Bloomberg Fixed Income Indices
Tap into expertise from a global leader in fixed income indexing
Bloomberg offers a global suite of fixed income benchmarks and custom indexing capabilities. Our family of fixed income indices traces its history to the first bond ETF which was benchmarked to what is now known as the Bloomberg US Aggregate Index (formerly the Lehman Brothers Aggregate Index).
Since then, we’ve grown to be the most widely used fixed income indices provider globally. There are more than 500 ETFs with over $1 trillion in assets tracking a Bloomberg fixed income index.
Global coverage
Benchmarks span investment grade, high yield, inflation-linked, emerging markets, municipals, convertibles, ESG & more with access to over 35M instruments.
Robust distribution
Index-level and constituent data is available on third-party platforms and broadly across the financial community globally, through 350,000 Terminal users.
Modern Infrastructure
Our differentiated development infrastructure enables our indices to tap into Bloomberg offerings – across data, BVAL, core calculators and the Terminal – and optimizes processing and delivery times.
Customization
Our customization process includes working closely with clients in a consultative manner on benchmark design, methodology, back-testing, selection and documentation of their custom indices.
We’ve pushed the boundaries of our offerings to span multiple sectors and markets
KEY STATS
ETFs globally track a Bloomberg fixed income index
in ETF assets track a Bloomberg fixed income index
Standard & bespoke indices calculated daily
Countries
Local currency debt markets
Years of indexing
Performance
Scroll within the table below for performance of key Bloomberg fixed income indices.
Spotlight on innovation
We continually build benchmarks to serve new and expanding markets.
US Leveraged Loan Index
The Bloomberg US Leveraged Loan Index is comprised of 1,300 loans with $1.3 trillion in market value and serves as a credible portfolio benchmark, informational measure and as a reference for index linked products for U.S. leveraged loan investors. The index is built with proprietary pricing from Bloomberg’s award-winning evaluated pricing service, BVAL, to deliver precise and timely insights into loan performance.
Tradable Trackers Indices
Tradable Trackers is a suite of tradable indices based on Bloomberg’s 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.
ESG and Climate indices
Bloomberg and MSCI ESG Research partnered to launch the market’s first fixed income index family to incorporate measures of ESG risk. Our offerings have expanded to include Impact, SASB, Green Bond, climate government and Paris-Aligned indices.
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Cross-asset coverage
Bloomberg’s index team delivers high-quality benchmarks across asset classes.