iBoxx HY Snapshot

研报英文原文证据摘录

iBoxx HY Snapshot

iBoxx IG Snapshot CreditPhilipDerivativeDobrinovStrategy

+1 212 723 2118

23-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 345.00 87.97 5.66 425 3105 - - Basic Materials 1.5% 115 92.15 1.6% AAA -0.3%

1W 345.88 85.64 5.61 425 3105 -0.25% 0.06% Consumer Goods 8.8% 94 93.88 0.5% AA -0.2%

1M 342.52 84.17 5.69 423 3078 0.72% 0.45% Consumer Services 11.0% 110 89.00 0.0% A 0.3%

3M 338.39 102.77 5.72 423 3062 1.95% 1.87% Financials 24.7% 97 92.53 0.1% BBB 0.9%

6M 342.71 90.26 5.39 424 3017 0.67% 2.27% Health Care 14.5% 86 91.36 0.6%

1Y 329.98 98.52 5.55 418 2922 4.55% 4.96% Industrials 7.2% 82 92.34 0.8%

YTD 343.41 89.10 5.38 424 3017 0.46% 2.15% Oil & Gas 7.9% 98 95.27 1.4%

Technology 17.0% 107 89.77 0.2%

Cash vs CDX Basis (bps) Telecommunications 2.8% 123 89.94 0.6%

CDX Cash Basis 6M Min 6M Max 6M Z Score 6M Percentile Utilities 5.2% 107 93.29 0.8%

5Y 50.26 87.97 -37.71 -49.23 -31.45 0.00 44%

10Y 90.18 87.97 2.21 -10.31 7.97 0.22 59% 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-25 Aug-25 Oct-25 Dec-25 Feb-26 Apr-26

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

20%

Technology 1%