55 datasets found
  1. F

    Yields on Municipal Bonds, Twenty Bond Average for United States

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
    + more versions
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    (2012). Yields on Municipal Bonds, Twenty Bond Average for United States [Dataset]. https://fred.stlouisfed.org/graph/?id=M13050USM156NNBR&load_default_graph&printgraph
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    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    United States
    Description

    Graph and download economic data for from Jan 1948 to Jan 1967 about bonds, yield, interest rate, interest, rate, and USA.

  2. k

    Data from: Understanding the Recent Rise in Municipal Bond Yields

    • kansascityfed.org
    pdf
    Updated Apr 30, 2024
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    (2024). Understanding the Recent Rise in Municipal Bond Yields [Dataset]. https://www.kansascityfed.org/research/economic-bulletin/understanding-recent-rise-municipal-bond-yields-2020/
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    pdfAvailable download formats
    Dataset updated
    Apr 30, 2024
    Description

    In late March, investors sold off municipal bonds at a rapid pace, depressing municipal bond prices and driving up their yields relative to U.S. Treasuries. We find that this initial investor run on the municipal bond market was likely due to increased liquidity demand rather than credit concerns, making the Federal Reserve’s early actions to relieve liquidity stress effective. Going forward, however, municipal bond prices will likely reflect increased credit concerns.

  3. F

    Index of Yields of High Grade Municipal Bonds for United States

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
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    (2012). Index of Yields of High Grade Municipal Bonds for United States [Dataset]. https://fred.stlouisfed.org/series/M13023USM156NNBR
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    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    United States
    Description

    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.

  4. F

    Municipal Bond Yields for New England

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
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    (2012). Municipal Bond Yields for New England [Dataset]. https://fred.stlouisfed.org/series/Q13020USQ156NNBR
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    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    New England
    Description

    Graph and download economic data for Municipal Bond Yields for New England (Q13020USQ156NNBR) from Q1 1857 to Q1 1914 about New England, bonds, yield, interest rate, interest, rate, and USA.

  5. f

    U.S. National-Level Municipal Bond Market Statistics (SIFMA Aggregates)

    • figshare.com
    xlsx
    Updated Jun 23, 2025
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    Duane Ebesu (2025). U.S. National-Level Municipal Bond Market Statistics (SIFMA Aggregates) [Dataset]. http://doi.org/10.6084/m9.figshare.29382752.v1
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    xlsxAvailable download formats
    Dataset updated
    Jun 23, 2025
    Dataset provided by
    figshare
    Authors
    Duane Ebesu
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This dataset compiles national-level municipal bond issuance and pricing statistics for the United States, sourced from the Securities Industry and Financial Markets Association (SIFMA). It includes time-series data on municipal bond issuance volumes, average yields, interest rates, and maturity structures, aggregated on a monthly and annual basis. The dataset provides critical macro-financial context for evaluating subnational debt trends, especially in the context of climate adaptation investments and fiscal resilience. In particular, it supports comparative analysis between local climate-related borrowing (e.g., FEMA-backed projects) and national municipal debt trends, serving as a benchmark for assessing changes in risk premiums, cost of capital, and investor behavior. This file was used to calibrate yield spreads in empirical models evaluating the market response to federally co-funded nature-based infrastructure.

  6. T

    United States 30 Year Bond Yield Data

    • tradingeconomics.com
    csv, excel, json, xml
    Updated May 27, 2017
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    TRADING ECONOMICS (2017). United States 30 Year Bond Yield Data [Dataset]. https://tradingeconomics.com/united-states/30-year-bond-yield
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    excel, json, xml, csvAvailable download formats
    Dataset updated
    May 27, 2017
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 15, 1977 - Oct 10, 2025
    Area covered
    United States
    Description

    The yield on US 30 Year Bond Yield eased to 4.62% on October 10, 2025, marking a 0.10 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.04 points, though it remains 0.21 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 October of 2025.

