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Barclays MSCI Green Bonds Indices

The Barclays MSCI Green Bond Index family offers investors an objective and robust measure of the global market for fixed income securities issued whose proceeds are used to fund projects with direct environmental benefits. An independent research-driven methodology is used to evaluate index-eligible green bonds to ensure they adhere to established Green Bonds principles and to classify bonds by their environmental use of proceeds. Incorporating feedback from a broad range of green bond market participants, the design and methodology is predicated on offering index users the integrity and transparency required to measure a nascent but emerging fixed income asset class. 

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 108 bonds and 60 indices.  

  • Flagship Indices include: Barclays MSCI Green Bond Index, US Green Bond Index, and Euro Green Bond Index. 
  • Currencies include: USD, EUR, GBP, CHF, CAD, AUD, SEK, and JPY. 
  • Sectors include Government-Related (Supranational, Agency, Local Authority), Corporate (Industrial, Utility, Financial Institutions), and Securitized.

Some of the data items available include:

  • Index Items – Adjusted Duration, Average Coupon, Average Maturity, Average Option Adjusted Spread, Average Price, Average Yield, Adjusted Duration, Convexity – ISMA, Duration to Worst, Excess Return Year to Date, Hedged Total Return , Market Value , Number of Constituents, Price Index, Returns Modified Duration – ISMA, Total Excess Return, Total Return, etc.
  • Bond Items – Accrued Interest, Amount Outstanding at Issue, Average Life, Average Modified Duration, Bid Spread, Callable Indicator Flag. Clean Price, Company Summary Overall Flag, Convexity, Coupon,  CPI Ratio, Currency Code, Current Yield, Cusip Code, D&P Rating, Date of Portfolio, Dated Date, Day Count, Debt Subordination, Duration to Maturity, Environmental Pillar Score, ESG Rating, Exchange Rate, Family Currency, First Coupon Date, Fitch Rating, Governance Pillar Weight, Government Environmental Pillar Score/Weight, Government ESG Rating, Governance Pillar Score, ISIN Code, IVA Rating, Last Price Date, Libor Option Adjusted Spread, Lognormal Model OAS, Market Capitalization Percentage, Market Value, Maturity, Maturity Bands, Maturity Date, Modified Duration, Moody’s Rating, Native Currency, Notional Outstanding, Option Adjusted Convexity/Spread, Price, Price Return, Put Flag, Rating, Returns Universe , Sector Code, Social Pillar Score, Source Country Code, Sovereign Rating, Spread, Spread to Benchmark, Spread Type, SRI Criteria, Standard & Poor’s Rating, Ticker, Total Return , Type, Years to Maturity, Yield to Maturity, Yield to Worst, etc.

For further information on this data source, see Barclays Index, Portfolio & Risk Solutions or MSCI ESG Client Service.

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