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iBoxx Yield Select Quarterly Update Q4 2021

06 January 2022 Rahul Sharma Wilson Mak

iBoxx Yield Select is an index framework to capture the credit-carry factor in corporate bond markets. Yield Select strategies use sampling techniques to target portfolio yield-enhancement subject to investors' tolerances for risk versus the market benchmark.

This quarter, the Benchmark's average yields (and average spreads) were slightly up and index performance was essentially flat.

However, the UST curve bear flattened and this drove index yield changes across the curve. Yields rose in the short-end and stayed relatively unchanged in the long end. This was reflected in the performance of the high duration Carry Benchmark which outperformed the Benchmark considerably.


Posted 06 January 2022 by Rahul Sharma, Director - Indices, IHS Markit and

Wilson Mak, Analyst - Indices, S&P Dow Jones Indices

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.

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