iBoxx HY Snapshot

研报英文原文证据摘录

iBoxx HY Snapshot

iBoxx IG Snapshot CreditPhilipDerivativeDobrinovStrategy

+1 212 723 2118

30-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 348.10 90.46 5.56 425 3105 - - Basic Materials 1.5% 120 92.85 2.5% AAA 0.7%

1W 345.00 87.97 5.66 425 3105 0.90% 0.07% Consumer Goods 8.8% 96 94.68 1.5% AA 0.7%

1M 345.70 83.55 5.59 423 3078 0.70% 0.35% Consumer Services 11.0% 113 89.79 1.0% A 1.2%

3M 337.41 105.02 5.77 423 3062 3.17% 1.90% Financials 24.7% 99 93.29 0.9% BBB 1.8%

6M 344.70 89.27 5.33 424 3017 0.99% 2.26% Health Care 14.5% 88 92.26 1.7%

1Y 332.30 90.17 5.46 417 2914 4.75% 4.78% Industrials 7.2% 84 93.17 1.8%

YTD 343.41 89.10 5.38 424 3017 1.37% 2.22% Oil & Gas 7.9% 102 96.03 2.4%

Technology 17.0% 112 90.39 1.0%

Cash vs CDX Basis (bps) Telecommunications 2.8% 128 90.52 1.3%

CDX Cash Basis 6M Min 6M Max 6M Z Score 6M Percentile Utilities 5.2% 109 94.23 1.9%

5Y 50.67 90.46 -39.79 -49.23 -31.45 -0.63 20%

10Y 90.61 90.46 0.15 -10.31 7.97 -0.39 29% 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 6%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 5%

40% Consumer Goods 4%

100 Consumer Services

Core Financials 3%

30% 80 Health Care 2%

Industrials

60 Oil & Gas 1%

20%

Technology 0%