Corporate Bonds
The FINRA/Bloomberg Active U.S. Corporate Bond Indexes are comprised of the "active" (most frequently traded) fixed coupon bonds represented by FINRA TRACE, FINRA's transaction reporting facility that disseminates all over-the-counter secondary market transactions in these public bonds. Indexes are updated after 5:30PM ET each business day. The indexes are rebalanced on a monthly basis.
Total Return (Index) measures the total amount earned by owning a security over the time period. It incorporates the accrued interest on the bond during ownership, coupons paid out on the bond, and rise and fall of the bond's price. It is the most complete measure of the amount of money made on holding fixed income issues in the index.
Price (Index) is the weighted average Index price of all bonds in the index. Please see below for details.
Yield (Index) is the weighted average Index yield of all bonds in the index. Please see below for details.
Change — Calculated as today's value less yesterday's value.
Volume — Total par value traded for all bonds in the index in millions of U.S. dollars - this is the total volume reported to TRACE and is not constrained by Disseminated Volume caps.
FINRA/Bloomberg Investment Grade U.S. Corporate Bond Index
| VALUE | CHANGE | %CHANGE | DATE | |
|---|---|---|---|---|
| Avg Redemption Yld | 4.51 | -0.02 | -0.52 | 10/28 |
| Volume | 750.48 | -332.60 | -30.71 | 10/28 |
| Totl Rtn Index | 164.72 | 0.21 | 0.13 | 10/28 |
| Clean Price | 101.46 | 0.12 | 0.11 | 10/28 |
| Market Value | 462.76 | 0.59 | 0.13 | 10/28 |
| Interest | 0.01 | 0.00 | 0.76 | 10/28 |
| Gross Price | 102.81 | 0.13 | 0.13 | 10/28 |
| Amt Outstanding | 456.69 | 0.52 | 0.11 | 10/28 |
| Avg Duration | 4.81 | 0.00 | -0.03 | 10/28 |
| Avg Convexity | 0.57 | 0.00 | -0.04 | 10/28 |
| Avg Coupon | 5.80 | 0.00 | 0.00 | 10/28 |
| Avg Adj Duration | 4.70 | 0.00 | -0.02 | 10/28 |
FINRA/Bloomberg High Yield U.S. Corporate Bond Index
| VALUE | CHANGE | %CHANGE | DATE | |
|---|---|---|---|---|
| Avg Redemption Yld | 7.83 | 0.01 | 0.18 | 10/28 |
| Volume | 491.85 | -313.57 | -38.93 | 10/28 |
| Totl Rtn Index | 250.42 | -0.14 | -0.06 | 10/28 |
| Clean Price | 127.88 | -0.10 | -0.08 | 10/28 |
| Market Value | 95.90 | -0.06 | -0.06 | 10/28 |
| Interest | 0.02 | 0.00 | 1.10 | 10/28 |
| Gross Price | 130.23 | -0.07 | -0.06 | 10/28 |
| Amt Outstanding | 94.16 | -0.07 | -0.08 | 10/28 |
| Avg Duration | 3.82 | -0.02 | -0.40 | 10/28 |
| Avg Convexity | 0.32 | 0.00 | -0.09 | 10/28 |
| Avg Coupon | 7.04 | 0.00 | 0.00 | 10/28 |
| Avg Adj Duration | 3.68 | -0.01 | -0.39 | 10/28 |
FINRA TRACE Market Aggregate Statistics
The Market Aggregate statistics provides an end-of-day recap of secondary corporate bond market activity in publicly traded TRACE eligible securities. The aggregate statistics is updated after 7:00PM ET each business day.
The Total issues traded and the Dollar volume measures represent the full breadth of the TRACE-eligible universe (not including Rule 144A issues), but excludes when issued securities and matured securities.
The 52 Week High and 52 Week Low values include all Total Issues Trades, except those issues whose issue date is within the prior five business days. High and Low values are determined from the Last Sale.
Dollar Volume per security is calculated as quantity of bonds times par value. This information is aggregated for the universe and rounded to the nearest million. Values represent Million USD. Trades are included as: Customer Buys and sells, and Inter-Dealer sells.
Overall and Convertible TRACE Aggregates
| VALUE | CHANGE | %CHANGE | DATE | |
|---|---|---|---|---|
| All TotTrd | 4,934.00 | -539.00 | -9.85 | 10/28 |
| All Adv | 2,644.00 | -209.00 | -7.33 | 10/28 |
| All Dcl | 1,949.00 | -307.00 | -13.61 | 10/28 |
| All Unch | 133.00 | 36.00 | 37.11 | 10/28 |
| All 52wkHI | 137.00 | -11.00 | -7.43 | 10/28 |
| All 52wkLO | 78.00 | -7.00 | -8.24 | 10/28 |
| All $ Vol | 15,302.00 | -6,577.00 | -30.06 | 10/28 |
| ConvTotTrd | 181.00 | -57.00 | -23.95 | 10/28 |
| Conv Adv | 93.00 | -91.00 | -49.46 | 10/28 |
| Conv Dcl | 74.00 | 32.00 | 76.19 | 10/28 |
| Conv Unch | 6.00 | 0.00 | 0.00 | 10/28 |
| Conv52wkHI | 6.00 | -11.00 | -64.71 | 10/28 |
| Conv52wkLO | 2.00 | 1.00 | 100.00 | 10/28 |
| Conv $ Vol | 1,160.00 | -1,130.00 | -49.34 | 10/28 |
Investment Grade TRACE Aggregates
| VALUE | CHANGE | %CHANGE | DATE | |
|---|---|---|---|---|
| TotTrd | 3,540.00 | -357.00 | -9.16 | 10/28 |
| Adv | 1,924.00 | 179.00 | 10.26 | 10/28 |
| Dcl | 1,440.00 | -485.00 | -25.19 | 10/28 |
| Unch | 41.00 | -5.00 | -10.87 | 10/28 |
| 52wkHI | 74.00 | -2.00 | -2.63 | 10/28 |
| 52wkLO | 47.00 | -17.00 | -26.56 | 10/28 |
| $ Vol | 10,087.00 | -3,791.00 | -27.32 | 10/28 |
High Yield TRACE Aggregates
| VALUE | CHANGE | %CHANGE | DATE | |
|---|---|---|---|---|
| TotTrd | 1,213.00 | -125.00 | -9.34 | 10/28 |
| Adv | 627.00 | -297.00 | -32.14 | 10/28 |
| Dcl | 435.00 | 146.00 | 50.52 | 10/28 |
| Unch | 86.00 | 41.00 | 91.11 | 10/28 |
| 52wkHI | 57.00 | 2.00 | 3.64 | 10/28 |
| 52wkLO | 29.00 | 9.00 | 45.00 | 10/28 |
| $ Vol | 4,054.00 | -1,658.00 | -29.03 | 10/28 |
Unless indicated otherwise: intraday data is at least 15 minutes delayed; mutual fund NAVs are updated at the close of every market day; all prices are in the local currency; Time is ET.
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