Tracking Bond Benchmarks
Tuesday, March 29, 2016
Closing index values, return on investment and yields paid to investors compared with 52-week highs and lows for different types of bonds.  Preliminary data and data shown as "n.a." will update around 12p.m. the following business day.
YIELD (%), 52-WEEK RANGE
SPREAD, 52-WEEK RANGE
() Latest
Index Close % Chg YTD
total return		 52-wk
% Chg		 Latest Low High Latest Low   High
Broad Market Barclays Capital
U.S. Government/Credit 2162.30 0.32   3.24 1.62 2.140 1.860 2.540 n.a. 52.00
86.00
Barclays Aggregate 1879.64 0.30   2.82 1.87 2.240 2.000 2.630 n.a. 43.00
70.00
Hourly Treasury Indexes Barclays Capital
Composite (Price Return) 1478.92 0.30   2.05 2.02 1.330 1.190 2.130 ... ...
...
Composite (Total Return) 13991.66 0.33   2.69 4.35 1.330 1.190 2.130 ... ...
...
Intermediate (Price Return) 1296.42 0.26   1.32 2.34 1.160 1.000 1.990 ... ...
...
Intermediate (Total Return) 11512.81 0.29   1.88 4.50 1.160 1.000 1.990 ... ...
...
Long-Term (Price Return) 2332.04 0.55   6.74 -0.29 2.390 2.260 3.090 ... ...
...
Long-Term (Total Return) 28013.46 0.58   7.87 3.15 2.390 2.260 3.090 ... ...
...
U.S. Corporate Indexes Barclays Capital
U.S. Corporate 2564.87 0.33   3.70 0.77 3.270 2.830 3.710 n.a. 126.00
215.00
Intermediate 2478.13 0.27   2.43 1.79 2.690 2.230 3.120 n.a. 101.00
188.00
Long-term 3368.00 0.47   6.70 -1.52 4.610 4.170 5.130 n.a. 181.00
279.00
Double-A-rated (AA) 539.32 0.35   3.38 2.35 2.350 2.070 2.700 n.a. 70.00
121.00
Triple-B-rated (Baa) 639.55 0.30   3.81 -0.86 3.850 3.300 4.450 n.a. 163.00
283.00
High Yield Bonds Merrill Lynch
High Yield Constrained* 338.96 -0.30   2.48 -4.66 8.531 5.868 10.099 714.00 445.00
887.00
Triple-C-rated (CCC) 286.56 -0.45   2.60 -14.74 19.100 10.174 21.753 1790.00 908.00
2076.00
High Yield 100 2408.90 -0.30   1.47 -5.67 6.975 5.207 8.696 560.00 389.00
741.00
Europe High Yield Constrained 267.37 -0.03   1.60 -0.64 4.958 3.776 6.412 516.00 375.00
639.00
Global High Yield Constrained 311.54 -0.19   2.52 -2.20 8.065 5.894 9.437 706.00 465.00
859.00
U.S. Agency Indexes Barclays Capital
U.S. Agency 1612.53 0.25   1.93 1.85 1.340 1.170 1.680 n.a. 12.00
21.00
10-20 years 1449.36 0.18   1.38 1.71 1.150 0.980 1.480 n.a. 6.00
15.00
20-plus years 3204.26 0.78   6.48 2.76 2.850 2.700 3.370 n.a. 55.00
74.00
Mortgage-Backed Barclays Capital
Mortgage-Backed 1942.36 0.25   1.82 2.46 2.490 2.260 2.900 n.a. 13.00
36.00
Ginnie Mae (GNMA) 1918.08 0.27   1.59 2.41 2.420 2.180 2.860 n.a. -2.00
28.00
Freddie Mac (FHLMC) 1749.72 0.24   1.95 2.50 2.530 2.300 2.930 n.a. 18.00
41.00
Fannie Mae (FNMA) 1136.92 0.24   1.89 2.47 2.500 2.270 2.910 n.a. 16.00
38.00
Mortgage-Backed Merrill Lynch
Ginnie Mae (GNMA) 743.77 0.43   2.47 2.88 2.452 2.371 2.982 13.00 -5.00
29.00
Fannie Mae (FNMA) 704.54 0.55   2.92 2.75 2.562 2.403 3.148 20.00 -1.00
24.00
Freddie Mac (FHLMC) 438.30 0.41   2.96 2.96 2.585 2.320 3.186 18.00 3.00
31.00
U.S. Corporate Debt Merrill Lynch
1-10 Year Maturities 1817.22 0.31   2.54 1.67 2.712 2.289 3.164 147.00 109.00
196.00
10+ Year Maturities 2562.56 0.48   6.76 -1.51 4.667 4.207 5.150 237.00 188.00
