Sentences with phrase «maturity of the bond index»

The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.

The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.

Not exact matches

Its underlying index selects and weights its bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.

The index includes bonds with a minimum credit rating BAA3, are issued as part of a deal of at least $ 50 million, have an amount outstanding of at least $ 5 million and have a maturity of 8 to 12 years.

SHYL tracks an index of USD - denominated high - yield corporate bonds with 0 to 5 years remaining to maturity.

The Bloomberg Barclays U.S. Aggregate 10 + Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of 10 years or mBond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of 10 years or mbond issues, and mortgage - backed securities with maturities of 10 years or more.

Most of the corporate data from the 1950s (e.g. Moodys and Dow Jones Corporate Bond index) is for 20 to 30 year maturities.

The Bloomberg Barclays U.S. Aggregate 5 — 7 Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of five to seven yeBond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of five to seven yebond issues, and mortgage - backed securities with maturities of five to seven years.

The Barclays U.S. Aggregate Bond Index is a market value — weighted index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or Index is a market value — weighted index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or more.

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 Barclays U.S. Intermediate Government Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 yIndex is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 yindex of U.S. government fixed - rate debt issues with maturities between one and 10 years.

The Bloomberg Barclays U.S. Aggregate 1 — 3 Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of one to three yeBond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of one to three yebond issues, and mortgage - backed securities with maturities of one to three years.

The iShares 20 + Year Treasury Bond ETF tracks a market - weighted index of debt issued by the US Treasury with remaining maturities of 20 years or more.

Bloomberg Barclays U.S. Treasury Bond Index is a market value - weighted index of public obligations of the U.S. Treasury with maturities of one year or Index is a market value - weighted index of public obligations of the U.S. Treasury with maturities of one year or index of public obligations of the U.S. Treasury with maturities of one year or more.

High - yield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to maturity.

U.S. Treasuries represented by the Bloomberg Barclays U.S. 7 - 10 Year Treasury Bond Index, including U.S. Treasury securities with a maturity of 7 — 10 years.

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.

RBC Global Asset Management Inc. (RBC GAM) today announced final details regarding the scheduled maturity of RBC Target 2016 Corporate Bond Index ETF (TSX: RQD)...

2016.09.15 RBC Global Asset Management Inc. announces final details on maturity of RBC Target 2016 Corporate Bond Index ETF RBC Global Asset Management Inc. (RBC GAM) today announced final details regarding the scheduled maturity of RBC Target 2016 Corporate Bond Index ETF (TSX: RQD)...

2016.03.15 RBC Global Asset Management Inc. announces maturity date of RBC Target 2016 Corporate Bond Index ETF RBC Global Asset Management Inc. today announced that the RBC Target 2016 Corporate Bond Index ETF (TSX: RQD) will mature on Friday, November 18, 2016...

The PowerShares BulletShares 2023 Corporate Bond ETF tracks an index of investment - grade corporate bonds with effective maturities in 2023.

The PowerShares BulletShares 2019 Corporate Bond ETF tracks a market - weighted index of USD - denominated corporate investment - grade bonds with effective maturities in 2019.

Exhibit 1: The Yield - to - Maturity of the S&P Indonesia Corporate Bond Index and the S&P Indonesia Sovereign Bond Index

The Barclays U.S. Credit Index is the credit component of the Barclays Capital U.S. Aggregate Bond Index, which is a broad - based bond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to matuIndex is the credit component of the Barclays Capital U.S. Aggregate Bond Index, which is a broad - based bond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to maturBond Index, which is a broad - based bond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to matuIndex, which is a broad - based bond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to maturbond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to matuindex comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to maturity.

Long - term indexes include bonds with maturities of 10 years or longer.

Also, did you use the top - line index, since the top - line index includes long bonds (rendering it an even poorer comparator for your purpose), while sub-indices split the index into an Intermediate maturity band that includes bonds with maturities of 1 to 9.999 years, while the Long maturity bands include maturities of 10 years or greater.

The Guggenheim BulletShares 2015 Corporate Bond ETF tracks an index of investment grade corporate bonds with effective maturities in 2015.

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).

Government bonds are measured by the Bloomberg Barclays Government - Related Index, a universe of Treasury bonds used as a benchmark against the market for long - term maturity fixed - income securities.

