List of bond market indices
Encyclopedia
Global
- Barclays Capital Aggregate Bond Index - a family of global and regional bond indices (http://www.lehman.com/fi/indices/global.htm)
U.S. bonds
- Lehman U.S. Aggregate
- Salomon BIGSalomon BIGThe Salomon Broad Investment Grade Index is a common American Bond index, akin to the S&P 500 for stocks, originally owned by Salomon Brothers and now run by its successor, Citigroup...
- Merrill Lynch Domestic MasterMerrill Lynch Domestic MasterThe Merrill Lynch Domestic Master is a common American Bond index, analogous to the S&P 500 for stocks, owned by Merrill Lynch. The Domestic Master is similar to the Salomon BIG or the Lehman U.S. Aggregate . The Domestic Master Index was created on December 31, 1975...
- CPMKTB - The Capital Markets Bond Index
Government bonds
- Salomon Smith Barney World Government Bond IndexSalomon Smith Barney World Government Bond IndexNote: The Salomon Smith Barney family of fixed income indices has been rebranded by Citigroup Fixed Income Index LLC.The Citigroup World Government Bond Index is a market capitalization weighted bond index consisting of the government bond markets of the multiple countries. Country eligibility is...
- J.P. Morgan Government Bond Index
- Access Bank Nigerian Government Bond IndexAccess Bank Nigerian Government Bond IndexThe Access Bank Nigerian Government Bond Index is a liquid index that was created to ensure that there exists credible data on the Nigerian sovereign bond market which will help the investors and other stakeholders to make informed investment decisions while providing a benchmark for measuring the...
- FTSEFTSEFTSE may refer to:* The FTSE Group* Stock market indices published by the FTSE Group, particularly the FTSE 100 Index on the London Stock Exchange* The Fundamental theorem of software engineering...
UK Gilts Index Serieshttp://www.ftse.com/Indices/FTSE_UK_Gilts_Indices/index.jsp - MAX Hungarian Government Bond Index Serieshttp://www.gdma.hu/max_idosor.ivy
Emerging market bonds
- J.P. Morgan Emerging Markets Bond Index
- JPMorgan GBI-EM IndexJPMorgan GBI-EM IndexThe JPMorgan Government Bond Index-Emerging Markets indices are comprehensive emerging market debt benchmarks that track local currency bonds issued by Emerging Market governments. The index was launched in June 2005 and is the first comprehensive global local Emerging Markets index...
High-yield bonds
- CSFB High Yield II Index (CSHY)
- Merrill Lynch High Yield Master IIMerrill Lynch High Yield Master IIThe Merrill Lynch US High Yield Master II Index is a commonly used benchmark index for high yield corporate bonds. It is administered by Merrill Lynch. The Master II is a measure of the broad high yield market, unlike the Merrill Lynch BB/B Index, which excludes lower-rated securities.-History:The...
- Bear Stearns High Yield Index (BSIX)
Other fixed income indices include credit derivative swap indices
Credit Default Swap Index
A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which is an over the counter credit derivative, a credit default swap index is a completely standardised credit security and may...
, mortgage-backed securities indices
Mortgage-backed security
A mortgage-backed security is an asset-backed security that represents a claim on the cash flows from mortgage loans through a process known as securitization.-Securitization:...
and asset-backed securities indices
Asset-backed securities index
The ABX is a credit derivative swap contract that pools lists of exposures to mortgage backed securities.In January 2006, CDS Indexco and Markit launched ABX.HE, a subprime mortgage backed credit derivative index, with plans to extend the index to underlying asset types other than home equity loans...
.