«Liquidity Screened Euro High Yield Bond Index The Liquidity Screened Euro High Yield Bond Index is a more liquid version of the Euro High Yield Index ...»
INDEX, PORTFOLIO & RISK SOLUTIONS Index Products | 13 January 2012
Scott Atha Sherwood Kuo, CFA Nolan Walsh www.barcap.com/indices
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+1 212 526 9038 +1 212 526 2490 +1 212 526 4513 firstname.lastname@example.org Liquidity Screened Euro High Yield Bond Index The Liquidity Screened Euro High Yield Bond Index is a more liquid version of the Euro High Yield Index that measures the market of EURdenominated, non-investment grade, fixed-rate, taxable corporate bonds. Securities in the index roll up to the Pan European Universal and the Global High-Yield Indices. The Liquidity Screened Euro High Yield Bond Index was created on April 6, 2011, with historical data backfilled to July 1, 2004.
Sector Composition (MV%) – Trailing Five Years Quality Composition (MV%) – Trailing Five Years (as of December 31, 2011) (as of December 31, 2011) 1.4 0.3 1.6 100 100 5.8 5.7 5.9 6.2 3.8 5.5 4.6 9.8 7.6 7.2 80 27.2 80 32.5 37.5 34.7 45.2 96.2 95.1 94.5 90.9 91.3 40 67.0
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60 51.8 13.8 9.4 8.8 15 7.0
-45 Rebalancing Rules
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