BulletShares® USD Corporate Bond Indices
Daily Index Statistics
As of September 3, 2010BSCBB 2011 |
BSCBC 2012 |
BSCBD 2013 |
BSCBE 2014 |
BSCBF 2015 |
BSCBG 2016 |
BSCBH 2017 |
BSCBJ 2018 |
BSCBK 2019 |
BSCBM 2020 |
|
| Weighted Avg. Yield to Maturity(%) | 1.1 | 1.7 | 2.0 | 2.6 | 3.0 | 3.6 | 4.0 | 4.2 | 4.2 | 4.5 |
| Weighted Avg. Modified Duration | 0.8 | 1.8 | 2.5 | 3.4 | 4.2 | 4.9 | 5.6 | 6.1 | 6.7 | 7.5 |
Monthly Index Statistics
As of August 31, 2010BSCBB 2011 |
BSCBC 2012 |
BSCBD 2013 |
BSCBE 2014 |
BSCBF 2015 |
BSCBG 2016 |
BSCBH 2017 |
BSCBJ 2018 |
BSCBK 2019 |
BSCBM 2020 |
|
| Weighted Avg. Coupon (%) | 5.9 | 5.7 | 5.0 | 5.4 | 4.5 | 5.7 | 5.9 | 6.4 | 6.5 | 5.2 |
| Weighted Avg. Accretive Rating | A | A | A | A | A | A | A | A | A | A |
| Weighted Avg. Modified Duration | 0.8 | 1.8 | 2.6 | 3.4 | 4.2 | 4.9 | 5.7 | 6.1 | 6.7 | 7.5 |
| Weighted Avg. Years to Maturity | 0.8 | 2.0 | 2.8 | 3.8 | 4.7 | 5.8 | 6.9 | 7.7 | 8.7 | 9.7 |
| Weighted Avg. Yield to Maturity(%) | 1.1 | 1.8 | 1.9 | 2.5 | 2.9 | 3.5 | 3.8 | 4.1 | 4.1 | 4.4 | # of Bonds | 148 | 165 | 194 | 191 | 163 | 89 | 122 | 146 | 161 | 100 |
| Par Value ($B) | 152.4 | 182.0 | 213.9 | 191.2 | 159.3 | 92.4 | 139.3 | 169.8 | 154.1 | 107.5 | Top 10 Issues (%) | 18.8 | 18.6 | 16.1 | 15.1 | 16.3 | 25.5 | 23.1 | 22.6 | 18.9 | 24.8 |
Performance
BSCBB 2011 |
BSCBC 2012 |
BSCBD 2013 |
BSCBE 2014 |
BSCBF 2015 |
BSCBG 2016 |
BSCBH 2017 |
BSCBJ 2018 |
BSCBK 2019 |
BSCBM 2020 |
|
| Index Level | 101.85 | 102.28 | 103.45 | 105.13 | 105.36 | 107.43 | 108.75 | 109.76 | 109.80 | 110.27 |
| 1 Month | 0.30% | 0.41% | 0.60% | 0.99% | 1.29% | 1.41% | 2.12% | 2.17% | 2.49% | 2.30% |
| 3 Months | 0.94% | 1.89% | 2.76% | 4.07% | 4.89% | 5.47% | 6.86% | 7.56% | 7.60% | 8.35% |
| 6 Months | - | - | - | - | - | - | - | - | - | - |
| 1 Year | - | - | - | - | - | - | - | - | - | - |
| 3 Years | - | - | - | - | - | - | - | - | - | - |
| 5 Years | - | - | - | - | - | - | - | - | - | - |
| 10 Years | - | - | - | - | - | - | - | - | - | - |
| Inception* | 0.77% | 1.38% | 2.48% | 3.80% | 4.44% | 4.99% | 6.64% | 7.02% | 7.36% | 7.84% |
| Annualized | - | - | - | - | - | - | - | - | - | - |
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