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Tag Archives: fixed income

May 24, 2022

Bringing Transparency to Green Bonds

As the global green bond market continues to grow, how are indices helping investors assess greenium and the potential opportunity set? S&P DJI’s Brian Luke joins VanEck’s Bill Sokol and Phil Kirouac for a closer look at how indexing works for green bonds.  

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Feb 2, 2022

Is Fixed Income Failing? It May Be Time to Look at the Index

Last year wasn’t the best time to hold bonds. Nearly every equity market delivered solid gains in 2021, while the S&P U.S. Aggregate Bond Index fell 1.4%. Nevertheless, flows into fixed income products such as ETFs were firmly positive. The leading asset gatherer was total market-type ETFs, with one in every three dollars newly invested…

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Jul 15, 2021

How Liquid Alternatives Deliver Diversification

Examine the potential pros and cons of liquid alternatives and how index innovations may help insurers diversify and protect against risk with S&P DJI’s Rupert Watts and Kelsey Stokes. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary

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Jul 12, 2021

Why ETFs Held Up to 2020’s Pressure Test

What could 2020’s liquidity lessons mean for the insurance investment landscape moving forward? S&P DJI’s Tim Brennan joins State Street Global Advisors’ Ben Woloshin, Citadel’s Katie Stiner, and One America’s Brian Matthews for a closer look at this evolving landscape. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary

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Mar 30, 2021

Concerned about Inflation? Here’s a Tip

The newly launched S&P GSCI (U.S. 10-Year TIPS) TR was designed with inflation protection in mind. This index takes the renowned broad commodity market benchmark, the S&P GSCI, and aims to add boosted return potential from an exposure to on-the-run U.S. 10-Year Treasury Inflation-Protected Securities (TIPS). Normally, the S&P GSCI TR includes the collateral yield…

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Mar 1, 2021

Understanding SOFR

In June 2023, the U.S. dollar London Inter-Bank Offered Rate (LIBOR) will likely be discontinued. The Alternative Reference Rates Committee has identified the Secured Overnight Funding Rate (SOFR) as the recommended alternative reference rate to replace USD LIBOR. SOFR is calculated as a volume-weighted median of transaction-level U.S. Treasury repurchase agreements data, reflecting borrowing cost…

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Feb 16, 2021

Preferred Stock and Senior Loan Solutions for Yield-Starved Investors

So far in 2021, the fixed income market certainly hasn’t been very fixed—instead posting negative returns—nor has it offered much income, with yields of just over 1%. U.S. equity and bond indices both posted strong performance in 2020, driving up asset class correlations and dropping yields to new lows. So, when the 10-year U.S. Treasury…

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Feb 4, 2021

S&P Risk Parity Indices Significantly Outperform the Manager Composite in 2020

Plagued by the novel coronavirus pandemic and election uncertainty, 2020 was a year that many are happy to forget. Nonetheless, the S&P 500® finished strong, up 12.15% for the fourth quarter and 18.40% for the year, driven largely by newly developed vaccines and aggressive economic stimulus measures. In the fourth quarter, yields on the U.S….

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Feb 2, 2021

U.S. Treasuries Sold Off with Rising Breakeven Inflation in January

The year 2021 started with a continuous sell-off in the U.S. Treasury bond market. Starting on the second trading day of the year, yield on the 10-year U.S. Treasury Bond rose for five consecutive trading days by 23 bps until Jan. 12, 2021, when strong auction results for the 10-year note pulled the yield back…

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Nov 13, 2020

The Fed’s Corporate Bond Purchases and Their Impact on Corporate Bond Issuance

In response to COVID-19 and its disruptive impact on the credit market, the U.S. Federal Reserve announced the creation of the Primary Market Corporate Credit Facility (PMCCF) and the Secondary Market Corporate Credit Facility (SMCCF) on March 23, 2020, to support the functioning of the credit market. The PMCCF provides a funding backstop for corporate…

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