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Bloomberg Barclays Fixed Income Indices (Series B, L, L-extended)

Bloomberg Barclays is the leading provider of fixed income indices, offering unmatched market coverage and a full suite of customized solutions for client benchmarking/beta needs. The unified Bloomberg Barclays Indices platform brings together the family of broad-based fixed income benchmarks and Bloomberg Barclays’ market leading family of inflation-linked and swaps indices. Flagship benchmarks in the Bloomberg Barclays Indices platform include Global Aggregates (Series L), Inflation-Linked Bond, High-Yield, Emerging Markets, Municipal, Floating-Rate, Government/Treasury, Universal, and Swaps Index families. For these families, Bloomberg Barclays publishes both global/multi-currency benchmarks, as well as regional/single currency benchmarks (such as the U.S. Aggregate or Euro Aggregate Indices) that are also widely used benchmarks. In addition, a large number of standard subindices are available within each index family.

Key Features and Coverage on RIMES

For Bloomberg Barclays Fixed Income Series L, RIMES hosts approximately 94000 bonds and 5800 indices.

For Bloomberg Barclays Fixed Income L-Extended, RIMES hosts approximately 88000 bonds and 5200 indices.

Index coverage for Series L and L-Extended include: Arizona Indices, Asian Pacific Indices, Australian Indices, Emerging Market Indices, Eurfrn Indices, Euro Indices (Aggregate, Corporate, Treasury) Indices, FNMA Indices, Global Indices (Aggregate, Inflation-linked, Treasury), Government-related Float Indices, High Yield Indices, Intermediate Indices, Investment Grade Indices, Minor Swap Indices, Pan Euro Indices, RPA Indices, Sterling Indices, Swiss Franc Indices, U.S. Indices (ABS, Corp., Gov, MBS, Stips, Tresury, etc.), UK Gilt Indices, etc.

Some of the data items available for these series include:

  • Index Items: Canadian Index Flag, Database Domain Code, Database Source, Database Symbol, Description, etc.
  • Bond Items: prices, yields, durations, spreads, convexities, and other fixed income characteristics, etc.

For Bloomberg Barclays Fixed Income Series B, RIMES hosts approximately 3100 bonds and 2700 indices.

Index coverage for Series B includes: Comparator Indices, Corporate Indices, Credit Indices, Emerging Market Indices, Finance Indices, Government Inflation-Linked, HICP Indices, Non-Gilt Indices, Not-Rated Indices, Provinces Indices, Quasi Sovs, Sovereign Indices, Sterling Indices, Structured Indices, Supra Indices, Sweden Indices, Thailand Gov. Indices, Turkey Gov. Indices, Uk and U.S. Indices, WGILB Indices, World Indices, etc.

Some of the data items available for this series include:

  • Index Items: Actual Coupon Rate, Annual Modified Duration, Annual Yield, Annual Yield, Asset Swap, Asset Swap Margin, Average Life, Cash in Argentine Pesos, Australian Dollars, Brazilian Real, British Pound Sterling, Chilean Pesos, etc.), Coupon, Current Yield, Gross Index, Gross Price Index , Hedged Total Return in {CCY}, Income Index, Index Group, Macaulay Duration, Market Capitalization, Modified Duration, Number of Constituents, Option Adjusted Convexity/ Duration/ Adjusted Spread, Par Spread, Price Index, Rating, etc.
  • Bond Items: Prices, Yields, Durations, Spreads, Convexities, and other fixed income characteristics.

 

 

 

 

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