286.00
Corporate Master 2674.18 0.36   3.70 0.76 3.261 2.841 3.702 173.00 131.00
221.00
High Yield 1463.03 -0.30   2.47 -4.61 8.461 5.825 10.024 706.00 438.00
879.00
Yankee Bonds 1868.01 0.23   2.94 0.71 2.932 2.520 3.350 157.00 113.00
193.00
U.S. Corporate Debt S&P Dow Jones Indices
U.S. Issued High Yield 107.67 -0.25   2.65 -3.94 8.080 5.798 9.624 715.16 449.48
907.05
U.S. Issued Investment Grade 109.38 0.38   3.74 1.05 3.103 2.649 3.504 160.14 117.51
203.47
Tax-Exempt Merrill Lynch
Muni Master 505.54 0.12   1.18 3.35 1.626 1.440 2.099 -4.00 -9.00
7.00
7-12 years 353.43 0.16   1.41 3.86 1.639 1.398 2.144 3.00 -1.00
16.00
12-22 years 391.27 0.18   1.27 4.32 2.026 1.898 2.636 -21.00 -36.00
-4.00
22-plus years 373.59 0.16   1.78 4.93 2.695 2.593 3.351 -9.00 -15.00
14.00
Bond Buyer 6% Muni 128.94 0.19   1.30 1.70 4.030 3.990 4.500 ... ...
...
Tax-Exempt S&P Dow Jones Indices
National AMT-Free 149.05 0.13   1.33 3.67 1.797 1.631 2.284 ... ...
...
California AMT-Free 155.61 0.14   1.33 3.82 1.599 1.454 2.160 ... ...
...
New York AMT-Free 151.32 0.13   1.36 3.97 1.677 1.507 2.262 ... ...
...
Short Term National AMT-Free 116.29 0.00   0.54 1.21 0.850 0.643 0.946 ... ...
...
1-5 Year National AMT-Free 127.02 0.00   0.67 1.48 0.956 0.745 1.136 ... ...
...
Intermediate Term National AMT-Free 145.64 0.12   1.15 3.21 1.517 1.319 1.923 ... ...
...
Short Term California AMT-Free 110.33 0.00   0.62 1.36 0.782 0.589 1.001 ... ...
...
Short Term New York AMT-Free 109.96 0.00   0.57 1.33 0.810 0.586 0.960 ... ...
...
Intermediate Term California AMT-Free 128.58 0.12   1.16 3.40 1.350 1.179 1.854 ... ...
...
Intermediate Term New York AMT-Free 124.57 0.12   1.20 3.62 1.440 1.240 1.922 ... ...
...
7-12 Year National AMT-Free 136.33 0.19   1.54 4.09 1.727 1.509 2.246 ... ...
...
12-22 Year National AMT-Free 142.02 0.19   1.53 4.70 2.098 1.962 2.701 ... ...
...
Long Term National AMT-Free 146.76 0.18   1.88 4.98 2.597 2.517 3.292 ... ...
...
 
Yankee 2302.64 0.25   2.82 0.02 2.770 2.430 3.110 n.a. 102.00
172.00
Government Bonds J.P. Morgan†
Global Government 541.35 0.26   3.78 2.93 1.140 1.140 1.780 ... ...
...
Canada 766.27 0.36   1.41 1.62 1.520 1.360 1.970 ... ...
...
EMU§ 369.98 0.38   3.41 0.77 0.834 0.728 1.609 ... ...
...
France 710.35 0.39   4.15 0.68 0.620 0.490 1.360 ... ...
...
Germany 514.40 0.32   4.04 0.69 0.250 0.160 1.040 ... ...
...
Japan 291.94 -0.04   4.94 6.83 0.190 0.150 0.890 ... ...
...
Netherlands 565.00 0.34   4.09 0.68 0.400 0.240 1.130 ... ...
...
U.K. 866.77 0.30   5.03 3.21 1.890 1.760 2.480 ... ...
...
Emerging Markets** 700.75 0.01   4.48 3.63 6.269 5.679 7.128 446.00 359.00
538.00
Barclays data are preliminary. Barclays corporate indexes may be unavailable until midday the following business day.

* Constrained indexes limit individual issuer concentrations to 2%; the High Yield 100 are the 100 largest bonds.
† In local currency §Euro-zone bonds. **EMBI Global Index
Sources: S&P Dow Jones Indices; Merrill Lynch; Barclays Capital; J.P. Morgan
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