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Graph and download economic data for 10-Year High Quality Market (HQM) Corporate Bond Par Yield (HQMCB10YRP) from Jan 1984 to Aug 2025 about 10-year, bonds, corporate, yield, interest rate, interest, rate, and USA.

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Fixed Income Assets Management Market Size 2025-2029

The fixed income assets management market size is forecast to increase by USD 9.16 tr at a CAGR of 6.3% between 2024 and 2029.

The market is experiencing significant growth, driven by increasing investor interest in fixed income securities as a hedge against market volatility. A key trend in this market is the expansion of bond Exchange-Traded Funds (ETFs), which offer investors liquidity, diversification, and cost savings. However, this market is not without risks. Transactions in fixed income assets involve complexities such as credit risk, interest rate risk, and liquidity risk, which require sophisticated risk management strategies. As global investors seek to capitalize on market opportunities and navigate these challenges effectively, they must stay informed of regulatory changes, market trends, and technological advancements. Companies that can provide innovative solutions for managing fixed income risks and optimizing returns will be well-positioned to succeed in this dynamic market.

What will be the Size of the Fixed Income Assets Management Market during the forecast period?

Request Free SampleThe fixed income assets market in the United States continues to be an essential component of investment portfolios for various official institutions and individual investors. With an expansive market size and growth, fixed income securities encompass various debt instruments, including corporate bonds and government treasuries. Interest rate fluctuations significantly impact this market, influencing investment decisions and affecting the returns from interest payments on these securities. Fixed income Exchange-Traded Funds (ETFs) and index managers have gained popularity due to their cost-effective and diversified investment options. However, the credit market volatility and associated default risk pose challenges for investors. In pursuit of financial goals, investors often choose fixed income funds over equities for their stable dividend income and tax savings benefits. Market risk and investors' risk tolerance are crucial factors in managing fixed income assets. Economic uncertainty and interest rate fluctuations necessitate active management by asset managers, hedge funds, and mutual funds. The fund maturity and investors' financial goals influence the choice between various fixed income securities, such as treasuries and loans. Despite the challenges, the market's direction remains positive, driven by the continuous demand for income-generating investments.

How is this Fixed Income Assets Management Industry segmented?

The fixed income assets management industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD tr' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments. TypeCoreAlternativeEnd-userEnterprisesIndividualsGeographyNorth AmericaUSCanadaEuropeFranceGermanyItalyUKAPACChinaIndiaJapanSouth KoreaSouth AmericaMiddle East and Africa

By Type Insights

The core segment is estimated to witness significant growth during the forecast period.The fixed income asset management market encompasses a diverse range of investment vehicles, including index investing, pension funds, official institutions, mutual funds, investment advisory services, and hedge funds. This asset class caters to income holders with varying risk tolerances, offering securities such as municipal bonds, government bonds, and high yield bonds through asset management firms. Institutional investors, insurance companies, and corporations also play significant roles in this sector. Fixed income securities, including Treasuries, municipal bonds, corporate bonds, and debt securities, provide regular interest payments and can offer tax savings, making them attractive for investors with financial goals. However, liquidity issues and credit market volatility can pose challenges. The Federal Reserve's interest rate decisions and economic uncertainty also impact the fixed income market. Asset management firms employ various strategies, such as the core fixed income (CFI) strategy, which invests in a mix of investment-grade fixed-income securities. CFI strategies aim to deliver consistent performance by carefully managing portfolios, considering issuer creditworthiness, maturity, and jurisdiction. Fixed income funds, including government bonds and corporate bonds, offer lower market risk compared to equities. Investors can choose from various investment vehicles, including mutual funds, ETFs, and index funds managed by active managers or index managers. Fixed income ETFs, in particular, provide investors with the benefits of ETFs, such as liquidity and transparency, while offering exposure to the fixed income market. Despite market risks and liquidity issues, the fixed income asset management market continues to be a crucial component of

United States - 10-Year High Quality Market (HQM) Corporate Bond Par Yield was 5.11% in July of 2025, according to the United States Federal Reserve. Historically, United States - 10-Year High Quality Market (HQM) Corporate Bond Par Yield reached a record high of 13.77 in June of 1984 and a record low of 1.93 in August of 2020. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - 10-Year High Quality Market (HQM) Corporate Bond Par Yield - last updated from the United States Federal Reserve on September of 2025.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States from Q2 1953 to Q2 2025 about long-term, 10-year, bonds, yield, government, interest rate, interest, rate, and USA.

