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Benchmark Index Returns - Updated Daily

L-Series Public Description

Barclays is the leading provider of fixed income indices, offering unmatched market coverage and a full suite of customized solutions for client benchmarking/beta needs. The unified Barclays Indices platform brings together the family of broad-based fixed income benchmarks published by Lehman Brothers since 1973 and Barclays' market leading family of inflation-linked and swaps indices. Note: All legacy Lehman Brothers benchmark indices were rebranded as Barclays Capital Indices in November 2008. For more details on the rebranding, please click here.

Flagship benchmarks in the Barclays Indices platform include the Aggregate, Inflation-Linked Bond, High-Yield, Emerging Markets, Municipal, Floating-Rate, Government/Treasury, Universal, and Swaps Index families. For these families, Barclays publishes both global/multi-currency benchmarks (such as the Global Aggregate) as well as regional/single currency benchmarks (such as the U.S. Aggregate or Euro Aggregate Indices) that are also widely used benchmarks. In addition, a large number of standard subindices are available within each index family.

L-Series Public Tables

Global Indices

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.44
1.78
-0.02
-0.64
-1.50
-3.48
USD
Unhedged
204.65
Global Aggregate
6.58
1.46
-0.02
-0.55
-1.51
-3.39
USD
Unhedged
449.62
Global Aggregate
6.58
1.46
0.09
0.46
1.73
7.14
USD
Hedged
483.79
Global Aggregate
6.58
1.46
0.09
0.44
1.77
7.13
EUR
Hedged
213.42
Global Aggregate
6.58
1.46
0.09
0.34
1.26
6.39
CHF
Hedged
173.99
Global Aggregate - Corporate
6.57
2.41
0.29
-0.75
-0.90
-0.46
USD
Unhedged
233.99
Global Aggregate Float Adjusted
6.62
1.46
-0.02
-0.60
-1.68
-3.56
USD
Unhedged
118.49
Global Aggregate GDP Weighted
6.41
1.70
-0.05
-0.67
-1.65
-3.28
USD
Unhedged
213.35
Global Treasury
7.50
0.98
-0.13
-0.50
-1.73
-5.19
USD
Unhedged
562.76
Global Treasury
7.50
0.98
-0.01
0.65
1.81
7.83
USD
Hedged
583.01
Global Treasury GDP Weighted
6.89
1.47
-0.13
-0.61
-1.69
-3.89
USD
Unhedged
210.01
Global Treasury Fiscal Strength Weighted
7.34
1.08
-0.10
-0.71
-2.35
-5.18
USD
Unhedged
141.95
Global Treasury Universal Ex China India
7.44
1.15
-0.14
-0.62
-1.85
-5.31
USD
Unhedged
110.32
Global Treasury Universal Ex China India
7.44
1.15
-0.14
-0.62
-1.85
-5.31
USD
Unhedged
110.32
Global Treasury Universal GDP Ex China & India
6.66
2.12
-0.18
-1.06
-2.25
-4.62
USD
Unhedged
120.11
Fiscal Strength Weighted Global Covered Bond Index
4.50
0.36
-0.17
-2.15
-6.41
-13.58
USD
Unhedged
131.74
Global High Yield
4.28
6.28
0.06
-0.71
0.79
-1.90
USD
Unhedged
1,075.39
Global Aggregate Corporate - United States Dollar
7.02
2.95
0.49
0.23
2.16
6.28
USD
Unhedged
239.54

