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1 2018 年境外债券指数 和指数型产品动态 2 2018 年 境 外债券指 数和指 数型产品 动态 1 2018 S&P 500 30 Solactive Beta STOXX LDI ESG ESG Solactive 2 2018 ETF ETF 176 6575 12.55% 975 40% 2018 2018 7 3.26% 2 10 3 2018 ETP 1230 1202 9285 2018 28 ETP 65 Smart beta ETF ESG ETF 4 2018 ETF 10 ETF ETF ETF ETF 3 2018 ESG ETF Smart beta ETF ETF Smart beta ETF ESG ETF ETF FOF ETF 4 一 、债券指数动态 （一）新发债券指数 1. S&P 2018 2 S&P 500 Bond Mega 30 Index Family S&P 500 30 S&P 500 Bond Mega 30 Investment Grade Index S&P 500 30 S&P 500 Bond Mega 30 High Yield Index 500 1 500 S&P 500 Bond Index 500 S&P 500 Dividend Aristocrats Bond Select 30 Index 500 1 S&P 500 Bond Mega 30 Investment Grade Index 500 1 S&P 500 Bond Mega 30 High Yield Index 500 1 S&P 500 Bond Mega 30 Investment Grade Index 1 30 S&P 500 Bond Mega 30 Index Family 1-3 3-5 5-7 500 2. Solactive Solactive2018 2 Solactive2018 5 Solactive Beta Solactive USD High Yield Corporates Total Market Low Beta Index 2018 1 12 30 YTW 30 YTW 30 YTW 1.05 beta Solactive Beta Solactive USD High Yield Corporates Total Market High Beta Index 2018 1 12 30 YTW 30 YTW 30 YTW 0.95 beta Solactive Solactive Australian Investment Grade Corporate Bond Select TR Index 2018 6 7 2.5 Option -adjusted spread 35 7% Solactive Solactive USD China Corporate High Yield Bond Index 2018 7 10 10 3 2-5 40% 5% Solactive Solactive Broad Global Developed Government Bond TR EUR Index 2018 10 30 3. STOXX STOXX Euro Stoxx 50 Euro Stoxx 50 2018 4 19 STOXX LDI iSTOXX RiskFirst LDI Indices. LDI Liability Driven Investing 6 iSTOXX RiskFirst LDI Indices STOXX RiskFirst LDI 1 12 LDI 4. J.P. Morgan 2018 4 20 ESG (JP Morgan ESG Index) ESG 170 650 ESG JESG ESG ESG ESG JESG DataQuery JESG (UNGC) JESG （二）其他主要指数供应商 1. FTSE 2017 8 31 World Government Bond Index LSE FTSE Russell FTSE EMEA smart beta 7 2018 FTSE EMGBI 2017 6 2017 7 (WGBI-Extended) 2018 2 3 Emerging Markets Government Bond Index EMGBI Asian Government Bond Index AGBI Asia Pacific Government Bond Index APGBI Emerging Markets Government Bond Index Capped (EMGBI-Capped) 10% Asian Government Bond Index Capped AGBI-Capped 20% 200 1 WGBI-Extended EMGBI AGBI APGBI 3 2018 2 1/3 2018 3 2/3 2018 4 4 2018 12 31 WGBI-Extended 7% WGBI-Extended WGBI WGBI 1986 CITI 2 4 2. ICE 2017 10 ICE (Bank of America Merrill Lynch) ICE ICE BofAML 4800 68 40 8 16 50% BBB Corp+50% BB Corp BBB BB All High Grade USD Corporate excluding TMT TMT 二 、美国固定收益 ETF 市场概览 （一）数量与规模 2018 12 31 ETP 387 6576 12.55% ETF 376 6575 12.55% ETN 1 1 ETF ICI ETF ETF 90.6% 0.38% $0 $1,000 $2,000 $3,000 $4,000 $5,000 $6,000 $7,000 0 50 100 150 200 250 300 350 400 450 2002 年 2003年 2004年 2005年 2006年 2007年 2008年 2009年 2010年 2011年 2012年 2013年 2014年 2015年 2016 年 2017年 2018年 规模（右，亿美元） 数量（左） 9 3 ETF ETF 293 +26 -2.50% 5956.475 +658.324 1 -0.07% 56 +13 1.94% 362.1573 +62.5334 0.38% 27 +5 0.55% 256.1424 +10.2927 -0.31% 81.86% 2 ETF ETF Top 10 ETF 2658 ETF 40% 2017 10 ETF 6% 10 ETF BlackRock Vanguard ETF BlackRock AGG 567.9 AGG ETF ETF SHV SHY ETF 10 Top 10 ETF TIPS 2018 35% 29% 18% 6% 6% 3% 3% Broad Market Corporate Sovereign TIPS Municipals Government/Credit Government(ex US) 10 4 Top 10 ETF ETF AGG iShares Core U.S. Aggregate Bond ETF BlackRock 2003/9/ 22 567.9 0 BND Vanguard Total Bond Market ETF Vanguard 2007/4/ 3 364.4 +1 LQD iShares iBoxx USD Investment Grade Corporate Bond ETF BlackRock 2002/7/ 22 295.6 -1 BSV Vanguard Short-Term Bond ETF Vanguard 2007/4/ 3 279.1 +1 TIP iShares TIPS Bond ETF BlackRock 2003/12 /4 213.2 TIPS -1 SHV iShares Short Treasury Bond ETF BlackRock 2007/1/ 5 206.9 +14 SHY iShares 1-3 Year Treasury Bond ETF BlackRock 2002/7/ 22 206.3 +9 VCSH Vanguard Short-Term Corporate Bond ETF Vanguard 2009/11 / 19 202 -2 VCIT Vanguard Intermediate-Term Corporate Bond ETF Vanguard 2009/11 / 19 181.4 -2 EMB iShares JP Morgan USD Emerging Markets Bond ETF BlackRock 2007/12 / 17 141.3 +3 （二）新发 2018 ETF57 14% 37 ETF 21.54 ETF 1% ETF ETF ETF Smart beta ETF ESG ETF 2018 ETF 24 ETF 11 ETF 0.47 16 Smart beta ETF 2 ESG ETF ETF 26% 14% ETF smart beta ETF 5 2018 ETF ETF ETF 15 3.0293 0.20 0.25% Smart beta ETF 16 6.3576 0.40 0.24% ESG ETF 2 0.8117 0.41 0.15% ETF 24 11.3383 0.47 0.43% ALL 57 21.5369 0.38 0.32% 2018 ETF 5 ETF 3.79 0.76 3 2018 ETF ETF （三）退市 2018 ETF 12 ETF 6 2018 ETF 0 5 10 15 20 25 30 宽期限 短期 中期 长期 超短期 规模（亿美元） 数量 12 6 ETF 2 ETF ETF ETF Hartford Funds 6 2018 ETF ETF Fund 2017 Invesco BulletShares 2018 High Yield Corporate Bond ETF 2018/12/27 10.4 Invesco Bullest S
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