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  • Fallen Angels in the US credit market

    Fallen Angels in the US credit market

    A Fallen Angel is a corporate, or sovereign, bond downgraded from Investment Grade (IG) (minimum rating of BBB- with S&P, Moody’s or Fitch) to a High Yield credit rating (of BB , or below with S&P, Moody’s or Fitch). Thus, the downgrade from Investment Grade (IG) to High Yield (HY) is far more significant than a downgrade for a bond staying within the same asset class. Fallen Angels tend to have higher credit-beta than other HY issues as a result.

  • Four factors fueling Europe’s ETF fixed income surge

    ETF usage among institutional investors in Europe has been on the rise, and fixed income ETFs have been a key driver behind this growth. European institutions surveyed in a recent Greenwich Associates study indicated that fixed income ETFs as a percentage of their portfolios more than doubled from 2017 to 2018.1 As fixed income ETF inflows in Europe continue to pick up steam, we’ve identified four primary reasons behind this trend.

  • ftse country classification process

    FTSE Country Classification Process

    This paper describes the FTSE country classification process which is designed to be transparent and evidence-driven.

  • FTSE Fixed Income Factor Research Series - The Carry Concept

    FTSE Fixed Income Factor Research Series - The Carry Concept

    As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this concept cross-markets and showcased evidence of the carry premium across other asset classes.

  • ftse fixed income research series

    FTSE Fixed Income Research Series — The Value Effect

    There are a variety of widely-accepted metrics to define and capture the value factor in equities. But there has not been such a broadly-accepted approach to capture the value effect in fixed income.

  • FTSE Russell weekly round-up

    FTSE Russell Blog weekly recap 15th Feb 2019

    Transitioning a portfolio to address ESG risks and opportunities can appear daunting. Here are five insights that may help.

  • FTSE Russell Blog weekly recap 22nd Feb 2019

    FTSE Russell Blog weekly recap 22nd Feb 2019

    Index IDEA: Fixed income cartography meets index methodology...

  • ftse russell china bond research report

    FTSE Russell China Bond Research Report

    The February 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

  • FTSE Russell China Bond Research Report Q1 2019

    FTSE Russell China Bond Research Report Q1 2019

    Highlights from the May report:  Total holdings of Chinese bonds by offshore investors rose in Q1 of 2019. Offshore investors held 1.76 trillion RMB (US$263 billion) worth of bonds at the end of March, according to data released by Shanghai Clearing House and China Central Depository and Clearing Co, marking a 34.3 billion RMB (US$5.1 billion USD) rise compared to end-December 2018. Some of China’s largest companies have defaulted on their debt ...

  • ftse russell china bond research report q2 2017

    FTSE Russell China Bond Research Report Q2 2017

    The August 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

  • ftse russell china bond research report q3 2017

    FTSE Russell China Bond Research Report Q3 2017

    The October 2017 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

  • ftse russell china bond research report q4 2017

    FTSE Russell China Bond Research Report Q4 2017

    The January 2018 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

  • FTSE Russell China Bond Research Report Q4 2018

    FTSE Russell China Bond Research Report Q4 2018

    China’s US$12 trillion bond market is projected to double in size in the next four years to about US$24 trillion, according to Goldman Sachs. Chinese Government Bonds (CGBs) are forecast to account for an estimated US$4 trillion of that market by the end of 2022...

  • ftse russell china bond research report

    FTSE Russell China Bond Research Report: April 2018

    As Q1 gives way to Q2, it’s clear the world’s second largest economy is likely to continue delivering surprises to investors both in Asia and around the world.

  • ftse russell china bond research report july 2018

    FTSE Russell China Bond Research Report: July 2018

    FTSE Russell is pleased to share a quarterly research update examining the performance of the market, trends in issuance, along with implications of currency and regulatory reform for investors.

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    FTSE Russell's Inside ETFs Breakfast Workshop

    Start your day with an interactive roundtable breakfast, courtesy of FTSE Russell and industry leaders from a variety of ETF issuers.

  • FTSE Russell’s Guide to Indexes and ETFs - Why understanding indexes matters so much

    The right Exchange Traded Funds (ETF), start with the right index. ETF due diligence importantly begins with analyzing and understanding the underlying benchmark used. Whether advising clients or selecting investments for client portfolios, the insight provided in FTSE Russell’s Guide to Indexes and ETFs is designed to help you understand indexes and passive strategies to make better informed decisions.

  • screen shot 2019 02 13 at 16.59.32

    Implementation considerations for defensive strategies: A look at three approaches

    Recent market turbulence has refocused attention on the potential long-term benefits of defensive investment strategies. In this new paper, we take an in-depth look at three such approaches: Low Volatility Factor (LVF), Minimum Variance (Min Var) and Equal Risk Contribution (ERC). While similar in their use of risk measures to reduce the risk of the portfolio, these strategies have very distinct objectives, portfolio construction methodologies, exposures and investment outcomes.

  • implementation considerations for factor investing

    Implementation considerations for factor investing

    Institutional investors can’t ignore the role of factors within portfolio construction. When harnessed correctly, factors can enhance portfolio diversification and performance relative to traditional market-cap indexes.

  • Index IDEA: US small caps gain strength in 2019 as new investor tools emerge

    After underperforming US large cap stocks by more than 6% in 2018—and more than 8% over the past year as of May 3—US small cap stocks have changed course in 2019, gaining 20.2% relative to an 18.7% return for US large cap stocks through May 3.

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What’s new

  • Microsoft tops Apple as Russell Rebalance nears

    Blog | Microsoft tops Apple as Russell Rebalance nears

    White papersThu, 20 Jun 2019

    In its recent announcement on projected changes for the Russell US Indexes at this year’s Russell Reconstitution, FTSE Russell highlighted that Microsoft (MSFT) gained nearly 30% market cap since last year’s Russell rebalance through May 10 rank day to become the largest US stock in the Russell US Indexes this year with a total market cap of $974.2 billion.

  • China A Shares inclusion: The end of the beginning (not the beginning of the end)

    Blog | China A Shares inclusion: The end of the beginning (not the beginning of the end)

    White papersThu, 20 Jun 2019

    One development that emerging market equity investors have been watching with interest this year is the inclusion of China A Shares in the FTSE Global Equity Index Series (FTSE GEIS).

  • Factor behavior through the cycle - Lessons from the Russell 1000 Index

    Factor behavior through the cycle - Lessons from the Russell 1000 Index

    White papersTue, 18 Jun 2019

    Factors have become an influential force in investors’ decision-making processes, buttressed by a growing body of academic and financial industry research that has affirmed the effectiveness of factors in driving risk and returns. But to get the most value from factor investing strategies, investors should first gain a more comprehensive understanding of how and why factors behave the way they do. 

  • Practical considerations for listed infrastructure

    Practical considerations for listed infrastructure

    White papersTue, 18 Jun 2019

    Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE Russell defines core infrastructure companies as those that own, manage or operate structures or networks used for the processing or moving goods, services, information and data, people, energy and necessities from one location to another. 

  • US equity markets hit all-time high as Russell Recon nears

    White papersFri, 14 Jun 2019

    In its recent announcement on projected changes for the Russell US Indexes at this year’s Russell Reconstitution, FTSE Russell highlighted that total US equity market capitalization reached approximately $31.7 trillion at this year’s Russell Reconstitution May 10 rank day, up 3% from $30.7 trillion total market cap last year.

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