iBoxx HY Snapshot

研报英文原文证据摘录

iBoxx HY Snapshot

iBoxx IG Snapshot CreditPhilipDerivativeDobrinovStrategy

+1 212 723 2118

24-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 345.54 87.49 5.64 425 3105 - - Basic Materials 1.5% 115 92.28 1.8% AAA -0.1%

1W 346.33 87.80 5.60 425 3105 -0.23% 0.05% Consumer Goods 8.8% 94 94.04 0.7% AA 0.0%

1M 342.52 84.17 5.69 423 3078 0.88% 0.43% Consumer Services 11.0% 110 89.14 0.2% A 0.4%

3M 340.47 100.19 5.65 423 3062 1.49% 1.62% Financials 24.7% 97 92.66 0.3% BBB 1.0%

6M 342.98 89.33 5.38 424 3017 0.74% 2.23% Health Care 14.5% 86 91.50 0.8%

1Y 329.98 98.52 5.55 418 2922 4.72% 4.93% Industrials 7.2% 82 92.47 1.0%

YTD 343.41 89.10 5.38 424 3017 0.62% 2.13% Oil & Gas 7.9% 98 95.39 1.6%

Technology 17.0% 108 89.89 0.4%

Cash vs CDX Basis (bps) Telecommunications 2.8% 123 90.06 0.7%

CDX Cash Basis 6M Min 6M Max 6M Z Score 6M Percentile Utilities 5.2% 107 93.44 0.9%

5Y 50.89 87.49 -36.61 -49.23 -31.45 0.32 60%

10Y 90.78 87.49 3.29 -10.31 7.97 0.53 68% 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%

40% Consumer Goods 5%

100 Consumer Services

Core Financials 4%

30% 80 Health Care 3%

Industrials

60 Oil & Gas 2%