Brazil is Latin America's largest economy based on annual gross domestic product. As of July 2024, Brazil's Emerging Markets Bond Index stood at 228 points, almost 29 points higher than at the same period one year earlier. This index is a weighted capitalization market benchmark that measures the financial returns obtained each day by a selected portfolio of government bonds from emerging countries.The EMBI+, more commonly known as "risco país" in Portuguese, is measured in base points. These show the difference between the return rates paid by emerging countries' government bonds and those offered by the U.S. Treasury. Based on Brazil's EMBI as of October 27, 2020, the annual return rates of Brazilian sovereign debt titles were estimated to be 315 index points higher than those offered by U.S. Treasury bills. This difference is known as "spread".

Sweden Index: SSE: Fixed Income: OMRX: Real Return Bond data was reported at 6,835.670 NA in Nov 2018. This records a decrease from the previous number of 6,857.130 NA for Oct 2018. Sweden Index: SSE: Fixed Income: OMRX: Real Return Bond data is updated monthly, averaging 5,736.280 NA from May 2005 (Median) to Nov 2018, with 163 observations. The data reached an all-time high of 6,879.360 NA in Aug 2018 and a record low of 4,209.980 NA in Apr 2006. Sweden Index: SSE: Fixed Income: OMRX: Real Return Bond data remains active status in CEIC and is reported by Stockholm Stock Exchange. The data is categorized under Global Database’s Sweden – Table SE.Z002: OMX Stockholm Stock Exchange: Fixed Income Index.

Bond Index Tester Market Outlook

The global Bond Index Tester market size was valued at approximately $1.2 billion in 2023 and is projected to reach around $2.1 billion by 2032, exhibiting a compound annual growth rate (CAGR) of 6.3% during the forecast period. One of the key growth factors driving this market includes the increasing focus on material testing and quality assurance across various industries. As industries such as mining, construction, and metallurgy strive to maintain high standards of quality and durability, the demand for accurate and reliable bond index testers is anticipated to rise significantly.

Several growth factors contribute to the expanding Bond Index Tester market. First and foremost, the rising investments in infrastructure projects globally have fueled the need for robust material testing equipment. Governments and private sectors are increasingly focusing on ensuring the durability and longevity of infrastructure projects such as roads, bridges, and commercial buildings. This has led to a surge in demand for bond index testers, which are essential for evaluating the hardness and grindability of various construction materials. Additionally, stringent regulatory standards and guidelines related to material quality and safety have further propelled the adoption of bond index testers.

Moreover, advancements in material science and technology have significantly enhanced the efficiency and accuracy of bond index testers. Modern bond index testers are equipped with advanced features such as automated testing processes, real-time data analysis, and improved precision. These technological advancements not only facilitate faster and more accurate testing but also reduce human errors and operational costs. As a result, industries are increasingly inclined towards adopting sophisticated bond index testers to ensure compliance with quality standards and improve overall productivity.

Furthermore, the growing emphasis on sustainability and environmental conservation is another crucial factor driving the bond index tester market. Industries are becoming more conscious of the environmental impact of their operations and are adopting measures to minimize waste and optimize resource utilization. Bond index testers play a vital role in this regard by enabling companies to accurately assess material properties, thereby facilitating the efficient use of resources and minimizing waste generation. This trend is expected to continue driving the demand for bond index testers in the coming years.

In the realm of financial investments, a Convertible Bond Fund offers a unique blend of fixed-income stability and equity growth potential. Convertible bonds are hybrid securities that provide investors with the option to convert their bonds into a predetermined number of shares of the issuing company. This feature allows investors to benefit from the upside potential of the company's stock while still enjoying the fixed interest payments typical of bonds. As the market for bond index testers continues to grow, investors may look towards Convertible Bond Funds as a way to diversify their portfolios, balancing the risks and rewards associated with both equity and fixed-income investments. The increasing interest in such funds is reflective of a broader trend towards more dynamic and flexible investment strategies that cater to varying market conditions and investor preferences.

From a regional perspective, the Asia Pacific region is expected to witness substantial growth in the bond index tester market. The rapid industrialization and urbanization in countries such as China, India, and Japan have created a significant demand for construction materials and, consequently, material testing equipment. Additionally, the presence of numerous manufacturing facilities and research institutes in this region further contributes to the market growth. North America and Europe are also anticipated to experience steady growth due to the increasing focus on infrastructure renovation and the adoption of advanced testing technologies.

