How to build a better Fixed Income Benchmark

Fixed income indices lie at the core of modern finance, providing: a set of financial indicators for investors, a benchmark for active portfolio managers and a way of investing in the broader market through index trackers. Our customers and the wider investment community rely on our ability to deliver accurate, timely and reliable measures of fixed income markets. Therefore, our core principles of benchmark building are essential to fulfilling our role.

FTSE Russell calculates thousands of indexes, covering 98% of the global investable securities markets. Approximately $16 trillion in assets is currently benchmarked to FTSE Russell indexes. When it comes to fixed income, FTSE Russell’s extensive database covers more than 100 countries and includes 18,000+ unique bonds. The market value of debt outnumbers equities by 2:1. 

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Supporting documents

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