List of bond market indices
From Wikipedia, the free encyclopedia
Commonly used bond indices include:
Contents |
[edit] Global
- Lehman Aggregate Bond Index - a family of global and regional bond indices ([1])
[edit] U.S. bonds
- Lehman U.S. Aggregate
- Salomon BIG
- Merrill Lynch Domestic Master
- CPMKTB - The Capital Markets Bond Index
[edit] Government bonds
- Salomon Smith Barney World Government Bond Index
- J.P. Morgan Government Bond Index
- Access Bank Nigerian Government Bond Index
- FTSE UK Gilts Index Series[2]
[edit] Emerging market bonds
[edit] High-yield bonds
- CSFB High Yield II Index (CSHY)
- Merrill Lynch High Yield Master II
- Bear Stearns High Yield Index (BSIX)
Other fixed income indices include credit derivative swap indices, mortgage-backed securities indices and asset-backed securities indices.
[edit] Asset-backed securities
- ABX.HE