Bloomberg Barclays MSCI ESG Indices

Published in Thematic Indices

Bloomberg, a global leader in fixed income indexing, and MSCI, the world’s largest provider of ESG (environmental, social, and governance) equity indexes and research, have collaborated on the development of a family of rules-based benchmark indexes that incorporate measures of ESG risk and exposures.

The Bloomberg Barclays MSCI ESG Fixed Income Indexes includes a range of investment grade aggregate and corporate index benchmarks addressing the evolving needs of institutional investors, who increasingly aim to incorporate ESG considerations into their strategic asset allocation.
The Bloomberg Barclays MSCI Green Bond Index was voted best index for the third consecutive year. The index vets issues that fail to meet its green criteria, or do not uphold their green promise. Self-labelled green bonds are evaluated by MSCI’s ESG researchers against an independent methodology, verifying that the use of proceeds fall within one of seven categories: alternative energy, energy efficiency, pollution prevention & control, sustainable water, climate adaptation, green building and others.

Key Features and Coverage on RIMES

For the Bloomberg Barclays MSCI ESG data source, RIMES hosts approximately 33900 bonds and 20 indices, including:

Barclays MSCI Euro, Barclays MSCI Global, Global Green Bond Indices

For the Bloomberg Barclays MSCI Green Bond data source, RIMES hosts approximately 500 bonds and 60 indices, including:

Bloomberg Barclays Euro Green Bond Index, Euro Green Bond Index, Global Green Bond Indices and US Green Bond Indices

Some of the data items available include:

Index Items – Adjusted Duration, Average Coupon, Average Maturity, Average Option Adjusted Spread, Average Price, Average Spread, Average Yield, Convexity, Duration to Worst, Excess Return Year to Date, Hedged Total Returns, Index Family, Last Price Date, Market Value, Month to Date Coupon/Currency Return, Number of Constituents, Price Index, Returns Modified Duration – ISMA, Total Excess Return, Total Return, etc.
Bond Items – 1 Month CPR, 144A Index Flag, Accrued Interest, Amount Outstanding at Issue, Average Life, Average Macaulay Duration, Average Modified Duration, Average Quality, Bid Spread, Callable Indicator Flag, Classification Code, Classification Level 2 Code, Clean Price, Constrained Market Value, Constrained Notional Outstanding, Convexity Computed As Per Country’s Local Convention, Convexity to Maturity, CPI Ratio, Currency Return, D&P Rating, Daily Return (Coupon, Currency, Price, Total), Debt Subordination, Duration to Maturity, Environmental Pillar Score, ESG Rating, Exchange Rate, Family Currency, First Coupon Date, Fitch Rating, Governance Pillar Weight, Government Pillar Scores (Env., Gov., Social), Government ESG Rating, Instrument Type, Investable Weight, ISIN Code, IVA Rating, Key Rate Duration, Libor Option Adjusted Spread, Lognormal Model OAS, Market Capitalization Percentage/Value, Maturity Bands/Dates, Maturity Date, Modified Duration, Moody’s Rating, Native Currency, Notional Outstanding, Option Adjusted Convexity/Spreads/YTM/YTW, Price, Price Return, Put Flag, Returns Universe, Social Pillar Score, Sovereign Rating, Spread, SRI Criteria, Ticker, Total Return, Weight in Index, Years to Maturity, Yield Computed As P, Yield to Worst, etc.