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Fixed Income performance indices

The main purpose of this document is to give a nonexhaustive outline of the existing bond indices on the European market. It aims at providing help upon the main features of the various indices available.

We listed eight leading providers of bond indices:

  • EuroMTS
  • Iboxx
  • S&P
  • Barcap
  • JP Morgan
  • Citi
  • Bank of America Merrill Lynch
  • Effas

For each indices supplier, the table shows the list of the indices developed according to their exposures (corporate bonds, government bonds, bonds indexed on inflation, etc), their general characteristics (price level, Bloomberg ticker, website of the index supplier, etc).

The accessibility of the data as well as the replicability of the index and the fact that one can invest in the index are relevant criterions for the investors, the table also indicates the position of the various suppliers on these criterions.

The information contained in the table below has been extracted from public sources. The CNO has taken reasonable care in extracting and reproducing such information and in delivering its opinions. However the information and opinions expressed herein have not been verified by an independent third party or the indices' suppliers. No representation or warranty is made to, and no reliance should be placed on the fairness, accuracy, completeness or correctness of the information or opinions contained herein. Accordingly neither the CNO nor the sponsors of the indices shall have any liability whatsoever for any loss arising from the use of this panorama.
 

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last update 04 November 2019