Thematic and Alternatively Weighted Fixed Income Indexes

FTSE Russell offers a variety of fixed income indexes that are designed to capture particular investment themes or outcomes. In some cases, the indexes are calculated using alternative weighting methodologies. This includes weighting by the market capitalization of an issuer's outstanding debt, 'fallen angels' weightings, and weighting index constituents based on fundamental measures.

Flagship Thematic Fixed Income Indexes

INDEX TYPE BASE DATE
FTSE Debt-Capacity World Government Bond Index Sovereign May 31, 2004
FTSE MPF World Government Bond Index Sovereign April 30, 2007
FTSE RAFI Sovereign DM - Master Sovereign September 30, 2001
FTSE RAFI Sovereign DM - Liquid Sovereign September 30, 2001
FTSE RAFI Sovereign EM Sovereign September 30, 2011
FTSE RAFI Corporate IG Bond Index Credit March 31, 2012
FTSE Time-Weighted US Fallen Angel Bond Index Credit December 31, 2001
FTSE Sukuk Index Government/Collateralized/Corporate September 30, 2005
FTSE Pension Liability Curve - -

Additional Information

Documents

Resources

.