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J.P. Morgan Global High Yield Indices

Published in Fixed Income Indices

The J.P. Morgan Global High Yield Index consists of of fixed income securities of domestic and foreign issuers with a maximum credit rating of BB+ or Ba1. This Index seeks a high level of current income by investing primarily in a diversified portfolio of debt securities that are rated below investment grade or unrated. Capital appreciation is a secondary objective, where the strategy is to invest primarily in bonds that are rated below investment-grade or unrated. This index generally maintains an average weighted maturity between three and 10 years, although it may shorten its average weighted maturity to as little as two years if deemed appropriate for temporary defensive purposes.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 14000 bonds, 5800 sector codes and 14 indices, including CSI Euro, CSI High, and JPM HY Indices.

Some of the data items available include:

  • Index Items – Average Coupon, Average Maturity, Average Modified Duration, Average Modified Duration to Worst, Average Spread, Average Yield, Average Yield to Maturity, Average Yield to Worst, Book Value, Hedged Total Return, Index Weight, Market Capitalization, Number of Constituents, Price Return 1-day change, Price Volatility, Total Return, Years to Offer Date, etc.
  • Bond Items – Accrued Interest, Aggregate Coupon, Amount Held, Amount of Offering, Beginning Data (values and dates), Book Price Value, Clean Price, Country Code, Country of Registration Code, Coupon, Currency Code, Currency ID, Current Call Date, Current Call Price, Current Coupon, Cusip Code, Daily Interest Rate Return, Daily Price Return, Daily Total Return, Database Symbol (Source), Date of Offering, Date of Portfolio, Defaulted, Developed Region, Equity Ticker, EURO Index Date, Have Beginning Price, Included in CHYD, CHYE, CHYI, CHYP, JHYT, JINS, etc., Index Date, Index Flag, Index Name, Index Segment, Index Type, Industry Description, Investable Weight, ISIN Code, Issuer Description, Issuer ID, Main Issuer, Market Value, Maturity Date, Modified Duration, Modified Duration to Worst, Month to Date Returns, Moody’s Rating, Next Call Date/price, Notional Outstanding, Offered in Period, Price of Offering, Price Volatility, Rating, Reinvestment Rate, Reinvestment Return, Security Type, Seniority, Settlement Date, Spread of Offering, Spread to Worst, Standard & Poor’s Rating, Step Up Date, Sub-Industry Segment, Ticker, Tier, Type of Offering, Underwriter, Weight in Index, Yield, Yield of Offering, Yield to Maturity, Yield to Worst Call Price, Yield to Worst Date, etc.

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