Le mode conseil est activé Arrêter

HW00 Global High Yield Index, Spread-Govt

journalier
bps
UTC+3
valeur précédente
338 bps le 26/03/2024
de
à
ADD-IN
Add-in Cbonds
API
bond data api
Les données de cet indice ne sont pas disponibles au téléchargement
Il faut s'enregistrer
Envoyer la demande d'accès accès

explorer la base de données la plus complète

800 000

obligations globalement

Plus de 400

sources de prix

80 000

actions

9 000

ETF

suivre votre portefeuille de la manière la plus efficace
screener d'obligations
liste de surveillance
Excel ADD-IN

Quotations des participants au marché

Description de l'indice

Global High Yield Index tracks the performance of USD, CAD, GBP and EUR denominated below investment grade corporate debt publicly issued in the major domestic or eurobond markets. Qualifying securities must have a below investment grade rating (based on an average of Moody’s, S&P and Fitch), at least 18 months to final maturity at the time of issuance, at least one year remaining term to final maturity as of the rebalancing date, a fixed coupon schedule and a minimum amount outstanding of USD 250 million, EUR 250 million, GBP 100 million, or CAD 100 million. Original issue zero coupon bonds, eurodollar bonds, 144a securities (with and without registration rights), and pay-in-kind securities (including toggle notes) are included in the index. Callable perpetual securities are included provided they are at least one year from the first call date. Fixed-to-floating rate securities are included provided they are callable within the fixed rate period and are at least one year from the last call prior to the date the bond transitions from a fixed to a floating rate security. Contingent capital securities (“cocos”) are excluded, but capital securities where conversion can be mandated by a regulatory authority, but which have no specified trigger, are included. Other hybrid capital securities, such as those issues that potentially convert into preference shares, those with both cumulative and non-cumulative coupon deferral provisions, and those with alternative coupon satisfaction mechanisms, are also included in the index. Securities issued or marketed primarily to retail investors, equity-linked securities, securities in legal default, hybrid securitized corporates, taxable and tax-exempt US municipal securities and $1000 par preferred and DRD-eligible securities are excluded from the index. Index constituents are market capitalization weighted. Accrued interest is calculated assuming next-day settlement. Cash flows from bond payments that are received during the month are retained in the index until the end of the month and then are removed as part of the rebalancing. Cash does not earn any reinvestment income while it is held in the index. The index is rebalanced on the last calendar day of the month, based on information available up to and including the third business day before the last business day of the month. New issues must settle on or before the calendar month end rebalancing date in order to qualify for the coming month. No changes are made to constituent holdings other than on month end rebalancing dates.

Liste des titres pour le calcul de l'index

La composition de la liste des indices

Les données sont disponibles par téléchargement

Indices de sous-groupe

Indice Dernière valeur Date
HW00 Global High Yield Index, Spread-Govt 340 bps 27/03/2024
HW00, %YTD USD 1,43 % 27/03/2024
HW00, effective duration 3,21 years 27/03/2024
HW00, effective yield 7,34 % 27/03/2024
HW00, total return 453,5 % 27/03/2024
Vous devez vous inscrire pour y accéder.