iBoxx HY Snapshot

研报英文原文证据摘录

iBoxx HY Snapshot

iBoxx IG Snapshot CreditPhilipDerivativeDobrinovStrategy

+1 212 723 2118

18-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 345.24 87.56 5.64 425 3105 - - Basic Materials 1.5% 117 92.46 1.8% AAA -0.2%

1W 343.32 87.06 5.69 425 3105 0.56% 0.14% Consumer Goods 8.8% 99 93.99 0.6% AA 0.0%

1M 340.66 85.51 5.74 423 3078 1.34% 0.50% Consumer Services 11.0% 113 89.18 0.2% A 0.3%

3M 342.45 104.67 5.56 423 3062 0.81% 1.48% Financials 24.7% 101 92.65 0.1% BBB 0.9%

6M 342.50 91.66 5.39 424 3017 0.80% 2.30% Health Care 14.5% 90 91.49 0.7%

1Y 327.82 97.13 5.62 418 2922 5.31% 5.05% Industrials 7.2% 85 92.49 0.9%

YTD 343.41 89.10 5.38 424 3017 0.53% 2.04% Oil & Gas 7.9% 102 95.41 1.5%

Technology 17.0% 111 89.90 0.3%

Cash vs CDX Basis (bps) Telecommunications 2.8% 125 90.11 0.7%

CDX Cash Basis 6M Min 6M Max 6M Z Score 6M Percentile Utilities 5.2% 111 93.43 0.8%

5Y 51.39 87.56 -36.17 -49.23 -31.45 0.48 66%

10Y 91.18 87.56 3.62 -10.31 7.97 0.65 72% 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 7%50% IG Composite Rating Distribution IG Avg Sector OAS by Rating CDX IG vs iBoxx IG vs iBoxx IG Rate Hedged Total Returns

120 Basic Materials 6%

Consumer Goods40%

Consumer Services 5% 100

Core Financials 4%

30% 80 Health Care

Industrials 3%

60 Oil & Gas