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The Standard & Poor's/Investortools - High Yield Index
October 2011
(Expanded Deletion Criteria)
See Explanation
Cumulative Returns Data

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Period # Of
Cusips
Total
Return
Beg. Mkt.
Val (Mil)
Mkt. Wt.
Coupon
Mkt. Wt.
Beginning Yield
Mkt. Wt.
Ending Yield
Ending Mod
Duration
Ending Yrs. To
Price Date
October 2011 4,706 -0.393% 62,873 5.664% 7.264% 7.335% 7.67 16.38
One Year History
(Indices and data produced before November 2002 reflect the original limited deletion criteria.)
Period # Of
Cusips
Total
Return
Beg. Mkt.
Val (Mil)
Mkt. Wt.
Coupon
Mkt. Wt.
Beginning Yield
Mkt. Wt.
Ending Yield
Ending Mod
Duration
Ending Yrs. To
Price Date
Sep 2011 4,690 1.895% 54,558 5.701% 7.317% 7.089% 7.02 13.96
Aug 2011 4,698 0.568% 53,442 5.737% 7.215% 7.332% 7.25 14.86
Jul 2011 4,724 1.573% 53,203 5.748% 7.335% 7.218% 7.34 15.01
Jun 2011 4,708 1.410% 52,327 5.768% 7.426% 7.343% 7.34 15.44
May 2011 4,728 1.986% 51,930 5.774% 7.619% 7.436% 7.29 15.53
Apr 2011 4,760 1.504% 51,333 5.775% 7.782% 7.627% 7.43 16.12
Mar 2011 4,766 -0.084% 52,141 5.750% 7.669% 7.739% 7.47 16.30
Feb 2011 4,779 1.272% 51,838 5.753% 7.627% 7.607% 7.43 16.10
Jan 2011 4,845 -1.558% 53,918 5.730% 7.360% 7.552% 7.39 16.17
Dec 2010 4,852 -1.748% 55,379 5.710% 7.051% 7.315% 7.42 15.89
Nov 2010 4,846 -2.640% 57,032 5.698% 6.669% 7.076% 7.24 15.00
Oct 2010 4,896 0.499% 57,070 5.687% 6.694% 6.651% 6.80 13.43
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