EMEA Fixed Income Indexes

FTSE Russell offers a range of indices that measure the performance of European, Middle Eastern and African (EMEA) fixed income securities including government, government-sponsored, collateralised, and corporate debt. Broadly focused indices that span the entire EMEA region and measure both investment-grade and high-yield bonds are available, as are indices more narrowly focused on specific countries and/or sectors.

FTSE Pan-European Broad Investment-Grade Bond Index (PEUBIG)

• This index tracks government, government-sponsored, collateralised, and corporate bonds, denominated in Euro (EUR), Swiss Franc (CHF) and UK Sterling (GBP).
  • • FTSE Swiss Broad Investment-Grade Bond Index (CHBIG)
  • • FTSE UK Broad Investment-Grade Bond Index (UKBIG)

FTSE UK Domestic Broad Investment-Grade Bond Index (UKDIGBI)

• This index captures the same investment choice set as the UKBIG, but with a lower minimum amount outstanding threshold, for a deeper view of the domestic market.

FTSE Euro Broad Investment-Grade Bond Index (EuroBIG®)

• This index is a multi-asset benchmark for investment-grade, euro denominated, fixed income bonds. It includes government, government-sponsored, collateralised and corporate debt.

FTSE EMU Government Bond Index (EGBI)

• This index measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. It consists of the European Monetary Union (EMU) participating countries that meet specific criteria for market size, credit quality, and barriers-to-entry.

FTSE Danish Inflation-Linked Securities Index (DKILSI)

• This index measures the returns of fixed rate, local currency inflation-linked sovereign bonds that are linked to an inflation index. It tracks sovereign inflation-linked debt denominated in the domestic Danish currency.

FTSE Pan-European High-Yield Bond Index

• This index comprises cash-pay, zero-to-full (ZTF), pay-in-kind (PIK) and step coupon bonds and measures the performance of high-yield corporate debt denominated in Euro, Swiss Franc, and UK Sterling. To facilitate modular sub-asset class analysis and performance tracking, indexes by currency denomination are available and include the FTSE Euro High-Yield Bond Index and the FTSE Sterling High-Yield Bond Index. The index is part of the broader FTSE High-Yield Bond Index Series.
  • • FTSE Euro High-Yield Bond Index (EHYMEUR)
  • • FTSE Sterling High-Yield Bond Index (EHYMGBP)

FTSE Central and Eastern Europe, Middle East, and Africa Government Bond Index (CEEMEAGBI)

• This index comprises government bonds from seven CEEMEA markets, denominated in local currencies and provides a broad benchmark to measure sovereign CEEMEA markets.

FTSE Middle East and North Africa Broad Bond Index (MENABBI)

• This index measures the performance of both investment-grade and highyield US dollar denominated debt issued by governments, agencies, and corporations domiciled in the Middle East and North Africa. The Middle East and North Africa Broad Bond Index Excluding Israel (MENABBI Ex. Israel) excludes issuers domiciled in Israel in the Middle East and North Africa Broad Bond Index (MENABBI).

FTSE Actuaries UK Gilt Indices

• A broad-based, comprehensive family of indices designed to measure the performance of eligible British Government securities, covering the conventional gilt and index-linked gilt markets.

FTSE Eurozone Bond Index Series

• A series of indices that measure the performance of the largest and most widely traded securities in the eurobond market. Data underlying the indices is drawn from real-time tradable prices on MTS, the first and leading electronic marketplace for cash bond trading across Europe.

FTSE/JSE Indices

• FTSE Russell and the Johannesburg Stock Exchange (JSE) have developed a long-standing partnership that combines FTSE Russell’s world-class multi-asset capabilities with the regional expertise of the JSE in Africa. A diverse range of FTSE/JSE equity and fixed income indices designed to represent the perspective of both domestic and international investors are the result of this collaboration.