Product Type Analysis

The Bond Index Tester market can be segmented based on product type into Manual Bond Index Testers and Automatic Bond Index Testers. Manual bond index testers have traditionally dominated the market due to their lower cost and widespread availability. These testers are ofte

As of July 18, 2025, the major economy with the highest yield on 10-year government bonds was Turkey, with a yield of ** percent. This is due to the risks investors take when investing in Turkey, notably due to high inflation rates potentially eradicating any profits made when using a foreign currency to investing in securities denominated in Turkish lira. Of the major developed economies, United Kingdom had one the highest yield on 10-year government bonds at this time with **** percent, while Switzerland had the lowest at **** percent. How does inflation influence the yields of government bonds? Inflation reduces purchasing power over time. Due to this, investors seek higher returns to offset the anticipated decrease in purchasing power resulting from rapid price rises. In countries with high inflation, government bond yields often incorporate investor expectations and risk premiums, resulting in comparatively higher rates offered by these bonds. Why are government bond rates significant? Government bond rates are an important indicator of financial markets, serving as a benchmark for borrowing costs, interest rates, and investor sentiment. They affect the cost of government borrowing, influence the price of various financial instruments, and serve as a reflection of expectations regarding inflation and economic growth. For instance, in financial analysis and investing, people often use the 10-year U.S. government bond rates as a proxy for the longer-term risk-free rate.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for Netherlands (IRLTLT01NLM156N) from Jan 1959 to Jun 2025 about Netherlands, long-term, 10-year, bonds, yield, government, interest rate, interest, and rate.

China Bond Index: CSI Composite data was reported at 241.750 31Dec2002=100 in 14 May 2025. This records a decrease from the previous number of 241.780 31Dec2002=100 for 13 May 2025. China Bond Index: CSI Composite data is updated daily, averaging 168.870 31Dec2002=100 from Jan 2003 (Median) to 14 May 2025, with 5421 observations. The data reached an all-time high of 242.190 31Dec2002=100 in 09 May 2025 and a record low of 126.352 31Dec2002=100 in 01 Dec 2010. China Bond Index: CSI Composite data remains active status in CEIC and is reported by China Securities Index Co., Ltd.. The data is categorized under China Premium Database’s Financial Market – Table CN.ZD: Bond Indices: Daily.

The Emerging Markets Bond Index (EMBI), commonly known as "riesgo país" in Spanish speaking countries, is a weighted financial benchmark that measures the interest rates paid each day by a selected portfolio of government bonds from emerging countries. It is measured in base points, which reflect the difference between the return rates paid by emerging countries' government bonds and those offered by U.S. Treasury bills. This difference is defined as "spread". Which Latin American country has the highest risk bonds? As of September 19, 2024, Venezuela was the Latin American country with the greatest financial risk and highest expected returns of government bonds, with an EMBI spread of around 254 percent. This means that the annual interest rates paid by Venezuela's sovereign debt titles were estimated to be exponentially higher than those offered by the U.S. Treasury. On the other hand, Brazil's EMBI reached 207 index points at the end of August 2023. In 2023, Venezuela also had the highest average EMBI in Latin America, exceeding 40,000 base points. The impact of COVID-19 on emerging market bonds The economic crisis spawned by the coronavirus pandemic heavily affected the financial market's estimated risks of emerging governmental bonds. For instance, as of June 30, 2020, Argentina's EMBI spread had increased more than four percentage points in comparison to January 30, 2020. All the Latin American economies measured saw a significant increase of the EMBI spread in the first half of the year.

Lucror Analytics: Proprietary Company Financial Data for Credit Quality & Bond Valuation

At Lucror Analytics, we provide cutting-edge corporate data solutions tailored to fixed income professionals and organizations in the financial sector. Our datasets encompass issuer and issue-level credit quality, bond fair value metrics, and proprietary scores designed to offer nuanced, actionable insights into global bond markets that help you stay ahead of the curve. Covering over 3,300 global issuers and over 80,000 bonds, we empower our clients to make data-driven decisions with confidence and precision.

By leveraging our proprietary C-Score, V-Score , and V-Score I models, which utilize CDS and OAS data, we provide unparalleled granularity in credit analysis and valuation. Whether you are a portfolio manager, credit analyst, or institutional investor, Lucror’s data solutions deliver actionable insights to enhance strategies, identify mispricing opportunities, and assess market trends.

What Makes Lucror’s Company Financial Data Unique?

Proprietary Credit and Valuation Models Our proprietary C-Score, V-Score, and V-Score I are designed to provide a deeper understanding of credit quality and bond valuation:

C-Score: A composite score (0-100) reflecting an issuer's credit quality based on market pricing signals such as CDS spreads. Responsive to near-real-time market changes, the C-Score offers granular differentiation within and across credit rating categories, helping investors identify mispricing opportunities.

V-Score: Measures the deviation of an issue’s option-adjusted spread (OAS) from the market fair value, indicating whether a bond is overvalued or undervalued relative to the market.

V-Score I: Similar to the V-Score but benchmarked against industry-specific fair value OAS, offering insights into relative valuation within an industry context.

Comprehensive Global Coverage Our datasets cover over 3,300 issuers and 80,000 bonds across global markets, ensuring 90%+ overlap with prominent IG and HY benchmark indices. This extensive coverage provides valuable insights into issuers across sectors and geographies, enabling users to analyze issuer and market dynamics comprehensively.

