Bloomberg updates fixed income indices

Bloomberg updates fixed income indices

Data and analytic provider Bloomberg has made operational updates to its global fixed income and Ausbond index families.


Bloomberg has updated its fixed income indices in the effort to ensure the index group accurately measures represented markets and aligns with global standards.

The indices will now be calculated using a month-to-date methodology and be compounded monthly, cash will be retained without reinvestment in between rebalancings, the two-day lockout period for membership changes will be eliminated, and end-of-day index levels will be calculated using 3pm ET prices to coincide with the close of US futures markets.

Bloomberg global head of indices Steve Berkley said: “Due to the evolving regulatory environment these enhancements will position Bloomberg as an attractive alternative to existing fixed income benchmarks.”

Bloomberg has also made changes to its Ausbond indices and will launch New Zealand Dollar credit, supranational, local government and composite indices.

“As the historical relationships between index providers, asset managers and asset owners continue to change, our capabilities pertaining to data, pricing, analytics, distribution and research make us a natural partner for the index community,” Mr Berkley added.

 

 

Bloomberg updates fixed income indices
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