  7. H

    Mergent Municipal Bond Securities Data

    • dataverse.harvard.edu
    • search.dataone.org
    Updated Jul 18, 2025
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    Mergent (2025). Mergent Municipal Bond Securities Data [Dataset]. http://doi.org/10.7910/DVN/WVPFLU
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    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Jul 18, 2025
    Dataset provided by
    Harvard Dataverse
    Authors
    Mergent
    License

    https://dataverse.harvard.edu/api/datasets/:persistentId/versions/3.2/customlicense?persistentId=doi:10.7910/DVN/WVPFLUhttps://dataverse.harvard.edu/api/datasets/:persistentId/versions/3.2/customlicense?persistentId=doi:10.7910/DVN/WVPFLU

    Time period covered
    1996 - Dec 31, 2024
    Description

    The Mergent Municipal Bond Securities database provides information on U.S. domestic municipal bonds beginning in 1996. It covers municipal issues from all 50 states including bonds issued by states, counties, and cities as well as other municipal entities such as hospitals, community colleges, schools, water districts, and other similar entities. Data is at issue level for all individual bonds including the underwriter, bond yield, offering price, offering date, maturity, and other bond characteristics (e.g., taxable, security, use of proceeds, sale type, refunding). It also includes information on credit ratings at issuance and throughout the life of the bond from S&P, Moody’s, and Fitch. Each bond has a maturity_id and issue_id that allows for matching across tables within the Mergent dataset. The full 9-digit CUSIP for each bond is also provided. There is some coverage for geographic areas outside of the 50 states (e.g., Puerto Rico and the Virgin Islands). It also includes some bonds issued prior to 1996, and some debt instruments other than public bonds (e.g., collateralized notes, certificates of obligation, construction loan notes). However, the extent of coverage for these additional geographic areas, offering dates, and debt instruments is unknown, suggesting that researchers exercise caution before using these data. Data is current to December 2024.

  8. f

    Model variable definitions.

    • plos.figshare.com
    bin
    Updated Aug 9, 2023
    + more versions
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    Erika Smull; Evan Kodra; Adam Stern; Andrew Teras; Michael Bonanno; Martin Doyle (2023). Model variable definitions. [Dataset]. http://doi.org/10.1371/journal.pone.0288979.t003
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    binAvailable download formats
    Dataset updated
    Aug 9, 2023
    Dataset provided by
    PLOS ONE
    Authors
    Erika Smull; Evan Kodra; Adam Stern; Andrew Teras; Michael Bonanno; Martin Doyle
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    Both climate risk and race are factors that may affect municipal bond yields, yet each has received relatively limited empirical research attention. We analyzed > 712,000 municipal bonds representing nearly 2 trillion USD in par outstanding, focusing on credit spread or the difference between a debt issuer’s interest cost to borrow and a benchmark “risk-free” municipal rate. The relationship between credit spread and physical climate risk is significant and slightly positive, yet the coefficient indicates no meaningful spread penalty for increased physical climate risk. We also find that racial composition (the percent of a community that is Black) explains a statistically significant and meaningful portion of municipal credit spreads, even after controlling for a variety of variables in domains such as geographic location of issuer, bond structure (e.g., bond maturity), credit rating, and non-race economic variables (e.g., per capita income). Assuming 4 trillion USD in annual outstanding par across the entire municipal market, and weighting each issuer by its percent Black, an estimated 19 basis point (bp) penalty for Black Americans sums to approximately 900 million USD annually in aggregate. Our combined findings indicate a systemic mispricing of risk in the municipal bond market, where race impacts the cost of capital, and climate does not.

