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The index was acquired by Bloomberg L.P. in August 2016 as part of a larger sale of the bank's index and risk analytics business. The index was subsequently renamed the Bloomberg Barclays US Aggregate Bond Index. Upon its acquisition, Bloomberg and Barclays announced that the index would be co-branded for an initial term of five years. [5]
Download as PDF; Printable version ... (Bank of America) Merrill Lynch Global Bond Index; Bloomberg Barclays Global Aggregate Bond Index ... First Boston High-Yield ...
The Frankfurt Bond Market, 1988. A bond index or bond market index is a method of measuring the investment performance and characteristics of the bond market.There are numerous indices of differing construction that are designed to measure the aggregate bond market and its various sectors (government, municipal, corporate, etc.)
It has been called the "Bond Market's Scariest Gauge", and hit an all-time low of 0.1968 for the Bloomberg Barclays US Corporate Bond Index on Dec 31, 2020. [30] The ratio is simply the yield offered (as a percentage), divided by the bond duration (in years).
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Financial contracts traded on US futures exchanges (such as bonds, short-term interest rates, foreign exchange, and US stock indexes) typically expire quarterly, specifically in March, June, September, and December. However, for financial contracts traded on non-US futures exchanges, the expiration schedule may not follow a quarterly pattern.
The Marshall-Edgeworth index, credited to Marshall (1887) and Edgeworth (1925), [11] is a weighted relative of current period to base period sets of prices. This index uses the arithmetic average of the current and based period quantities for weighting. It is considered a pseudo-superlative formula and is symmetric. [12]
From late 2002, the CDS market began to standardize credit default swap contracts so that they would all mature on one of the four days of 20 March, 20 June, 20 September and 20 December. [1]