US Corporate Bonds

Bloomberg Corporate Bond Indexes

Name Value Change MTD Return 52-Week Return Effective Yield
Bloomberg US Corporate Bond Index 136.75 +0.01 +1.68% +7.15% 2.89%
Bloomberg Investment Grade European Corporate Bond Index 120.13 -0.59 +0.33% -0.68% 1.39%
Bloomberg Global Investment Grade Corporate Bond Index 125.85 -0.22 +1.19% +3.24% 2.28%
Bloomberg Global High Yield Corporate Bond Index 150.50 +0.18 +0.54% +4.08% 6.15%

FlNRA/Bloomberg Active U.S. Corporate Bond Indexes

Investment Grade

Total Return 189.06 -42
Price 102.82 -24
Yield 3.44 +2
Volume 10,730.93 -17130
MTD Total Return +1.06% -
YTD Total Return +5.19% -
Date 10/23/2014
No chart data available.
  • NBBITR:IND 189.47
  • 1M
  • 1Y

Previous Close

High Yield

Total Return 318.17 +34
Price 133.17 +12
Yield 5.83 -2
Volume 4,353.78 +45338
MTD Total Return +1.38% -
YTD Total Return +4.07% -
Date 10/23/2014
No chart data available.
  • NBBHTR:IND 317.83
  • 1M
  • 1Y

Previous Close

Definitions & Description

The FlNRA/Bloomberg Active U.S. Corporate Bond Indexes are comprised of the "active" (most frequently traded) fixed coupon bonds represented by FINRA TRACE. FINRA's transaction reporting facility that disseminates all over-the-counter secondary market transactions in these public bonds. Indexes are updated after 5:30PM ET each business day. The indexes are rebalanced on a monthly basis.

Total Return (Index) measures the total amount earned by owning a security over the time period. It incorporates the accrued interest on the bond during ownership, coupons paid out on the bond, and rise and fall of the bond's price. It is the most complete measure of the amount of money made on holding fixed income issues in the index.

Price (Index) is the weighted average Index price of all bonds in the index. Please see below for details.

Yield (Index) is the weighted average Index yield of all bonds in the index. Please see below for details.

Change — Calculated as today's value less yesterday's value.

Volume — Total par value traded for all bonds in the index in millions of U.S. dollars — this is the total volume reported to TRACE and is not constrained by Disseminated Volume caps.

FINRA TRACE Bond Market Activity & Statistics

All Issues & Convertibles Investment Grade High Yield
Total Issues Traded 6,774 4,651 -
Advances 2,871 1,865 906
Declines 3,618 2,668 849
Unchanged 152 35 114
52 Week High 214 152 54
52 Week Low 145 80 58
Dollar Volume 27,454 17,561 8,910

Definitions & Description

The Market Aggregate statistics provides an end-of-day recap of secondary corporate bond market activity in publicly traded TRACE eligible securities. The aggregate statistics is updated after 7:00PM ET each business day.

The Total issues traded and the Dollar volume measures represent the full breadth of the TRACE-eligible universe (not including Rule 144A issues), but excludes when issued securities and matured securities.

The 52 Week High and 52 Week Low values include all Total Issues Trades, except those issues whose issue date is within the prior five business days. High and Low values are determined from the Last Sale

Dollar Volume per security is calculated as quantity of bonds times par value. This information is aggregated for the universe and rounded to the nearest million. Values represent Million USD. Trades are included as: Customer Buys and sells, and Inter-Dealer sells.

Unless indicated otherwise: intraday data is at least 15 minutes delayed; mutual fund NAVs are updated at the close of every market day; all prices are in the local currency; Time is ET.

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