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Markit iBoxx USD High Yield Indices

Published in Fixed Income Indices

The iBoxx USD High Yield Developed Markets Index is designed to reflect the performance of USD denominated high yield corporate debt from developed countries. The index rules aim to offer a broad coverage of the USD high yield liquid bond universe. The indices are an integral part of the global Markit iBoxx index families, which provide the marketplace with accurate and objective indices by which to assess the performance of bond markets and investments.

The iBoxx USD High Yield Developed Markets Index is rebalanced once a month at the month-end (the “rebalancing date”) and consists of sub-investment grade USD denominated bonds issued by corporate issuers from developed countries and rated by at least one of three rating services: Fitch Ratings, Moody’s Investors Service, or S&P Global Ratings.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 2399 bonds and 439 indices (iBoxx USD High Yield Developed Markets). Some of the data items available include:

  • 144A Exempt Flag, 144a Registration Right, Accrued Interest, Alternative Ticker (TR series), Annual Benchmark Spread to Benchmark Curve, Annual Convexity, Annual Convexity to Maturity, Annual Modified Duration, Annual Modified Duration to Maturity, Annual Spread, Annual Yield, Annual Yield to Maturity, Annual Yield to Maturity, Ask Price, Asset Swap, Asset Swap Margin, Average Life, Average Spread to LIBOR, ax Rate, Base Market Value, Base Market Value, Base Market Value in US Dollars, Bid Price, Bloomberg Ticker, Callable Flag, Capped Cash Paid, Capped Price Return Base Market Value, Capped Price Return Market Value, Cash, Cash Paid in Local Currency, Cash US Dollars, Clean Price, Constrained Base Market Value, Constrained Market Value, Constrained Notional Outstanding, Convexity, Convexity to Maturity, Core Index Flag, Cost Factor, Country Code, Country Code of Risk, Country Description, Coupon, Coupon Adjustment, Coupon Frequency, Coupon Income Index, Coupon Income Index in US Dollars, Coupon Payment, Crossover Flag, Currency Code, CUSIP Code, Daily Excess Return Over Libor, Daily Excess Return Over Libor, Daily Excess Return Over Sovereigns, Daily Excess Return Over Sovereigns, Daily Total Return, Daily Total Return Adjusted Investible Weight, Daily Total Return in Local Currency, Daily Total Return in US Dollars, Date of Portfolio, Day Count, Dirty Price, Dollar Value Change for 1 Basis Point, Dual Flag, Duration to Maturity, Duration Weighted Exposure, Effective Duration, Ex-Dividend, First Coupon Date, First Settle Date, Flag 1 to 3 Years, Floating Rate Note Flag, Frequency, Gross Price Index, Income Index, Index Description, Index Price, Inflation Linked Flag, Interest Accrued Date, Interest on Cash, Investable Weight, ISIN Code,
  • Issue Description, Issuer Class Level, Issuer Country, Issuer Description, Last Price Date, Level 5 Sector Classification, Level 6 Sector Classification, Macaulay Duration, Market Value, Market Value, Market Value in Local Currency, Maturity Bands, Maturity Date, Mid Price, Modified Duration, Modified Duration to Maturity, Month to Date Excess Return, Month to Date Excess Return Over Libor, Month to Date Excess Return Over Libor in US Dollars, Month to Date Excess Return Over Sovereigns, Month to Date Total Return, Native Markit Identifier, Next Call Date, Next Coupon Date, Notional Outstanding, Notional Outstanding in Local Currency, Number of Constituents, Option Adjusted Spread, Option Adjusted Spread Convexity, Paid Cash, Portfolio Duration to Maturity, Price Duration, Price Index, Price Index Cost Factor, Price Return Base Market Value, Price Return Market Value, Price Return Market Value, Pricing Type, Quarter to Date Total Return, Quarter to Date Total Return in Local Currency, Rating, Redemption, Redemption Income Index, Registration Effective Period, Semi Annual Convexity, Semi Annual data, Semi Annual Modified Duration to Maturity, Sinking Factor, Sinking Flag, Spread, Spread to Spot Curve, Ticker, Top Level Index Membership, Total Market Value in US ollars, Total Return, Total Return in US Dollars, Weight in Index, Work Out Date, Yankee Bond Flag, Year to Date Total Return, Year to Date Total Return in Local Currency, Year to Date Total Return in US Dollars, Years to Maturity, Yield, Yield to Maturity / Years to Maturity, Zero Coupon Flag, etc.

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