Bringing you live news and features since 2006 

iShares fixed income ETFs analysed on Bloomberg Yield and Spread Analysis tool

RELATED TOPICS​

BlackRock’s iShares fixed income exchange-traded funds can now be analysed using Bloomberg’s Yield and Spread Analysis (YAS) tool.



Originally developed for individual bonds, YAS has been enhanced to analyse the yield spread and interest rate risk sensitivity of select fixed income ETFs.

iShares fixed income ETFs were the first of their kind to be valued using this enhanced functionality.

“As the first provider of fixed income ETFs, iShares continues to be committed to opening traditionally opaque markets and breaking down the barriers to fixed income ETF usage. Bloomberg’s enhancements to the YAS tool represent a significant step forward,” says Matthew Tucker, head of iShares fixed income investment strategy at BlackRock. “By offering bond analytics on iShares fixed income ETFs, Bloomberg is giving institutional investors important tools to conduct due diligence and evaluate an ETF in the same way they would an individual bond.”

“Investors want better, more sophisticated tools to keep pace with the growing fixed income ETF market,” says Ben Macdonald, Bloomberg’s global head of fixed income. “This enhancement to our platform is another example of how Bloomberg continues to add value for our clients by providing transparency and efficiencies across markets.”

With the Bloomberg YAS enhanced functionality, Bloomberg users can:

• Analyse fixed income ETFs the same way individual bonds are analysed
• View a last-traded ETF price, converted to yield
• Perform traditional yield and yield spread analysis versus a selected benchmark
• Input custom parameters to analyse the relationship between price, yield and spread
• Measure risk based on custom inputs to determine whether an ETF meets pre-determined investment criteria

In addition to YAS, Bloomberg enhanced its Cashflow Analysis tool (CSHF) to provide users with the ability to view the cash flows, coupon payments and maturities of the bonds within an ETF.

Latest News

Morningstar has published a review of the European ETF market for the first quarter 2024, which finds that it gathered..
ETF data consultant ETFGI reports that assets invested in the global ETF industry reached a new record of USD12.71 trillion..
Calastone has published an ETF white paper which examines several of the processes that take place across the lifecycle of..
Adapting product lines to fit into changing methodologies and meet shifting demand is essential to remaining relevant in the industry..

Related Articles

Kristen Mierzwa, FTSE Russell
Index Investments Group (IIG), a division within index provider FTSE Russell, has extended its range of indices through two new...
ETFs
US ETF issuers of active ETFs are facing an increase in fees from the big custodian firms, such as Charles...
Taylor Krystkowiak, Themes ETFs
Themes ETFs opened its doors in December 2023, with an introductory suite of 11 ETFs – seven thematic and four...
Konrad Sippel, Solactive
At the end of March, financial index specialist, Solactive, published its 2024 annual report on future trends.  ...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by