The FTSE Actuaries UK Gilts Index Series is a broad-based family of indexes and related bonds data (e.g. duration) based on all eligible British Government Securities. The indexes are divided into conventional gilts and index linked gilt indexes. There is a headline index for each sub-division. The indexes are also available in maturity bands. Additionally there is a yield index that provides the term structure of the gilt market from one year up to 50 years.
In addition to end-of-day values, a midday index calculation service is also available. This service provides an early valuation point for inclusion in net asset value calculations, or to price funds or trusts for investors.
FTSE Russell and Tradeweb are delighted to have been jointly selected as the future providers of Gilt and Treasury Bill end-of-day reference prices, succeeding the current provision by the UK Debt Management Office (DMO). Click here for more information >>
Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.