Data Customization and Flexibility We recognize that different users have unique requirements. Lucror Analytics offers tailored datasets delivered in customizable formats, frequencies, and levels of granularity, ensuring that our data integrates seamlessly into your workflows.

High-Frequency, High-Quality Data Our C-Score, V-Score, and V-Score I models and metrics are updated daily using end-of-day (EOD) data from S&P. This ensures that users have access to current and accurate information, empowering timely and informed decision-making.

How Is the Company Financial Data Sourced? Lucror Analytics employs a rigorous methodology to source, structure, transform and process data, ensuring reliability and actionable insights:

Proprietary Models: Our scores are derived from proprietary quant algorithms based on CDS spreads, OAS, and other issuer and bond data.

Global Data Partnerships: Our collaborations with S&P and other reputable data providers ensure comprehensive and accurate datasets.

Data Cleaning and Structuring: Advanced processes ensure data integrity, transforming raw inputs into actionable insights.

Primary Use Cases

1. Portfolio Construction & Rebalancing Lucror’s C-Score provides a granular view of issuer credit quality, allowing portfolio managers to evaluate risks and identify mispricing opportunities. With CDS-driven insights and daily updates, clients can incorporate near-real-time issuer/bond movements into their credit assessments.

2. Portfolio Optimization The V-Score and V-Score I allow portfolio managers to identify undervalued or overvalued bonds, supporting strategies that optimize returns relative to credit risk. By benchmarking valuations against market and industry standards, users can uncover potential mean-reversion opportunities and enhance portfolio performance.

3. Risk Management With data updated daily, Lucror’s models provide dynamic insights into market risks. Organizations can use this data to monitor shifts in credit quality, assess valuation anomalies, and adjust exposure proactively.

4. Strategic Decision-Making Our comprehensive datasets enable financial institutions to make informed strategic decisions. Whether it’s assessing the fair value of bonds, analyzing industry-specific credit spreads, or understanding broader market trends, Lucror’s data delivers the depth and accuracy required for success.

Why Choose Lucror Analytics? Lucror Analytics is committed to providing high-quality, actionable data solutions tailored to the evolving needs of the financial sector. Our unique combination of proprietary models, rigorous sourcing of high-quality data, and customizable delivery ensures that users have the insights they need to make sm...

Germany Index: Bond: REX data was reported at 459.686 30Dec1987=100 in Apr 2025. This records an increase from the previous number of 453.279 30Dec1987=100 for Mar 2025. Germany Index: Bond: REX data is updated monthly, averaging 331.190 30Dec1987=100 from Jan 1991 (Median) to Apr 2025, with 412 observations. The data reached an all-time high of 505.602 30Dec1987=100 in Aug 2019 and a record low of 109.780 30Dec1987=100 in Jan 1991. Germany Index: Bond: REX data remains active status in CEIC and is reported by Deutsche Börse Group. The data is categorized under Global Database’s Germany – Table DE.Z001: Stock Exchange Index.

The yield on US 30 Year Bond Yield rose to 4.70% on September 11, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.18 points, though it remains 0.71 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on September of 2025.

Index Time Series for iShares iBoxx $ High Yield Corporate Bond ETF. The frequency of the observation is daily. Moving average series are also typically included. The underlying index is a rules-based index consisting of U.S. dollar-denominated, high yield corporate bonds for sale in the U.S. The fund will invest at least 80% of its assets in the component securities of the underlying index, and the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index that the advisor believes will help the fund track the underlying index.

Graph and download economic data for Index of Yields of High Grade Municipal Bonds for United States (M13023USM156NNBR) from Jan 1900 to Apr 1967 about grades, bonds, yield, interest rate, interest, rate, indexes, and USA.

Canada Government Benchmark Bonds Yield: Month End: 3 Years data was reported at 2.500 % pa in Apr 2025. This records an increase from the previous number of 2.470 % pa for Mar 2025. Canada Government Benchmark Bonds Yield: Month End: 3 Years data is updated monthly, averaging 3.210 % pa from Jan 1993 (Median) to Apr 2025, with 388 observations. The data reached an all-time high of 9.010 % pa in Jan 1995 and a record low of 0.180 % pa in Jan 2021. Canada Government Benchmark Bonds Yield: Month End: 3 Years data remains active status in CEIC and is reported by Bank of Canada. The data is categorized under Global Database’s Canada – Table CA.M013: Government Bonds Yield. Government Benchmark Bond are rates based on actual mid-market closing yields of selected Canada bond issues that mature approximately in the indicated term areas.

View market daily updates and historical trends for Moody's Seasoned Aaa Corporate Bond Yield. from United States. Source: Federal Reserve. Track economic…