APAC Fixed Income Indexes
FTSE Russell offers a variety of fixed income indexes designed to measure the performance of the Asia Pacific
region’s bond markets across various asset classes and currencies (local and USD). Particularly for China, indexes are available measuring the performance of the Chinese offshore and onshore bond markets. For our comprehensive China product offering including equity and fixed income, please click here.
For China equity indexes, please go to FTSE China Indexes.
FTSE Asian Government Bond Index
(AGBI)
- Designed to measure the performance of Asian government bonds, the
index provides a broad benchmark for the Asian sovereign debt market. Rules
and methodologies employed are consistent with those of the FTSE World
Government Bond Index (WGBI), enabling performance comparisons across
sovereign debt markets.
FTSE Asian Broad Bond Index (ABBI)
- The index measures the performance of both investment-grade and high
yield US dollar-denominated debt issued by governments, agencies, and
corporations domiciled in Asia (excluding Japan).
FTSE Asian Broad Bond Index - China, High-Yield (ABBI - China, HY)
- The Asian Broad Bond Index – China, High-Yield (ABBI – China, HY) measures the performance of high-yield US Dollar-denominated debt issued by governments, agencies, and corporations domiciled in China. The ABBI – China, HY is a sub-index of the Asian Broad Bond Index (ABBI).
FTSE Asian Broad Bond Index - China, Investment-Grade (ABBI - China, IG)
- The FTSE Chinese USD Broad Bond High-Yield Index (CNUSDBBI - HY) measures the performance of high-yield US Dollar-denominated debt issued by
governments, agencies, and corporations domiciled in China. The CNUSDBBI - HY is a sub-index of the FTSE Chinese USD Broad Bond Index (CNUSDBBI).
FTSE Chinese Government Bond Index (CNGBI)
- The FTSE Chinese Government Bond Index (CNGBI) is designed to measure the performance of fixed-rate government bonds issued in mainland China.
FTSE Chinese (Onshore CNY) Green
Bond Index
- Designed to provide comprehensive coverage of China’s green bond market,
with sub-indexes that segment the market by local vs. internationallyrecognized
definitions of green as well as by market trading access routes,
ensuring relevance for both domestic and international investors.
FTSE Chinese (Onshore CNY)
Broad Bond Index (CNYBBI)
- The index measures the performance of the onshore Chinese yuan denominated
fixed-rate debt issued by the government, agencies, and
corporations in mainland China. An Interbank version of the index is also available for investors looking to establish their exposure to Chinese
onshore bonds through either CIBM direct access or the Bond Connect
program. The index measures the performance of a subset of bonds from
the Chinese (Onshore CNY) Broad Bond Index and includes bonds that are
traded on the China Interbank Bond Market (CIBM).
- The FTSE Chinese (Onshore CNY) Broad Investment-Grade Bond Index (CNYBIG) measures the performance of onshore Chinese yuan-denominated investment-grade bonds issued in the mainland China. The CNYBIG includes bonds issued by Chinese government, policy bank, regional and other governments, agencies, and corporations.
FTSE Chinese Government and Policy
Bank Bond Index (CNGPBI)
- The index measures the performance of Yuan-denominated fixed-rate
government bonds and policy bank bonds issued in mainland China.
The eligible Chinese policy bank bonds are those issued by the China
Development Bank, the Agricultural Development Bank of China, and the
Export-Import Bank of China.
FTSE Chinese Policy Bank Bond Index (CNPBI)
- The FTSE Chinese Policy Bank Bond Index is designed to measure the performance of fixed-rate policy bank bonds issued in mainland China.
FTSE Dim Sum (Offshore CNY)
Bond Index
- The index measures the performance of RMB-denominated “Dim Sum” bonds
issued and settled outside mainland China. It includes fixed-rate securities
issued by governments, agencies, supranationals, and corporations.
FTSE Indian Government Bond Index
- The FTSE Indian Government Bond Index (INGBI) measures the performance of fixed-rate, local currency Indian government bonds.
Sub-indexes are available by maturity, and for bonds specified under Fully Accessible Route (FAR).
- The FTSE Japanese Broad Investment-Grade Bond Index (JPBIG) is designed to measure the performance of Japanese Yen-denominated investment-grade bonds issued in the Japanese bond market. It includes fixed-rate securities that are accessible to both international and Japanese institutional investors. The JPBIG includes Japanese government bonds (JGB), government-related securities, mortgages and corporate debt. The index covers a broad array of asset classes, and sub-indexes are available in any combination of asset class, maturity, and rating.
- The FTSE Japanese Broad Bond Index (JPBBI) is designed to measure the performance of Japanese Yen-denominated bonds issued in the Japanese Bond market. It includes fixed-rate securities that are accessible to Japanese institutional investors. The JPBBI includes Japanese government bonds (JGB), government-related securities, mortgages and corporate debt. The index covers a broad array of asset classes, and sub-indexes are available in any combination of asset class, maturity, and rating.