iBoxx USD Liquid High Yield Interest Rate Hedged Index

Description

The iBoxx USD Liquid High Yield Interest Rate Hedged Index is designed to measure the performance of high yield, USD-denominated corporate bonds from developed markets, while maintaining duration neutrality through short positions in U.S. Treasury futures contracts. The index takes a long position in the Markit iBoxx USD Liquid High Yield Index and implements duration hedging through short positions in 2-Year T-Note, 5-Year T-Note, 10-Year T-Note, T-Bond and Ultra T-Bond futures.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

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Index Weight


Maturity Breakdown

Maturity Range
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Rating Breakdown

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