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Global Fixed Income Indexes

FTSE Russell offers a comprehensive, modular range of indexes designed to measure the performance of fixed income markets globally. Broad-based indexes that measure government, government-sponsored, collateralized, and corporate bonds from both developed and emerging countries are available. Our extensive fixed income database covers more than 100 countries and includes 18,000+ unique bonds.

FTSE World Government Bond Index(WGBI)

  • A broad index providing exposure to the global sovereign fixed income market, the index measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. It comprises sovereign debt from over 20 countries, denominated in a variety of currencies.

FTSE World Broad Investment-Grade Bond Index (WorldBIG®)

  • A multi-asset, multi-currency index that provides a broad-based measure of the global fixed income markets. The index includes investment-grade government, government-sponsored/supranational, collateralized, and corporate debt.

FTSE Non-JPY World Broad Investment-Grade Bond Index

  • The Non-JPY World Broad Investment-Grade Bond Index (Non-JPY WorldBIG) includes non-JPY denominated bonds in the World Broad Investment-Grade Bond Index (WorldBIG).

FTSE Non-JPY World Government Bond Index

  • The Non-JPY World Government Bond Index (Non-JPY WGBI) includes all World Government Bond Index (WGBI) markets except Japan.

FTSE World Inflation-Linked Securities Index (WorldILSI)

  • The index measures the returns of inflation-linked bonds with fixed-rate coupon payments that are linked to an inflation index. Tracking debt from 13 countries denominated in their respective currencies, its focus is real, rather than notional, returns.

FTSE World High-Yield Bond Index

  • The FTSE World High-Yield Bond Index provides a broad measure of the global high-yield bond market. This multi-currency benchmark measures the performance of global high-yield CHF, EUR, GBP, and USD denominated debt tracked by the FTSE US High-Yield Market and the Pan-European High-Yield Bond indexes. Sub-indexes are available in any combination of currency, industry sector, maturity, and rating. The index is part of the broader FTSE High-Yield Bond Index Series.

FTSE World Money Market Indexes (WMMI)

  • The index measures the performance of money-market instruments in 18 currencies tracking one, two, three, six, and 12-month Eurodeposits, offering a measure of short-term markets.

FTSE 0+ Years Fixed Income Index Series

  • FTSE Russell offers a comprehensive, flexible range of 0+ Years indexes designed to track fixed income markets across all maturity segments. The indexes are launched with comprehensive daily historical time series data and granular sub-indexes, including 0-1 year and monthly term buckets as standard, allowing investors to easily track or customize exposures to bonds across the curve.

FTSE Eurobond Indexes

  • The indexes comprise investment-grade issues with at least one year until maturity and provide a comprehensive and relevant measure of performance for Eurodollar, Eurosterling, and Euroyen bonds.

FTSE Global Treasury Bill 0-1 Year Index Series

  • The series is designed to measure the performance of local currency sovereign treasury bill markets, where treasury bills are defined as short term treasury securities issued with time-to-maturity less than one year. Short term aggregated indexes are available for each country, combining the FTSE World Government Bond 0-1 Year Index with the associated treasury bill indices as covered within the FTSE Global Treasury Bill 0-1 Year Index Series. Sub-indices are available by country and term.