债券指数

固定收益基金的平均回报率也比巴克莱资本（BarclaysCapital）美国综合债券指数（U.S.AggregateBondIndex）落后了4个百分点。

And the average fixed-income fund trailed the Barclays Capital U.S. Aggregate Bond Index by four percentage points .

不过，该资产类别目前经受住了违约的冲击，巴克莱市政债券指数（BarclaysMunicipalBondindex）本年至今的回报率在5%左右。

But so far the asset class has weathered those defaults just fine , with the Barclays Municipal Bond index returning about 5 % so far this year .

这也是为何JP摩根基准全球新兴市场债券指数（JPMorganglobalemergingbondindex）今年的收益率不足1%，而美国十年期国债的回报率已超过3%。

That is why JP Morgan 's benchmark global emerging bond index has returned less than 1 per cent this year , while ten-year US treasuries have returned more than 3 per cent .

周一市场的疯狂，导致美国国债收益率下跌，但按摩根大通新兴市场债券指数（JPMorganEMBI+）衡量，美国国债和新兴市场债券之间的利差则升至2004年以来的最高水平。

The markets ' manic Monday saw US Treasury yields fall , but the spread between US Treasury bonds and emerging market bonds , as measured by JPMorgan 's benchmark EMBI + metric , blew out to its highest since 2004 .

主要新兴市场国家的embi+主权债券指数与国债的息差，已从2月18日714个基点的峰值水平，缩小到565个基点。

The EMBI + sovereign bond index of leading emerging market countries has seen spreads over Treasuries fall from 714 basis points at its peaks on February 18 to 565bp .

新兴市场主权债券指数（embi+）与美国国债之间的息差，已从去年10月24日的高点（862个基点）收缩至407个基点。

The emerging market sovereign bond index , the EMBI + , has seen its spreads contract to 407 basis points over US Treasuries from a high of 862bp on October 24 .

沪深市场债券指数编制模型研究

Research on Modeling of Shanghai and Shenzhen Bond Indexes

他表示：目前，债券指数是自营产品，由投行计算。

Currently , bond indices are proprietary products , calculated by the investment banks .

索罗门兄弟公司世界债券指数

Salomon Brothers World Bond Index

由于还没有任何绿色债券指数可供参考，有关投资组合会按特定的规则进行划分。

In the absence of a green-bond index , the relevant portfolios will be bound by certain rules .

实际上，摩根大通全球新兴市场多元化债券指数的收益率本月已跌回5.95%。

Indeed , the EMBI global diversified index yield has this month fallen back to 5.95 per cent .

这一切都很重要，因为意大利和西班牙在众多投资者追踪的债券指数中仍占很大的比重。

All this matters because Italy and Spain still represent big chunks of bond indices tracked by many investors .

投资以知名股票和债券指数为标准的股票的共同基金公司。

A mutual fund that invests in the stocks that are the basis of a well-known stock or bond index .

摩根大通新兴市场债券指数于亚洲金融危机结束后1997年底推出，追踪16个最大的新兴债券市场。

The index , which tracks the 16 biggest emerging bond markets , was launched at the end of 1997 after the Asian financial crisis .

它们能说明一些问题，但不能像股票或债券指数一样被视为可靠的指针。

They can tell you something , but they cannot be considered a reliable guide in the same way as a stock or bond index .

在一段时间内持续的回报都超过了以较少的波动，少损失的风险比股票和债券指数的标准股票。

Their returns over a sustained period of time have outperformed standard equity and bond indexes with less volatility and less risk of loss than equities .

此举将把希腊剔除出某些发达市场债券指数，迫使追踪这些指数的基金经理们从投资组合中清除希腊债券。

The move excludes Greece from some developed market bond indices , forcing fund managers tracking those indices to cleanse their portfolio of Athenian promises to pay .

设立全球新兴市场债券指数的宗旨不仅仅是为投资者提供参照基准，也是为世界银行的伙伴国建立激励机制，以提高其在债券业务上的吸引力。

The aim is not just to provide benchmarks for investors , but create incentives as well to World Bank partner countries to make themselves attractive in this asset class .

在巴克莱资本美国综合债券指数中，美国国债权重为35%，接下来的抵押贷款债券权重为29%，公司债券权重约为22.5%。

Treasury debt makes up 35 per cent of Barclays ' Aggregate US bond index , followed by mortgage securities at 29 per cent , with corporate bonds making up roughly 22.5 per cent .

他说，新兴市场的债券指数在当前条件下走势“很好”，其价差低于美国公司债券市场指数的价差。

The emerging markets ' bond index is doing " quite well " under the circumstances , he said , with spreads lower than those of the US corporate ( junk ) bond market index .

他给客户发了一个备忘录，承认：不幸的是，四年来，全球绝大部分对冲基金的表现都远远逊于几乎每一个主要的股票指数和债券指数。

He has circulated a memo to clients admitting that , sad to say , the vast majority of all hedge funds worldwide have well underperformed virtually every major stock or bond index for some four years .

本文借鉴西方发达国家编制债券指数的成熟经验，对中国大陆债券指数的编制进行了初步的探讨，建立了简单的企业债券指数模型，并分别与沪市企债指数、深市企债指数进行了比较。

By drawing mature experience from the West , the article makes a preliminary study on how to compile bond indexes in China , and sets up a simple enterprise bond indexes model , and finally makes a comparison with those of Shenzhen and Shanghai .

就这点而言，传统债券和指数挂钩债券之间的利差在通胀预期方面说明了什么？

What , for that matter , does the spread between conventional and index-linked bonds tell us about inflation expectations ?

通过建立波动溢出效应模型，我们看到上证综指收益率的波动对债券总指数收益率的波动存在显著影响，而债券总指数收益率波动对上海综指收益率的波动影响不显著。

Through the spillover effect model , we see volatility of Shanghai Stock Exchange index has influence to volatility of bond market index .

借鉴巨灾债券和死亡率指数债券的成功，先引入长寿风险证券化的概念；

The conception and traditional hedge method of longevity risk are introduced firstly .

除了公司有价证券期权，金边债券，货币和指数都有相应的期权。

In addition to the company portfolio options , Phnom Penh bonds , currencies and indices corresponding options .

比较时用作标准的股票、债券、利率、指数或其他衡量基础。

A stock , bond , interest rate , index or other basis of measurement that acts as a standard for comparison .

本文以目前沪深两市挂牌交易的31只可转换债券和可转换债券指数为研究样本，采用时间序列自相关检验法对我国可转债市场的弱式有效性问题进行了实证分析；

The paper makes an empirical analysis , with the method of test for sequential autocorrelation , of whether the convertible bond market in our country has assumed the weak form of efficient market , using as samples all the 31 convertible bonds in Shanghai and Shenzhen Stock Exchanges .

亚洲股市在全球股票组合中的比例一直稳定上升，而亚洲债券仍仅占巴克莱全球复合债券指数（BarclaysGlobalAggregate）的2%。

Whereas Asian equities have grown steadily as a percentage of a global equity allocation , Asian bonds still represent only 2 per cent of the Barclays Global Aggregate .

随着债券市场的发展，编制中国债券指数的工作也必然提上日程。

With the development of the bond market , the compilation of bond indexes is bound to be put on the agenda .