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 Climate Risk-Adjusted World Government Bond Index | Sovereign/Sustainable Investment | July 8, 2019 |
| 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 | - | - |
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