 |
|
|
|
|
|
|
|
|
|
|
|
|
|
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
|
Investment Grade vs. High Yield Bonds
|
Bond Characteristics As Of: June, 2010
|
|||||||||
|
Investment Grade
|
|
High Yield
|
|||||||
|
Treasury
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
| Current Yields | |||||||||
| 3 Month |
0.15
|
||||||||
| 6 Month |
0.22
|
||||||||
| 1 Year |
0.31
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 5 Year |
1.78
|
2.42
|
2.77 | 3.28 | 5.82 | 0.00 | 0.00 | ||
| 10 Year |
1.14
|
0.00
|
4.22 | 4.66 | 6.24 | 0.00 | 0.00 | ||
| 20 Year |
3.76
|
0.00
|
0.00 | 6.16 | 6.69 |
|
|||
| 30 Year |
0.00
|
||||||||
|
Maturity Premium
|
|||||||||
|
Treasury
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
| 5 Year above 1Year Treasury (basis points) |
1.47
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
|
10 Year above |
0.83
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 20 Year above 1 Year Treasury (basis points) |
3.45
|
0.00
|
0.00 | 0.00 | 0.00 |
|
|||
|
Quality Premium
|
|||||||||
|
Yield Premium Above Treasury Yield
|
|||||||||
|
Treasury Yield
|
AAA
|
AA
|
A
|
BBB
|
BB
Plus |
BB
Minus |
|
||
|
1 Year Above Treasury Yield |
0.31
|
0.00
|
0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 5 Year Above Treasury Yield (basis points) |
1.78
|
0.64
|
0.99 | 1.50 | 4.04 | 0.00 | 0.00 | ||
| 10 Year Above Treasury Yield (basis points) |
1.14
|
-1.14
|
3.08 | 3.52 | 5.10 | 0.00 | 0.00 | ||
| 20 Year Above Treasury Yield (basis points) |
3.76
|
-3.76
|
-3.76 | 2.40 | 2.93 |
|
|||
|
Bond Investment Returns For Periods Ending:
June, 2010
|
||||||
|
3
Months |
6
Months |
9
Months |
1
Year |
3
Years |
5
Years |
|
| Ultra Short - Term | ||||||
| 90-Day Treasury Bills |
0.03
|
0.06
|
0.09
|
0.14
|
1.29
|
2.68
|
| 3 Month CD's |
0.12
|
0.19
|
0.24
|
0.31
|
2.03
|
3.18
|
| 6 Month CD's |
0.16
|
0.24
|
0.32
|
0.42
|
2.19
|
3.32
|
| Short-Term | ||||||
| Lehman 1-3 Year Government |
1.17
|
1.89
|
1.98
|
2.85
|
4.94
|
4.37
|
| Intermediate Term | ||||||
| Lehman Aggregate |
3.49
|
5.33
|
5.54
|
9.49
|
7.55
|
5.54
|
| Lehman Intermediate-term Government |
3.25
|
4.41
|
3.97
|
5.68
|
7.08
|
5.31
|
| Lehman Intermediate-term Government/Corporate |
2.97
|
4.55
|
4.87
|
8.28
|
6.98
|
5.27
|
| Lehman Intermediate-term Corporate |
2.41
|
4.83
|
6.52
|
13.02
|
7.22
|
5.43
|
| Long-Term | ||||||
| Lehman Long-term Government |
11.84
|
12.93
|
7.20
|
12.19
|
10.44
|
6.02
|
| Lehman Long-term Government/Corporate |
8.56
|
10.25
|
7.34
|
16.48
|
9.43
|
5.57
|
| Lehman Long-term Corporate |
5.93
|
8.07
|
7.29
|
20.14
|
8.20
|
5.01
|
| Municipal | ||||||
| Lehman Municipal Bond |
2.04
|
3.32
|
2.34
|
9.62
|
5.51
|
4.41
|
| Bond Segments | ||||||
| Government |
4.25
|
5.40
|
4.34
|
6.47
|
7.58
|
5.38
|
| Corporate |
3.28
|
5.63
|
6.72
|
14.70
|
7.41
|
5.31
|
| Mortgage-backed |
2.87
|
4.45
|
5.05
|
7.47
|
8.23
|
6.25
|
| Government/Corporate |
3.89
|
5.50
|
5.28
|
9.67
|
7.37
|
5.26
|
| International Bonds | ||||||
| Salomon Non-Dollar |
-1.26
|
-3.33
|
-5.41
|
1.53
|
7.67
|
4.99
|
| Other Segments | ||||||
| High Yield |
0.21
|
4.69
|
11.21
|
26.91
|
5.68
|
6.81
|
Serving all of
Central Illinois:
Peoria Illinois IL
Bloomington Illinois IL
Normal Illinois IL
Springfield Illinois IL
Decatur Illinois IL