  9. y

    Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED)

    • ycharts.com
    html
    Updated Oct 8, 2016
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    Federal Reserve (2016). Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED) [Dataset]. https://ycharts.com/indicators/municipal_bond_index
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    htmlAvailable download formats
    Dataset updated
    Oct 8, 2016
    Dataset provided by
    YCharts
    Authors
    Federal Reserve
    License

    https://www.ycharts.com/termshttps://www.ycharts.com/terms

    Time period covered
    Jan 1, 1953 - Oct 6, 2016
    Area covered
    United States
    Variables measured
    Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED)
    Description

    View weekly updates and historical trends for Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED). from United States. Source: Federal Reserve. Trac…

  10. d

    Replication Data for: Sea Level Rise Exposure and Municipal Bond Yields

    • dataone.org
    Updated Nov 8, 2023
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    Goldsmith-Pinkham, Paul (2023). Replication Data for: Sea Level Rise Exposure and Municipal Bond Yields [Dataset]. http://doi.org/10.7910/DVN/W5HTWA
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    Dataset updated
    Nov 8, 2023
    Dataset provided by
    Harvard Dataverse
    Authors
    Goldsmith-Pinkham, Paul
    Description

    This folder contains the replication code for "Sea Level Rise Exposure and Municipal Bond Yields" The main analysis code is Code/analysis.do The data file for running the code is called Data/final_regression_data.dta. However, we only include an example row of the data because the municipal bond data is proprietary. Users interested in constructing the dataset would need to purchase the bond data from Mergent. However, we do include our SLR projections data in Data/SLR Projections As well as the cross-walk between districts and issuer names matched_issuer_districts_clean.csv

  11. F

    Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED)

    • fred.stlouisfed.org
    json
    Updated Oct 7, 2016
    + more versions
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    (2016). Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED) [Dataset]. https://fred.stlouisfed.org/graph/?id=WSLB20
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Oct 7, 2016
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Bond Buyer Go 20-Bond Municipal Bond Index (DISCONTINUED) from 1953-01-01 to 2016-10-06 about municipal, state & local, bonds, government, indexes, and USA.

  12. m

    BlackRock High Yield Muni Income Bond ETF - Price Series

    • macro-rankings.com
    csv, excel
    Updated Mar 16, 2021
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    macro-rankings (2021). BlackRock High Yield Muni Income Bond ETF - Price Series [Dataset]. https://www.macro-rankings.com/Markets/ETFs/HYMU-US
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    csv, excelAvailable download formats
    Dataset updated
    Mar 16, 2021
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    united states
    Description

    Index Time Series for BlackRock High Yield Muni Income Bond ETF. The frequency of the observation is daily. Moving average series are also typically included. Under normal circumstances, the fund seeks to achieve its objectives by investing at least 80% of its assets in municipal bonds. Generally, the fund will invest in distressed securities when fund management believes they offer significant potential for higher returns or can be exchanged for other securities that offer this potential. It is non-diversified.

  13. m

    VanEck Short High Yield Muni ETF - Price Series

    • macro-rankings.com
    csv, excel
    Updated Jan 13, 2014
    + more versions
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    macro-rankings (2014). VanEck Short High Yield Muni ETF - Price Series [Dataset]. https://www.macro-rankings.com/Markets/ETFs/SHYD-US
    Explore at:
    csv, excelAvailable download formats
    Dataset updated
    Jan 13, 2014
    Dataset authored and provided by
    macro-rankings
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Area covered
    united states
    Description

    Index Time Series for VanEck Short High Yield Muni ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund normally invests at least 80% of its total assets in securities that comprise the benchmark index. The index is composed of publicly traded municipal bonds that cover the U.S. dollar denominated high yield short-term tax-exempt bond market.

  14. f

    FMSbonds | Investing Data | Finance & Banking Data

    • datastore.forage.ai
    Updated Sep 27, 2024
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    (2024). FMSbonds | Investing Data | Finance & Banking Data [Dataset]. https://datastore.forage.ai/searchresults/?resource_keyword=Credit%20Rating%20Agencies
    Explore at:
    Dataset updated
    Sep 27, 2024
    Description

    FMSbonds is a specialized investment firm with a focus on tax-free municipal bonds. With decades of experience, they have built a reputation for providing comprehensive solutions for investors seeking to tap into the municipal bond market. The company's expertise lies in its ability to offer a wide range of bond options, from short-term to long-term investments, with varying credit ratings and yields.

    From bond search to financial statements, FMSbonds provides an extensive range of services for its clients. Their website features an array of resources, including a bond forum, market yields, and news and perspectives, allowing clients to stay informed and make informed decisions. With a commitment to customer service, FMSbonds is dedicated to helping investors achieve their financial goals through its expertise in the municipal bond market.

