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The index has been maintained by Bloomberg L.P. since August 24, 2016. Prior to then it was known as the Barclays Capital Aggregate Bond Index and was maintained by Barclays. Prior to November 3, 2008 it was known as the Lehman Aggregate Bond Index and maintained by the now defunct Lehman Brothers.
The Frankfurt Bond Market, 1988. A bond index or bond market index is a method of measuring the investment performance and characteristics of the bond market.There are numerous indices of differing construction that are designed to measure the aggregate bond market and its various sectors (government, municipal, corporate, etc.)
Country Issuer Bond Type Currency Australia Office of Financial Management Treasury Indexed Bonds (TIBs) AUD ($) Canada Bank of Canada Marketable Bonds
2. Volatility. The PUT Index had an annualized standard deviation of returns of 9.91%, which was 36% less than the 15.39% standard deviation for the S&P 500. (Other annualized standard deviations were 17.39% for MSCI EAFE Index, 4.05% for the Barclays Capital Aggregate Bond Index, and 0.53% for 3-Month Treasury Bills.) 3. Relative Performance.
The index includes all fixed-rate bonds with a remaining maturity of one year or longer and with amounts outstanding of at least the equivalent of US$25 million. Government securities typically exclude floating or variable rate bonds, US/Canadian savings bonds and private placements.
Ticker symbols are often reused on different exchanges, so in many cases the same ticker symbol references different securities. RIC codes use "artificial" tickers for common indexes and money market instruments. For instance, the US 10-year money market bond is assigned the ticker US10YT, the "T" at the end
The Dow Jones-UBS Commodity IndexSM aims to provide broadly diversified representation of commodity markets as an asset class. Key Features — The index is made up of exchange-traded futures on physical commodities. — The index represents 19 commodities, which are weighted to account for economic significance and market liquidity.
The J.P.Morgan Emerging Markets Bond Index Global ("EMBI Global") tracks total returns for traded external debt instruments in the emerging markets, and is an expanded version of the JPMorgan EMBI+. As with the EMBI+, the EMBI Global includes U.S.dollar-denominated Brady bonds , loans, and Eurobonds with an outstanding face value of at least ...