Jun 14, 2018 When the CBOE Volatility Index (the VIX) spiked in early February, spreads on corporate bonds and loans (typically low-rated credits) moved Feb 27, 2017 For spread products such as corporate bonds, their total return is also Both high yield indices demonstrated a positive correlation with rate Nov 30, 2015 The high-yield market saw a similar increase, with the spread on the Bank of America Merrill Lynch High Yield Index also widening nearly 25 Apr 8, 2019 Returns based on spreads for the JACI High Yield Index, which is the high yield portion of J.P. Morgan Asia Credit Index. The views and May 5, 2015 "The entire existence of the high-yield bond market is during secularly declining rates," DoubleLine's Jeff Gundlach said. This was a key theme Dec 11, 2017 High Yield Bond Index and its option- adjusted spread (OAS) over U.S. Treasuries of comparable maturity. As with the VIX-yield curve cycle,
Feb 27, 2017 For spread products such as corporate bonds, their total return is also Both high yield indices demonstrated a positive correlation with rate Nov 30, 2015 The high-yield market saw a similar increase, with the spread on the Bank of America Merrill Lynch High Yield Index also widening nearly 25 Apr 8, 2019 Returns based on spreads for the JACI High Yield Index, which is the high yield portion of J.P. Morgan Asia Credit Index. The views and
The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. Closing index values, return on investment and yields paid to investors compared with 52-week highs and lows for different types of bonds. Preliminary data and data shown as "n.a." will update This data represents the effective yield of the ICE BofAML US High Yield Master II Index, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. This page shows HY index yields and spreads. iBoxx EUR High Yield Overall Index data provided by Markit Group Ltd i) High Yield Bond Index: Corporate Spreads If you already have a membership, simply log in to view it. The ICE/BofAML U.S. high yield energy index saw its spread over Treasuries rise to 851 basis points on Tuesday, its highest since August 2016.
Closing index values, return on investment and yields paid to investors compared with 52-week highs and lows for different types of bonds. Preliminary data and data shown as "n.a." will update
US High Yield Master II Option-Adjusted Spread is at 4.02%, compared to 4.00% the previous market day and 3.51% last year. This is lower than the long term average of 5.56%. The S&P 500 Bond Mega 30 High Yield 3-5 Year Index is composed of 30 bonds, representing the largest high yield issuances from S&P 500 issuers. The The index is a sub-index of the S&P U.S. High Yield Corporate Bond Index whose constituents only includes the bonds whose OAS (Option Adjusted Spread) This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML Euro High Yield Index tracks the performance of Euro denominated below investment grade corporate debt publicly issued in the euro domestic or eurobond markets. Qualifying securities must have a below investment grade rating (based on an average of Moody's, S&P, and Fitch). The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. Closing index values, return on investment and yields paid to investors compared with 52-week highs and lows for different types of bonds. Preliminary data and data shown as "n.a." will update This data represents the effective yield of the ICE BofAML US High Yield Master II Index, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.