Sentences with phrase «duration bond index»

The WisdomTree Barclays Negative Duration U.S. Aggregate Bond Fund tracks a long / short net -5 duration bond index that's long US investment - grade issues and short Treasury futures.

Not exact matches

But that total is dwarfed by the more than $ 1.5 trillion invested in intermediate - term portfolios (3.5 - to six - year average duration), which include core bond funds hewing to the Bloomberg Barclays U.S. Aggregate index.

Treasury bonds, which tend to have longer durations, now represent more than one - third of the index compared with 22 percent in 2007.

Since 2013, many investors have shunned this bond index, believing the Agg's higher duration or interest rate risk left portfolios exposed to large losses if interest rates shot up.

The bond sector allocations and duration of passively - managed ETFs will not deviate at all from the benchmark index.

The Fidelity Total Bond ETF is an actively managed broad market bond fund that uses the Barclays US Universal Bond Index to guide its sector allocation and duration exposBond ETF is an actively managed broad market bond fund that uses the Barclays US Universal Bond Index to guide its sector allocation and duration exposbond fund that uses the Barclays US Universal Bond Index to guide its sector allocation and duration exposBond Index to guide its sector allocation and duration exposure.

Over the long term the nominal return on a duration - managed bond portfolio (or bond index — the duration on those doesn't change very much) converges on the starting yield.

The fund has no targeted maturity, but does target a duration within 10 % of the Bloomberg Barclays U.S. Corporate Investment Grade Bond Index, which as of the end March was 7.5 years.

Yes the Index - linked fund is more susceptible to interest rate risk than the regular bond fund, but not by the nature of it being a linker, it's because the average duration is longer.

The Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration measures the performance of Investment Grade securities and is selected by a Market Value process.

Both of these ETFs track a traditional bond index, and the funds also short Treasury futures to hedge duration risk.

I got in touch with L&G in 2014 to ask them about the average duration of holdings in the Global Inflation Linked Bond Index Fund, they responded that it was 8.20.

Currently, 1 ETF track the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration with more than $ 30.73 M in ETP assets with an average expense ratio of 0.28 %.

@Matt — I should leave @TA to comment on his article when he gets a chance, but just quickly the regular Vanguard bond fund in the Slow and Steady portfolio has a duration of 12.3 years versus the index - linked fund's much greater 23.1 year duration.

While this only goes back to 1999, it would still be insightful to compare these two indexes on a year by year and aggregate basis for total return and volatility to get a true sense of the difference that treasury bond duration makes.

The iShares Lehman Credit Bond Index (NYSE: CFT) has about the same duration as LQD at just north of six years.

The duration of the S&P Municipal Bond High Yield Index is 7.58 vs a 4.98 duration of the S&P U.S. Issued High Yield Corporate Bond Index.

Interest rate sensitivity, also known as duration, is based on the Barclays U.S. Credit Bond Index (all maturities), and short - term bonds represented by the subset of bonds within the index with maturities of 1 - 5 years (Barclays 1 - 5 Year U.S. Credit Bond InIndex (all maturities), and short - term bonds represented by the subset of bonds within the index with maturities of 1 - 5 years (Barclays 1 - 5 Year U.S. Credit Bond Inindex with maturities of 1 - 5 years (Barclays 1 - 5 Year U.S. Credit Bond IndexIndex).

In December, Vanguard introduced a new fund that caters to a fairly specific audience: The Vanguard Extended Duration Treasury ETF (AMEX: EDV), tracking the Lehman Brothers Treasury STRIPS 20 - 30 Year Equal Par Bond Index...

On Monday, Vanguard launched the Vanguard Extended Duration Treasury ETF (AMEX: EDV), which tracks the Lehman Brothers Treasury STRIPS 20 - 30 Year Equal Par Bond Index.

In June 2017, the duration of the Bloomberg Barclays US Aggregate Bond Index exceeded six years for the first time since the late 1970s.

The bond's interest rate is tied to a benchmark interest rate index like the LIBOR, the federal funds rate, or a specific duration U.S. Treasury bond yield (in the case of Treasury floating rate notes).

Similar to a barometer, the duration of the Bloomberg Barclays US Aggregate Bond Index is a helpful indicator of coming change.

As of Nov. 10, 2017, the yield - to - worst of the S&P China Bond Index was 4.5 %, which widened 150 bps over the 12 - month period, with a modified duration of 3.86.

As of January 2017, the investment grade corporate bond index bears the highest duration of 6.9, while the two high yield indices have much shorter durations of approximately 4.2.

The iShares Canadian Universe Bond Index ETF (XBB), which tracks the overall Canadian investment - grade bond market, has a duration of Bond Index ETF (XBB), which tracks the overall Canadian investment - grade bond market, has a duration of bond market, has a duration of 6.9.