  15. Will MFS (CXH) Municipal Bonds Recover? (Forecast)

    • kappasignal.com
    Updated Feb 25, 2024
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    KappaSignal (2024). Will MFS (CXH) Municipal Bonds Recover? (Forecast) [Dataset]. https://www.kappasignal.com/2024/02/will-mfs-cxh-municipal-bonds-recover.html
    Explore at:
    Dataset updated
    Feb 25, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Will MFS (CXH) Municipal Bonds Recover?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  16. iBonds ETF: A Municipal Bond Haven in the Horizon? (Forecast)

    • kappasignal.com
    Updated Apr 1, 2024
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    KappaSignal (2024). iBonds ETF: A Municipal Bond Haven in the Horizon? (Forecast) [Dataset]. https://www.kappasignal.com/2024/04/ibonds-etf-municipal-bond-haven-in.html
    Explore at:
    Dataset updated
    Apr 1, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    iBonds ETF: A Municipal Bond Haven in the Horizon?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  17. DMB BNY Mellon Municipal Bond Infrastructure Fund Inc. Common Stock...

    • kappasignal.com
    Updated Mar 29, 2023
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    KappaSignal (2023). DMB BNY Mellon Municipal Bond Infrastructure Fund Inc. Common Stock (Forecast) [Dataset]. https://www.kappasignal.com/2023/03/dmb-bny-mellon-municipal-bond.html
    Explore at:
    Dataset updated
    Mar 29, 2023
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    DMB BNY Mellon Municipal Bond Infrastructure Fund Inc. Common Stock

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  18. Invesco Trust (VGM) Municipal Bonds: A Safe Haven in Uncertain Times...

    • kappasignal.com
    Updated Jul 13, 2024
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    KappaSignal (2024). Invesco Trust (VGM) Municipal Bonds: A Safe Haven in Uncertain Times (Forecast) [Dataset]. https://www.kappasignal.com/2024/07/invesco-trust-vgm-municipal-bonds-safe.html
    Explore at:
    Dataset updated
    Jul 13, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Invesco Trust (VGM) Municipal Bonds: A Safe Haven in Uncertain Times

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  19. d

    FinPricing SIFMA Municipal Swap Index Curve Data - US

    • datarade.ai
    .json
    Updated Dec 10, 2020
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    FinPricing (2020). FinPricing SIFMA Municipal Swap Index Curve Data - US [Dataset]. https://datarade.ai/data-products/sifma-municipal-swap-index-curve-data-finpricing
    Explore at:
    .jsonAvailable download formats
    Dataset updated
    Dec 10, 2020
    Dataset authored and provided by
    FinPricing
    Area covered
    United States of America
    Description

    The SIFMA Municipal Swap Index, formerly the Bond Market Association Index, is a market index composed of tax-exempt variable rate demand obligations (VRDOs). VRDOs are municipal bonds with floating interest rates. The SIFMA index is issued weekly.

    The SIFMA rate for each interest payment period is equal to the weighted average of the SIFMA index value. Both SIFMA and LIBOR are popular floating rate index. The SIFMA rate represents the average interest rate payable on tax-exempt variable rate demand obligations, while the LIBOR rate represents the interest rate payable on non-tax exempt demand obligations. In general, the SIFMA rate trades as a proportion of LIBOR rate.

    The coupon rates of many floating rate bonds or floating rate callable bonds refer to SIFMA index. The change of index has quite impact on the bond values. Thus, the SIFMA curve is major used to price various bonds, such as municipal bonds, municipal debts, bond purchase agreements, etc.

  20. D

    Fixed Income Asset Management Market Report | Global Forecast From 2025 To...

