Corporate Bonds vs Government Bonds

nitro

nitro

Are there indexes that track the "value" of each of these, e.g., like a vix.x or a prem.x, etc?

I am interested in these to measure the shifts in the yield curve, and to test the sensitivity of certain strategies to term-structure.


nitro
 
Nitro, I know this is not exactly what you are looking for, but it is a place to start. Barrons has a Weekly Bond Statistics column in it's market week section. Their website may have some symbols for graphing (:confused: ), if not the hard copy might suit your needs in spreadsheet format.

Here is a sample:

Confidence index (high grade/intermediate grade)
Tbill/Euro$
Lehman Brothers T Bond
LB Credit index
Ryan Labs Treasury index
Bond Buyer 20 Index
Stock/Bond yield Gap.

I would also guess that you could create some synthetic indexes using closed end bond funds. WWW.ETFCONNECT.COM is a good source for these.

Regards,
 
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