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Investment Grade vs. High Yield Bonds
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Bond Characteristics As Of: December, 2011
|
|||||||||
|
Investment Grade
|
|
High Yield
|
|||||||
|
Treasury
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
| Current Yields | |||||||||
| 3 Month |
0.01
|
||||||||
| 6 Month |
0.05
|
||||||||
| 1 Year |
0.12
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 5 Year |
0.91
|
1.70
|
2.34 | 2.78 | 5.82 | 0.00 | 0.00 | ||
| 10 Year |
1.93
|
2.31
|
3.61 | 3.38 | 6.24 | 0.00 | 0.00 | ||
| 20 Year |
2.59
|
4.62
|
4.16 | 4.79 | 6.69 |
|
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| 30 Year |
0.00
|
||||||||
|
Maturity Premium
|
|||||||||
|
Treasury
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
| 5 Year above 1Year Treasury (basis points) |
0.79
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
|
10 Year above |
1.81
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 20 Year above 1 Year Treasury (basis points) |
2.47
|
0.00
|
0.00 | 0.00 | 0.00 |
|
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|
Quality Premium
|
|||||||||
|
Yield Premium Above Treasury Yield
|
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|
Treasury Yield
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
|
1 Year Above Treasury Yield |
0.12
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 5 Year Above Treasury Yield (basis points) |
0.91
|
0.79
|
1.43 | 1.87 | 4.91 | 0.00 | 0.00 | ||
| 10 Year Above Treasury Yield (basis points) |
1.93
|
0.38
|
1.68 | 1.45 | 4.31 | 0.00 | 0.00 | ||
| 20 Year Above Treasury Yield (basis points) |
2.59
|
2.03
|
1.57 | 2.20 | 4.10 |
|
|||
|
Bond Investment Returns For Periods Ending:
December, 2011
|
||||||
|
3
Months |
6
Months |
9
Months |
1
Year |
3
Years |
5
Years |
|
| Ultra Short - Term | ||||||
| 90-Day Treasury Bills |
0.00
|
0.00
|
0.00
|
0.03
|
0.12
|
1.31
|
| 3 Month CD's |
0.06
|
0.11
|
0.17
|
0.24
|
0.38
|
1.82
|
| 6 Month CD's |
0.08
|
0.12
|
0.19
|
0.30
|
0.53
|
1.94
|
| Short-Term | ||||||
| Lehman 1-3 Year Government |
0.21
|
0.68
|
1.50
|
1.57
|
1.79
|
3.80
|
| Intermediate Term | ||||||
| Lehman Aggregate |
1.12
|
4.99
|
7.40
|
7.87
|
6.78
|
6.51
|
| Lehman Intermediate-term Government |
0.68
|
3.89
|
6.05
|
6.07
|
3.53
|
5.86
|
| Lehman Intermediate-term Government/Corporate |
0.84
|
3.25
|
5.44
|
5.80
|
5.64
|
5.88
|
| Lehman Intermediate-term Corporate |
1.13
|
2.08
|
4.34
|
5.38
|
9.60
|
6.22
|
| Long-Term | ||||||
| Lehman Long-term Government |
1.80
|
26.16
|
30.26
|
29.15
|
7.47
|
10.80
|
| Lehman Long-term Government/Corporate |
2.57
|
18.61
|
22.52
|
22.49
|
11.21
|
9.71
|
| Lehman Long-term Corporate |
3.21
|
12.65
|
16.40
|
17.13
|
14.84
|
8.56
|
| Municipal | ||||||
| Lehman Municipal Bond |
2.12
|
6.02
|
10.15
|
10.70
|
8.57
|
5.23
|
| Bond Segments | ||||||
| Government |
0.84
|
6.74
|
9.12
|
9.02
|
4.01
|
6.57
|
| Corporate |
1.70
|
4.79
|
7.40
|
8.36
|
10.90
|
6.80
|
| Mortgage-backed |
0.88
|
3.27
|
5.62
|
6.23
|
5.83
|
6.54
|
| Government/Corporate |
1.18
|
5.96
|
8.42
|
8.72
|
6.60
|
6.55
|
| International Bonds | ||||||
| Salomon Non-Dollar |
-0.48
|
0.46
|
4.16
|
5.17
|
4.92
|
7.23
|
| Other Segments | ||||||
| High Yield |
6.03
|
-1.54
|
-0.52
|
3.22
|
22.12
|
6.66
|
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Central Illinois:
Peoria Illinois IL
Bloomington Illinois IL
Normal Illinois IL
Springfield Illinois IL
Decatur Illinois IL