    • dataintelo.com
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    Updated Jan 7, 2025
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    Dataintelo (2025). Fixed Income Asset Management Market Report | Global Forecast From 2025 To 2033 [Dataset]. https://dataintelo.com/report/fixed-income-asset-management-market
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    pptx, csv, pdfAvailable download formats
    Dataset updated
    Jan 7, 2025
    Dataset authored and provided by
    Dataintelo
    License

    https://dataintelo.com/privacy-and-policyhttps://dataintelo.com/privacy-and-policy

    Time period covered
    2024 - 2032
    Area covered
    Global
    Description

    Fixed Income Asset Management Market Outlook



    The global fixed income asset management market size was valued at approximately USD 5.7 trillion in 2023 and is projected to grow to USD 9.3 trillion by 2032, expanding at a compound annual growth rate (CAGR) of 5.5% over the forecast period. The growth of this market is primarily driven by the increasing demand for stable and predictable returns in an uncertain economic environment.



    One of the significant growth factors for the fixed income asset management market is the aging global population. As more individuals approach retirement age, the demand for fixed income investments that offer stable returns and lower risk compared to equities is increasing. Retirees and near-retirees often prioritize capital preservation and income generation, which fixed income products are well-suited to provide. This demographic trend is particularly prominent in developed countries but is also becoming more relevant in emerging markets as their populations age and accumulate wealth.



    Another crucial growth driver is the rising interest rate environment. As central banks around the world shift towards tightening monetary policies to combat inflation, interest rates are gradually increasing. Higher interest rates make newly issued bonds more attractive to investors due to their higher yields. This situation creates opportunities for fixed income asset managers to attract new investments and cater to clients looking for better returns in a higher interest rate environment. Additionally, higher yields can enhance the overall performance of fixed income portfolios, making them more appealing to both institutional and retail investors.



    The increasing complexity and diversity of fixed income products is also contributing to market growth. The fixed income market has evolved to include a wide range of instruments beyond traditional government and corporate bonds. Products such as mortgage-backed securities, municipal bonds, and various structured financial instruments offer different risk-return profiles and investment opportunities. This diversification allows asset managers to tailor portfolios to meet specific client needs and preferences, thereby attracting a broader investor base. The development of innovative fixed income products continues to drive growth in this market by expanding the range of investment options available.



    In the realm of private equity, the PE Fund Management Fee plays a crucial role in shaping the investment landscape. These fees are typically charged by fund managers to cover the operational costs of managing the fund, including research, administration, and portfolio management. The structure of these fees can vary, often comprising a management fee based on the committed capital and a performance fee tied to the fund's returns. Understanding the intricacies of these fees is essential for investors, as they can significantly impact the net returns on their investments. As private equity continues to grow as an asset class, the transparency and justification of management fees are becoming increasingly important to investors seeking to maximize their returns while ensuring alignment of interests with fund managers.



    From a regional perspective, North America remains the largest market for fixed income asset management, driven by the presence of a well-established financial industry, a large pool of institutional investors, and a high level of individual wealth. However, the Asia Pacific region is expected to exhibit the highest growth rate during the forecast period. Rapid economic growth, increasing financial literacy, and a burgeoning middle class are driving demand for fixed income investments in countries such as China and India. Additionally, regulatory reforms aimed at developing local bond markets and attracting foreign investment are further propelling the market in this region.



    Asset Type Analysis



    The fixed income asset management market can be categorized by asset type into government bonds, corporate bonds, municipal bonds, mortgage-backed securities, and others. Each of these asset types offers unique characteristics and appeals to different segments of investors, contributing to the overall growth and diversification of the market.



    Government bonds are one of the most significant segments in the fixed income market. Issued by national governments, these bonds are considered low-risk investments due to the backing of the issuing g

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(2012). Yields on Municipal Bonds, Twenty Bond Average for United States [Dataset]. https://fred.stlouisfed.org/graph/?id=M13050USM156NNBR&load_default_graph&printgraph

Yields on Municipal Bonds, Twenty Bond Average for United States

M13050USM156NNBR

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442 scholarly articles cite this dataset (View in Google Scholar)
jsonAvailable download formats
Dataset updated
Aug 20, 2012
License

https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

Area covered
United States
Description

Graph and download economic data for from Jan 1948 to Jan 1967 about bonds, yield, interest rate, interest, rate, and USA.

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