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iBoxx-ALBI-Monthly-Commentary---Jan-2021

iBoxx ALBI Monthly Commentary January 2021 Rebalance *Semi-Annual Modified Duration The latest rebalance saw 19 bonds entering and 17 bonds leaving the overall index. For a detailed breakdown of insertions and deletions, please refer to the Appendix. The individual market weights of iBoxx ALBI are reflected in the chart above and the next scheduled change will be on 28th February 2021 (the March rebalance). Post rebalance, the index duration has extended by 0.09 to 7.06 years. All markets saw t IHS Markit , albi monthly commentary january , iboxx albi monthly commentary , albi monthly commentary , monthly commentary january , ihs markit , iboxx albi monthly , commentary january , albi monthly , iboxx albi , monthly commentary , copyright ihs markit , markit , semi-annual modified duration , ihs , inf 31-Jan-2021 auto-generated