SPIP News and Press, SPDR® Portfolio TIPS ETF From 09/10/21

SCHP provides risk-on exposure to US Treasury inflation-protected securities. The fund’s goal is to track the total return of an index by investing in US fixed income markets. One of a group of inflation hedging ETF all-stars. Any investment decision is likely to be acc...

IVOL is Krane Shares broad fixed income ETF comprised of treasury inflation protected securities. Long options tied to the US interest rate swap curve also make up a prominent part of the fund. The Chinese fund manager’s actively managed inflation linked fund provides prote...

Risk-adjusted performance continued to rise in August for the Global Market Index. Sharpe ratios in global markets generally are elevated. GMI represents a theoretical benchmark for the “optimal” portfolio. For further details see: Major Asset Classes | Aug...

The expected risk premium for the Global Market (GMI) ticked up in August, reaching an annualized 6.1%, slightly above the previous month’s estimate. Despite the comparatively high GMI forecast, the current estimate remains well below the index’s realized risk premium fo...

The winning streak for American shares rolled on in August. US stocks rose for a seventh straight month and posted the strongest gain for the major asset classes. US bonds also lost ground in August. The Bloomberg Aggregate Bond Index slipped 0.2%, the first monthly decline for the be...

SPDR Portfolio TIPS ETF (NYSEARCA:SPIP) - $0.2252. Payable Sep 08; for shareholders of record Sep 02; ex-div Sep 01. For further details see: SPDR Portfolio TIPS ETF declares monthly distribution of $0.2252

The U.S. Treasury is preparing for coupon cuts, but the impact on private supply will be nuanced. Without significant coupon cuts, the percent of debt outstanding in T-Bills will fall well below the Treasury recommended 15% to 20%. The actions of the Federal Reserve’s Asset...

On Monday, the CEA published a blogpost on how the administration’s infrastructure and Build Back Better plans won’t be inflationary. I think it’s of interest to see how the market (which will undoubtedly turn out to be wrong) thinks inflation and output will evol...

The real interest rate is the nominal interest rate adjusted for the expected change in the associated currency’s purchasing power, where “expected” is the operative word. Of course, when you buy the security, you have no way of knowing what will happen to the cur...

A pure zero-coupon bond, which is essentially the building block of all of finance because it is part of the discount factor, is the simplest way to take this concept and put it into a simple atomic calculation. If you do not have a market meltdown, that asset price inflation will slo...