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) is greater than or equal to 1,000 at the rebalance lock-in date.
For this data source, RIMES hosts approximately 24 indices, including Dow Jones Equal Weight US Issued Corporate Bond Index, S&P Corporate Bonds and various S&P US Bonds.
Some of the data items available include:
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