In their December 2016 paper entitled «Cross-Asset Signals and Time Series Momentum», Aleksi Pitkajarvi, Matti Suominen and Lauri Vaittinen examine a strategy that times each of country stock and government bond (constant 5 - year maturity) indexes based on past returns for both.

The Bloomberg Barclays Municipal Bond 10 - Year Index is an unmanaged index that is considered representative of the broad market for investment grade, tax - exempt bonds with a maturity of at least 10 yIndex is an unmanaged index that is considered representative of the broad market for investment grade, tax - exempt bonds with a maturity of at least 10 yindex that is considered representative of the broad market for investment grade, tax - exempt bonds with a maturity of at least 10 years.

The iShares TIPS Bond ETF (NYSEARCA: TIP) tracks the performance of the Barclays U.S. Treasury Inflation Protected Securities TIPS Index, which is composed of TIPS with maturities ranging from one to 20 - plus years.

The yield - to - maturity of the S&P Indonesia Bond Index tightened 80 bps to 7.07 % YTD, and it remains the highest yielding country within Pan Asia YTD, followed by the 7.11 % yield of the S&P BSE India Bond Index.

Exhibit 2 shows the yield spread of various dividend indices versus the yield - to - maturity of the S&P U.S. Treasury Bond 7 - 10 Year Index since Dec. 17, 2015.

Short and intermediate maturity treasury returns have forced performance seeking investors to assume the risk of the longer end such as the current 13.53 % return from the S&P / BGCantor 20 + Year U.S. Treasury Bond Index.

The vast majority of bond index funds sell them before maturity because major bond indexes provided by BarCap (ex-Lehman) all have minimum maturity clauses, forcing them to sell the bonds early in order to track the index properly.

Municipal bonds are measured by the Bloomberg Barclays US Municipal Bond Index, an unmanaged index of municipal bonds with maturities greater than two yIndex, an unmanaged index of municipal bonds with maturities greater than two yindex of municipal bonds with maturities greater than two years.

Looking at the yield performance, the yield - to - maturity tracked by the S&P Malaysia Bond Index has widened 17bps YTD to 4.14 %, as of August 18, 2015.

Japanese sovereign bonds represent over 70 % of market exposure; the current yield - to - maturity of the S&P Japan Sovereign Bond Index is 0.22 %, compared with 2.83 % for the S&P China Sovereign Bond Index.

[1] Sovereign bonds have had a strong rally since then; the total return rose 10.82 % YTD, while the yield - to - maturity tightened 103 bps to 3.21 %, according to the S&P Philippines Sovereign Bond Index as of Aug. 4, 2016.

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.

9 The Bloomberg Barclays Municipal Bond Index is an unmanaged index of municipal bonds with maturities greater than two yIndex is an unmanaged index of municipal bonds with maturities greater than two yindex of municipal bonds with maturities greater than two years.

2 The Bloomberg Barclays US Treasury Index is an unmanaged index of prices of US Treasury bonds with maturities of one to 30 yIndex is an unmanaged index of prices of US Treasury bonds with maturities of one to 30 yindex of prices of US Treasury bonds with maturities of one to 30 years.

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.

The Bloomberg Barclays 7 - Year Municipal Index is a subset of the Bloomberg Barclays Municipal Bond Index, covering those issues with remaining maturities of six to seven years.

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 recently as this April, the DEX Universe Bond Index had a yield to maturity of about 2.1 %, while today it's over 2.9 %.

According to the index methodology, the ETFs hold 50 % of their assets in bonds with maturities between one and two years, and 50 % in bonds that mature in 10 to 20 years.

Today, a traditional bond index exchange - traded fund (ETF) with an average term of about 10 years has a yield to maturity of about 1.7 %.

The index mutual funds and exchange - traded funds we recommend in the Couch Potato portfolios track the broad DEX Universe Bond Index, which includes a wide range of maturities, from one year to more than 25 yindex mutual funds and exchange - traded funds we recommend in the Couch Potato portfolios track the broad DEX Universe Bond Index, which includes a wide range of maturities, from one year to more than 25 yIndex, which includes a wide range of maturities, from one year to more than 25 years.