High-quality bond indices

Fixed Income Indices

Indices covering global sovereign bonds, Canadian, Singaporean, Malaysian corporate bonds, Sukuk, and CDS.

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Canadian one dollar coins, also known as loonies, are displayed in Montreal, September 19, 2007.
REUTERS/Christinne Muschi

Overview

Used as benchmarks for bond portfolio management and indicators of bond market performance for over 20 years, Thomson Reuters fixed income indices provide high-quality measurements of multiple developed and emerging markets at various levels of liquidity, maturity and risk. 

Index details

Sovereign Bond Indices

Calculated for over 20 years according to the EFFAS rules for bond indices. Each index only contains bonds that follow the agreed rules, and all indices have been rigorously back-tested.

The indices enable analysts and investors to fairly compare bond market trends across various geographical regions.

Thomson Reuters Global Sovereign Bond Indices cover 24 developed and 7 emerging markets.

Canadian Fixed Income Indices

These utilize the same EFFAS index methodology as Thomson Reuters Sovereign Bond indices, offering nine bond maturity bands for corporate, provincial and government issues.

Thomson Reuters Knowledge Network: Canadian Fixed Income Indices.

SGX Singapore Fixed Income Indices (SFI)

These are the first fixed income indices to include Singapore sovereign, corporate and statutory board issues, with history available from January 2009, based on Thomson Reuters evaluated prices.

The SFI series offers independently priced, deep and representative index coverage of Singapore bond markets at varying levels of maturity, risk and focus.

Bond Pricing Agency Malaysia Indices

Cover the entire local bond universe, offering government bonds, corporate bonds and Sukuk. The series offers the most representative Malaysian fixed income indices available for benchmarking and analytical purposes.

Global Sukuk Index

Zero coupon and fixed coupon global Sukuk for both government and corporate sectors. Offers an independent and comprehensive benchmark for investors seeking access to Shariah-compliant fixed income investments.

Thomson Reuters CDS Indices

Volume weighted indices, with constituents handpicked by major regional dealers to reflect liquidity, offering investors the option to hedge against movements in credit across a range of sovereign names across Latin America, Europe and Asia.

 

Markets and industries

Fixed income

Thomson Reuters fixed income indices provide high-quality measurements of multiple developed and emerging markets at various levels of liquidity, maturity and risk.

Asset management

Use Fixed Income Indices to help you find the asset management solutions you need. Develop different viewpoints with information and analytics you won’t find anywhere else.

Fixed Income Indices

High-quality bond indices

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