Bloomberg Fixed Income Indices
The global leader in fixed income indexing
Our global family of fixed income indices traces its history to 1973 when the first total return bond index was created. For fifty years, these indices have been the most widely used for fixed income investors seeking objective, rules-based and representative benchmarks to measure asset class risk and return. On August 24, 2016, Bloomberg acquired these long-standing assets from Barclays Bank PLC. and on August 24, 2021, they were rebranded as the Bloomberg Fixed Income Indices.
The most widely used fixed income indices globally
Trillions in assets globally are benchmarked to the Bloomberg Fixed Income Indices. Backed by industry-leading reference data, Bloomberg is equipped to benchmark portfolios and construct the next generation of indices for your index-linked products and investment strategies.
Bloomberg offers flagship benchmarks, including the Bloomberg US Aggregate and Bloomberg Global Aggregate as well as Euro, Asia-Pac, China, Emerging Market, Muni, High-Yield, Inflation-Linked, ESG, Climate and more. Bloomberg Indices are fully integrated with the analytics on the Bloomberg Terminal.
Bloomberg’s family of fixed income indices also includes the renowned Bloomberg AusBond Indices and Bloomberg NZBond Indices, which are the leading benchmarks for the fixed income markets of Australia and New Zealand, respectively.
ESG indices
Bloomberg and MSCI ESG Research partnered to launch the market’s first fixed income index family to incorporate measures of ESG risk. Learn more about this landmark index family and Bloomberg’s other ESG index offerings here.
Tradable Trackers Indices
Tradable Trackers is our new suite of tradable indices based on Bloomberg’s market leading Fixed Income Indices. Unlike traditional end-of-day indices, Tradable Trackers are designed to be liquid indices, with intraday pricing, that tightly track the flagship Bloomberg Indices on which they are based. Learn how Tradable Trackers can support innovation and facilitate the development of standardized and listed index-linked products. These products will aim to provide the market with tools to hedge portfolio risk, efficiently gain credit exposure and identify trading opportunities.
Resources
Access our resources page to view index methodology documents, fact sheets and additional publications regarding the Bloomberg Fixed Income Indices.
Bloomberg’s indexing capabilities
Cross-Asset Coverage
Bloomberg’s index team has a proven track record in creating strategic indices across asset classes, including fixed income, equity, commodity, multi-asset, currency, digital asset and reference rates. Explore our cross-asset coverage areas here.
Index Resources for Financial Advisors
Bloomberg’s indices are rules-based and transparent to help measure a wide array of market exposures. Advisors can use the indices for traditional benchmarking activities, including measuring portfolio performance and risk exposures, or look to our partners for opportunities to invest in licensed index products.
Customization
We offer a broad and evolving suite of unbiased index products, including custom datasets, factors and styles, from which investors can select or customize the most appropriate benchmark for their portfolio needs. In addition to our flagship indices, Bloomberg publishes thousands of bespoke benchmarks and actively works with index users in a consultative manner on benchmark design, methodology, back-testing, selection, and documentation of their custom indices.
Systematic Strategies
Indices have expanded beyond traditional benchmarks. Investors now use indices to efficiently measure, isolate, and gain access to risk premia factors, thematic exposure, enhanced beta and alpha through rigorous and transparent rules-based index products. Bloomberg brings these innovative capabilities to market based on our years of experience in systematic strategies research.
Thematics
Bloomberg’s thematic indices capture structural, macro trends disrupting the global economy. Our data-driven approach incorporates proprietary research delivered by expert analyst teams to form baskets which serve as the basis for index selection.
Index Research
The Bloomberg Portfolio & Index Research team addresses topics that are relevant to today’s financial market participants, within four main areas: risk premia strategies, ESG investing, portfolio and risk analytics and optimization. Access selections of their work here.
Index News & Announcements
Access the latest news from Bloomberg’s index team, including new product launches and more.
Data & Licensing
Index subscribers may choose to receive index data in various file formats. Accessing index data off-Terminal requires an additional license, and a separate product license is required for financial product creation and passive index replication.
Terminal Integration
Bloomberg Terminal users gain even more value from the Bloomberg Indices by using the integrated analytics, research and index publications available on the Terminal.
Regulation & Governance
For information regarding the scope of Bloomberg Index Services Limited’s (BISL) authorization and other BMR resources, please see our benchmark regulation resources page.