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 Fixed Income Index Guide Daily Returns - USD | EUR | JPY Bloomberg Access Form - ENG | JPY Index Calendar JPN

Resources FTSE Russell Fixed Income Index Finder Index Announcements WGBI Markets Calendar