted by the S&P / DB ORBIT Credit Index, is relatively small compared with the onshore market, represented by the S&P China Corporate Bocorporate bond market, the offshore market, denoted by the S&P / DB ORBIT Credit Index, is relatively small compared with the onshore market, represented by the S&P China Corporate Bond Inbond market, the offshore market, denoted by the S&P / DB ORBIT Credit Index, is relatively small compared with the onshore market, represented by the S&P China Corporate BoCorporate 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.

Let's take a look at the performance relationships between the stocks and the bonds by using the S&P 500 Energy Total Return and the S&P 500 Energy Corporate Bond Index Total Return to see how the market views the equity risk premium, or in other words how strongly the market believes oil stocks will rise (equity performance) or fall (bond performanBond Index Total Return to see how the market views the equity risk premium, or in other words how strongly the market believes oil stocks will rise (equity performance) or fall (bond performanbond performance.)

The high - yield corporate bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return ocorporate bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return of 17.bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return oCorporate Bond Index, was the top - performing asset class for 2016, posting a total return of 17.Bond Index, was the top - performing asset class for 2016, posting a total return of 17.2 %.

Unlike Treasuries and investment grade corporates, the high yield market as measured by the S&P U.S. Issued High Yield Corporate Bond Index touch a low point for yield earlier in the month at a 5.87 % on October 6th.

Short - Duration Bonds are represented by the Bloomberg Barclays 1 - 3 Gov» t. / Credit Index which is composed of the Bloomberg Barclays Government and Corporate Bond Indexes, including U.S. government Treasury and agency securities as well as corporate and Yankee bonds, with maturities between 1 and 3 yBonds are represented by the Bloomberg Barclays 1 - 3 Gov» t. / Credit Index which is composed of the Bloomberg Barclays Government and Corporate Bond Indexes, including U.S. government Treasury and agency securities as well as corporate and Yankee bonds, with maturities between 1 andCorporate Bond Indexes, including U.S. government Treasury and agency securities as well as corporate and Yankee bonds, with maturities between 1 andcorporate and Yankee bonds, with maturities between 1 and 3 ybonds, with maturities between 1 and 3 years.

Below is a chart of the historical S&P GSCI Energy TR index levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monindex levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monIndex Total Return monthly.

Investment Grade Corporate Bonds are represented by the Bloomberg Barclays U.S. Corporate Investment Grade Index which measures the performance of investment grade corporaCorporate Bonds are represented by the Bloomberg Barclays U.S. Corporate Investment Grade Index which measures the performance of investment grade corporate bBonds are represented by the Bloomberg Barclays U.S. Corporate Investment Grade Index which measures the performance of investment grade corporaCorporate Investment Grade Index which measures the performance of investment grade corporatecorporate bondsbonds.

High Yield Bonds are represented by the Bloomberg Barclays Corporate High Yield Index, which covers the USD - denominated, non-investment grade, fixed - rate, taxable corporate bonCorporate High Yield Index, which covers the USD - denominated, non-investment grade, fixed - rate, taxable corporate boncorporate bond market.

High - yield bonds did not sell off quite as much, as the shorter duration (4.97 years) index dropped by only -0.09 % for the day as measured by the S&P U.S. Issued High Yield Corporate Bond Iindex dropped by only -0.09 % for the day as measured by the S&P U.S. Issued High Yield Corporate Bond IndexIndex.

The S&P U.S. Issued Investment Grade Corporate Bond Index was down 0.72 % for the day, led by the Atmos Energy Corp. 4.15 % January 2043 bond, whose daily total return was -0.0Bond Index was down 0.72 % for the day, led by the Atmos Energy Corp. 4.15 % January 2043 bond, whose daily total return was -0.0bond, whose daily total return was -0.03 %.

The S&P China Corporate Bond Index outperformed the S&P China Sovereign Bond Index and gained 4.26 % YTD, and its yield - to - maturity tightened by 110 bps to 4.26 % as of June 29, 2015 — a level last seen in late 2010.

Recent innovations include the S&P 500 ® Bond Index covering corporate bonds issued by the companies in the S&P 500, the S&P U.S. Aggregate Bond Index, as well as indices that track the global developed sovereign, China onshore, Pan Asia, ESG, Indian, and African bond markBond Index covering corporate bonds issued by the companies in the S&P 500, the S&P U.S. Aggregate Bond Index, as well as indices that track the global developed sovereign, China onshore, Pan Asia, ESG, Indian, and African bond markBond Index, as well as indices that track the global developed sovereign, China onshore, Pan Asia, ESG, Indian, and African bond markbond markets.

The market value tracked by the index reached CNY 48 trillion, whereas corporate bonds represented 34 % of the overall market.

The Markit iBoxx ® $ Liquid Investment Grade Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index provIndex is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index provindex designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index provindex provider.

By comparison, the S&P U.S. Issued High Yield Corporate Bond Index has a duration of over 4.8 years and is up 3.6 % year to date.

The Markit iBoxx ® $ Liquid High Yield Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provIndex is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provindex designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provindex provider.

High yield municipal bonds tracked in the S&P Municipal Bond High Yield Index have continued to outperform their corporate junk bond counterparts by returning 9.67 % year to dBond High Yield Index have continued to outperform their corporate junk bond counterparts by returning 9.67 % year to dbond counterparts by returning 9.67 % year to date.

The investment - grade corporate component of the aggregate index, as measured by the S&P U.S. Investment Grade Corporate Bond Index, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % recorporate component of the aggregate index, as measured by the S&P U.S. Investment Grade Corporate Bond Index, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % returnindex, as measured by the S&P U.S. Investment Grade Corporate Bond Index, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % reCorporate Bond Index, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % returnIndex, is 29 % of the parent index, and has contributed 1.09 % of total return YTD, while also providing -1.44 % returnindex, and has contributed 1.09 % of total return YTD, while also providing -1.44 % return MTD.

The growth of the high yield market since the 2008 financial crisis has been significant; the par amount outstanding of the S&P U.S. Issued High Yield Corporate Bond Index increased by 65 % from Dec. 31, 2008, to Dec. 15,, 2015.

They can also reduce their exposure to bank failure by diversifying out of bank deposits into stocks and investment grade corporate bonds or a broad bond index through use of low fee exchange traded funds.

High - yield bonds, as measured by the S&P U.S. High Yield Corporate Bond Index, lost 1.41 % in June, but the index had returned 0.25 % for the first two days of July and 3.58 %Index, lost 1.41 % in June, but the index had returned 0.25 % for the first two days of July and 3.58 %index had returned 0.25 % for the first two days of July and 3.58 % YTD.

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.

Green project bonds have also outpaced high yield corporates by nearly 95 %, as the S&P U.S. Issued Corporate Bonds Index is up 4.56 %bonds have also outpaced high yield corporates by nearly 95 %, as the S&P U.S. Issued Corporate Bonds Index is up 4.56 %Bonds Index is up 4.56 % YTD.

High - yield bonds, as measured by the S&P U.S. Issued High Yield Corporate Bond Index, have increased by 3.4 %.

Much of last week's leveraged loan positive return accompanied a 3.2 % rally in equities (S&P 500) and a 0.8 % high - yield bond rally as measured by the S&P U.S. Issued High Yield Corporate Bond Inbond rally as measured by the S&P U.S. Issued High Yield Corporate Bond InBond Index.