IBoxx EUR Sovereigns SLRTL - December 2022.pdf

iBoxx-EUR-Sovereigns-SLRTL-Dec-2022.pdf
Preview of iBoxx EUR Sovereigns SLRTL - December 2022
🔗 Source: cdn.ihsmarkit.com
📊 Size: 68 KB
👤 Author: Neerav Aggarwal
⬇️ Downloads: 63

Summary

Securities lending returns in the iBoxx EUR Sovereigns Index were 93.9 in 2018, 81.7 in 2019, 77.8 in 2020, 80.9 in 2021, and 89.2 in 2022, with year-over-year changes of -10%, -13%, -5%, 4%, and 10% respectively. The index base date is January 1, 2015. SL revenue contribution by fee categories for 2022 was 93.3% for GC, 6.7% for Warm, and 0.1% for Special. Returns to lendable by years to maturity and ratings for December 2022 were 12.4 bps for AAA, 4.8 bps for AA, 2.6 bps for A, and 4.7 bps for BBB. Indexed utilization tracks the daily change in lender loan value relative to lendable value. Annual contribution by fee categories for 2022 was 94.8% for GC, 5.0% for Warm, and 0.2% for Special.

Description

Securities lending returns in the iBoxx EUR Sovereigns Index were 93.9 in 2018, 81.7 in 2019, 77.8 in 2020, 80.9 in 2021, and 89.2 in 2022, with year-over-year...

Technical Information

  • File Format: PDF
  • File Size: 68 KB
  • Pages: 1
  • Language: EN
  • Author: Neerav Aggarwal
  • Total Downloads: 63
  • Last Updated: 5 days ago

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