As of July 21, 2015, the yield - to - worst of the S&P China Provincial Bond Index was 3.49 % (with a modified duration of 5.19), whereas the yield - to - worst of the S&P China Sovereign Bond Index was 3.15 % (with a modified duration of 5.60).

As of Nov 5, 2014, the yield - to - worst of the S&P China Bond Index stood at 4.09 % with a modified duration of 4.15, see Exhibit 1.

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.

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 and 3 ybonds, with maturities between 1 and 3 years.

On that basis, I'd bought XSB (a short - term bond index, average duration of about 2.9 years).

Long - Duration Bonds are represented by the Bloomberg Barclays U.S. Long Gov» t. / Credit Index, which includes all bonds covered by the Bloomberg Barclays Gov» t. / CBonds are represented by the Bloomberg Barclays U.S. Long Gov» t. / Credit Index, which includes all bonds covered by the Bloomberg Barclays Gov» t. / Cbonds covered by the Bloomberg Barclays Gov» t. / Corp..

Meanwhile, the iShares DEX All Corporate Bond Index Fund (XCB) has a duration of 5.78, which is very close to that of the RBC Target 2018 ETF.

These funds have no choice but to use sampling: they buy a smaller number of bonds that approximate the overall characteristics of the index (average term, coupon, duration, etc.).

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.

Since 2013, many investors have shunned this bond index, believing the Agg's higher duration or interest rate risk left portfolios exposed to large losses if interest rates shot up.

@Jerry, I agree that today the main risk in bonds is duration risk (AKA interest - rate risk)-- last weekend's Barron's has an interview with the UBS Wealth Management top managers pointing out this means convincing investors to switch from Treasuries and investment - grade corporates to well - selected junk (HYLD is a jewel there — DO N'T go for index funds in bonds, very differently from ones in stocks they make no sense... where's the sense in wanting to lend more to companies which are more indebted?!

Rates on loans typically reset every 90 days, implying a duration of 0.25 versus a current effective duration of 4.18 on the S&P U.S High Yield Corporate Bond Index.

If you want more protection against rising rates, you can go with a short - term bond fund — for example, Vanguard Short - Term Bond index fund has a duration of just over 2.7 years — or you could split your bond stake between a total bond market and a short - term bond index fbond fund — for example, Vanguard Short - Term Bond index fund has a duration of just over 2.7 years — or you could split your bond stake between a total bond market and a short - term bond index fBond index fund has a duration of just over 2.7 years — or you could split your bond stake between a total bond market and a short - term bond index fbond stake between a total bond market and a short - term bond index fbond market and a short - term bond index fbond index fund.

The index is comprised of (a) long positions in USD - denominated high yield corporate bonds («high yield bonds») and (b) short positions in U.S. Treasury notes or bonds («Treasury Securities») of, in aggregate, approximate equivalent duration.

Duration: Investment grade corporate bonds of the issuers of the S&P 500 Index are tracked in the S&P 500 / MarketAxess Investment Grade Corporate Bond Index.

The Citi 30 - Year TIPS (Treasury Rate - Hedged) Index tracks the performance of long positions in the most recently issued 30 - year Treasury Inflation - Protected Securities (TIPS) and duration - adjusted short positions in U.S. Treasury bonds of, in aggregate, approximate equivalent duration to the TIPS.

First Trust AlphaDEX ™ Canadian Dividend Plus ETF (TSX: FDY)(TSX: FDY.A); First Trust AlphaDEX ™ U.S. Dividend Plus ETF (CAD - Hedged)(TSX: FUD)(TSX: FUD.A); First Trust AlphaDEX ™ Emerging Market Dividend ETF (CAD - Hedged)(TSX: FDE)(TSX: FDE.A); First Trust Senior Loan ETF (CAD - Hedged)(TSX: FSL)(TSX: FSL.A); First Trust AlphaDEX ™ European Dividend Index ETF (CAD - Hedged)(TSX: EUR)(TSX: EUR.A); First Trust Short Duration High Yield Bond ETF (TSX: FHY)(TSX: FHY.A); First Trust Global Risk Managed Income Index ETF (TSX: ETP)(TSX: ETP.A); First Trust Tactical Bond Index ETF (TSX: FTB).

At the trough bond fund indices were down 7 to 10 % from peak, depending on duration.

Tobacco settlement bonds tracked by the S&P Municipal Bond Tobacco Index are down nearly 9 % year to date as yields have risen by over 255bps as the credit risk of these long duration bonds is questioned.

The average duration of the S&P Municipal Bond Tobacco Index is over 11.5 years.

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 tobacco bond exposure helps lengthen the duration of the index to over 9 years.

For example, in our iShares Conservative Strategic Fixed Income ETF (XSE), we recently made a short - term tactical trade, trimming short duration exposure by half, though the fund remains modestly underweight duration versus the FTSE TMX Canada Universe Bond 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.