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S&P US Distressed High Yield Corporate Bond Indices

Published in Fixed Income Indices

The S&P U.S. Distressed High Yield Corporate Bond Index is a market-weighted index comprising securities with an option-adjusted spread greater than or equal to 1,000 basis points. This index is a sub-index of the S&P U.S. High Yield Corporate Bond Index. The S&P U.S. Issued Corporate Bond Family is a broad index family designed to measure the performance of investment-grade and high-yield U.S. dollar.

Key Features and Coverage on RIMES

For this data source, RIMES hosts 23 indices, including Dow Jones Equal Weight U.S. Issued Corporate Bond Index, and S&P U.S. Issued, High Yield, Foreign Issued, Investment Grade, and Crossover Rated Corporate Bond Indices.

Some of the index items available include:

  • Average Coupon, Convexity, Effective Duration, Modified Duration, Option Adjusted Spread, Price, Yield, Yield to Worst, Yield to Maturity, Branding, Country Code, Index Family, Index Type, Last Price Date, Market Capitalization in US Dollars, Number of Constituents, Total Return in US Dollars, Weight Type, etc.

 

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