Customer Logins

Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.

Customer Logins

iBoxx Yield Select Quarterly Update Q2 2021

08 July 2021 Rahul Sharma Wilson Mak

Yield Select is an index based credit-carry strategy that aims to benefit from systematically selecting high spread bonds using stratified sampling techniques.

Yields fell this quarter with the moves mostly driven by changes in rates (though spread compression also contributed). The benchmark and the Yield Select strategies all posted quarterly gains. The bulk of the positive return, across all strategies, was captured in June.

Whilst all strategies outperformed the benchmark over Q2, the Basic Yield Select made the largest gain over the broad market. This contrasts to end of Q1 standings where the Basic Yield lagged the most.

SEE THE FULL REPORT HERE

Posted 08 July 2021 by Rahul Sharma, Director - Indices, IHS Markit and

Wilson Mak, Analyst - Indices, IHS Markit

IHS Markit provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation.


Follow Financial Services

Explore

Follow Us

Filter Sort