iBoxx HY Snapshot

研报英文原文证据摘录

iBoxx HY Snapshot

iBoxx IG Snapshot CreditPhilipDerivativeDobrinovStrategy

+1 212 723 2118

17-Jun-26

iBoxx IG CDX IG (5Y) Total

Sector Sector Weights Avg OAS (bp) Avg Price YTD TR

NAV OAS (bp) Yield # of Issuers # of Bonds Total Return Return Rating YTD TR

Current 346.33 87.80 5.60 425 3105 - - Basic Materials 1.5% 114 92.74 2.1% AAA 0.1%

1W 343.87 86.65 5.67 425 3105 0.72% 0.14% Consumer Goods 8.8% 96 94.32 0.9% AA 0.2%

1M 340.66 85.51 5.74 423 3078 1.66% 0.54% Consumer Services 11.0% 110 89.48 0.5% A 0.7%

3M 340.78 108.54 5.62 423 3062 1.63% 1.62% Financials 24.7% 98 92.96 0.5% BBB 1.3%

6M 342.56 91.58 5.38 424 3017 1.10% 2.31% Health Care 14.5% 87 91.76 1.0%

1Y 327.64 97.61 5.63 418 2922 5.70% 5.12% Industrials 7.2% 83 92.77 1.2%

YTD 343.41 89.10 5.38 424 3017 0.85% 2.08% Oil & Gas 7.9% 99 95.72 1.8%

Technology 17.0% 108 90.21 0.6%

Cash vs CDX Basis (bps) Telecommunications 2.8% 123 90.37 1.0%

CDX Cash Basis 6M Min 6M Max 6M Z Score 6M Percentile Utilities 5.2% 109 93.65 1.1%

5Y 50.32 87.80 -37.48 -49.23 -31.45 0.09 49%

10Y 90.20 87.80 2.40 -10.31 7.97 0.30 63% 20

6.5 0.00 0.00 0.00 0.00 8.60.00 120 0.00 0.00 CDX- Cash Basis

iBoxx IG Yield and Duration iBoxx IG OAS vs CDX IG Spread 10

6.0

8.5 100 0

5.5

80 -10 5.0 8.4

4.5 60 -20

8.3

4.0 -30 40

3.5 8.2 -40

3.0 Yield (LHS) 20 -50 5Y Basis 10Y Basis 8.1

2.5 Duration (RHS) 0 -60

2.0 8.0 Jun-25 Aug-25 Oct-25 Dec-25 Feb-26 Apr-26 Jun-26 Jun-25 Aug-25 Oct-25 Dec-25 Feb-26 Apr-26 Jun-26

iBoxx IG CDX IG 5Y CDX IG 10Y Jun-25 Aug-25 Oct-25 Dec-25 Feb-26 Apr-26 Jun-26

140 8%50% CDX IG vs iBoxx IG vs iBoxx IG Rate Hedged Total Returns IG Avg Sector OAS by Rating IG Composite Rating Distribution 7% 120 Basic Materials

40% Consumer Goods 6%

100 Consumer Services 5%

Core Financials

30% 80 Health Care 4%

Industrials 3%