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2011-02-01Data

BofA Merrill Lynch Fixed Income Indices released in the Macrobond Application

Macrobond today releases the BofA Merrill Lynch Fixed Income Indices in the Macrobond application.

Macrobond today releases the BofA Merrill Lynch Fixed Income Indices in the Macrobond application. This database is an invaluable tool for analysis of global bond markets. The BofA Merrill Lynch fixed income indices track the performance of the global investment grade, high yield and emerging debt markets. In addition to the flagship global, regional and country specific indices, over 4,000 BofA Merrill Lynch indices divide the markets into smaller segments based on sector, rating, maturity, etc.

Total returns are published in local currency terms as well as converted into alternate base currencies on either an unhedged or hedged basis. Excess returns measure the performance of each index relative to a risk matched basket of government bonds or swaps. Other characteristics and relative value metrics that are available include the index spread, yield, maturity, duration, convexity, composite rating and capitalization along with numerous other statistics.