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J.P. Morgan Global High Yield Index

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 10600 bonds, 5600 sector codes and 11 indices, including CSI Euro, CSI High, and JPM HY Indices.

Some of the data items available include:

  • Bond Items – Accrued Interest, Aggregate Coupon, Amount Held, Amount of Offering, Beginning Price, Book Price Value, Book Value, Clean Price, Country Code, Coupon, Currency Code, Current Call Date, Current Call Price, Current Yield, Cusip Code, Developed Region, Equity Ticker, Index Segment, Index Type, Interest Rate Return, Investable Weight, Market Value, Market Value Weight, Maturity Date, Modified Duration, Month to Date Returns, Next Call Date, Next Call Price, Notional Outstanding, Offered in Period, Opening Investable Weight, Outstanding, Percent Par, Price of Offering, Price Return, Price Volatility, Rating, Reinvestment Rate, Reinvestment Return, Security Type, Seniority, Settlement Date, Spread of Offering, Spread to Worst, Step Date, Tier, Total Return, Type of Offering, Underwriter, Weight in Index, Year to Date Returns, Yield of Offering, Yield to Maturity, Yield to Worst, etc.
  • Index Items – Average Coupon, Average Maturity, Average Modified Duration, Average Spread, Average Yield, Book Value, Hedged Total Return, Index Weight, Market Capitalization, Number of Constituents, Price at Par, Price Return 1-day change, Price Volatility, Total Return, Years to Offer Date, Yield to Worst, etc.

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