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.
FTSE Actuaries UK Green Gilts index launched on 22 September 2021 to coincide with the UK government's inaugural issue of the green gilt. The FTSE Actuaries UK Green Gilts indexes track the gilts issued by the UK government as part of its Green Financing Framework. Similar to the main series these are also divided into conventional and index linked indexes.
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.
The standalone FTSE Actuaries UK Single Stock Gilt Index Series provides total return indexes tracking specific conventional and index-linked Gilts, measuring the total return to maturity since inception. The indexes can be used as a performance measure for individual Gilts over discrete time periods, or as benchmarks for funds seeking exposure to the individual assets or exposure to discrete duration for liability driven investment (LDI) solutions.
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.