U.S. and Canadian Indices

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.35
2.56
0.29
0.30
1.61
5.06
USD
Unhedged
509.53
U.S. Aggregate
5.47
2.09
0.32
0.35
1.49
5.41
USD
Unhedged
1,943.39
U.S. Aggregate Float Adjusted
5.64
2.04
0.33
0.37
1.55
5.36
USD
Unhedged
131.56
U.S. Treasury
5.75
1.28
0.35
0.55
1.56
5.11
USD
Unhedged
2,142.20
U.S. Treasury: 1-3 Year
1.90
0.59
0.07
0.17
0.47
0.99
USD
Unhedged
253.59
U.S. Treasury: 3-5 Year
3.91
1.23
0.21
0.53
1.36
3.08
USD
Unhedged
338.63
U.S. Treasury 3-7 Yr
4.63
1.38
0.25
0.59
1.59
3.99
USD
Unhedged
357.75
U.S. Treasury: 5-7 Year
5.62
1.60
0.31
0.67
1.91
5.31
USD
Unhedged
395.69
U.S. Treasury: 7-10 Year
7.86
1.86
0.47
0.68
2.35
8.27
USD
Unhedged
441.31
U.S. Treasury: 10-20 Year
10.09
2.10
0.72
0.99
2.67
11.72
USD
Unhedged
544.48
U.S. Treasury: 20+ Year
18.69
2.49
1.39
1.49
4.49
22.54
USD
Unhedged
656.13
Short Treasury
0.42
0.13
0.00
-0.00
0.03
0.09
USD
Unhedged
259.55
U.S. Treasury: U.S. TIPS
6.06
1.76
0.10
-0.37
1.52
2.88
USD
Unhedged
283.20
U.S. Credit
7.23
2.85
0.48
0.24
2.05
6.40
USD
Unhedged
2,624.76
1-3 Yr Credit
1.99
1.34
0.08
0.13
0.63
1.29
USD
Unhedged
1,501.92
U.S. Intermediate Credit
4.35
2.25
0.25
0.25
1.60
4.03
USD
Unhedged
2,494.42
U.S. Long Credit A
14.10
3.96
1.09
0.33
3.33
12.86
USD
Unhedged
3,361.92
U.S. Government/Credit
6.28
1.96
0.40
0.41
1.75
5.58
USD
Unhedged
2,226.31
Intermediate U.S. Government/Credit
3.94
1.53
0.21
0.34
1.30
3.35
USD
Unhedged
1,994.98
U.S. Mortgage Backed Securities
3.61
2.44
0.14
0.20
0.88
5.14
USD
Unhedged
1,986.54
U.S. Corporate High Yield
4.21
6.22
0.07
-0.71
2.36
1.97
USD
Unhedged
1,659.25
Municipal Bond
6.05
2.00
-0.01
0.28
1.01
6.58
USD
Unhedged
1,079.88
Barclays-Russell LDI 6 Year Index
5.92
2.22
0.40
0.32
1.84
5.53
USD
Unhedged
178.41
Barclays-Russell LDI 8 Year Index
7.98
2.74
0.56
0.41
2.42
7.74
USD
Unhedged
193.12
Barclays-Russell LDI 10 Year Index
10.47
3.28
0.76
0.42
2.98
10.43
USD
Unhedged
207.84
Barclays-Russell LDI 12 Year Index
12.40
3.64
0.94
0.43
3.23
12.02
USD
Unhedged
216.78
Barclays-Russell LDI 14 Year Index
14.30
3.94
1.13
0.50
3.51
13.45
USD
Unhedged
226.05
Barclays-Russell LDI 16 Year Index
16.94
4.32
1.20
0.14
3.34
14.39
USD
Unhedged
260.62

European Indices

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
7.15
0.80
0.18
0.83
4.53
13.91
EUR
Unhedged
230.44
Euro-Aggregate
6.53
0.53
0.01
0.62
3.01
10.81
EUR
Unhedged
243.82
Euro-Aggregate: Corporates
5.14
0.93
0.08
-0.25
1.25
7.11
EUR
Unhedged
234.41
Euro Aggreggate Corporate Excl Financials
5.57
0.91
0.08
-0.28
1.31
7.59
EUR
Unhedged
225.72
Euro-Aggregate: 500MM
6.54
0.52
0.01
0.63
3.02
10.83
EUR
Unhedged
244.23
Pan-European High Yield
4.15
4.26
0.27
-0.17
4.34
8.25
EUR
Unhedged
341.82
EURO Floating Rate Notes
0.14
0.25
-0.00
0.04
0.29
1.04
EUR
Unhedged
129.84
Euro-Aggregate: Corporates -- 500MM
5.15
0.93
0.08
-0.26
1.25
7.10
EUR
Unhedged
234.76
Euro-Aggregate: Treasury
7.37
0.50
-0.01
0.88
3.93
13.17
EUR
Unhedged
250.03
Euro-Aggregate: Treasury -- 1-3 Year
1.85
-0.03
0.01
0.03
0.37
1.33
EUR
Unhedged
179.52
Euro-Aggregate: Treasury -- 3-5 Year
3.77
0.14
-0.00
-0.04
0.80
4.17
EUR
Unhedged
216.76
Euro Aggregate Treasury Spain
6.73
0.92
-0.19
0.38
3.36
13.92
EUR
Unhedged
259.31
Euro Aggregate Treasury Italy
6.86
1.01
-0.03
0.34
4.89
14.76
EUR
Unhedged
266.70
EUR Corporate bonds 1-5 years
2.80
0.59
0.02
-0.16
0.47
3.17
EUR
Unhedged
211.65
Euro-Aggregate: Italian Issuers
6.67
1.01
-0.02
0.31
4.57
14.08
EUR
Unhedged
264.62
Euro Treasury GDP Weighted
7.40
0.41
-0.00
0.97
3.83
12.80
EUR
Unhedged
220.96
Global Treasury Fiscal Strength Weighted: Finland
6.84
0.12
-0.19
-2.27
-7.64
-12.77
USD
Unhedged
136.29
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
7.74
0.21
0.03
1.21
3.72
12.44
EUR
Unhedged
235.63
Euro-Aggregate Securitized - Covered
4.63
0.27
0.00
0.35
1.34
6.50
EUR
Unhedged
216.04
Sterling Aggregate
9.99
1.88
0.41
2.16
2.89
14.15
GBP
Unhedged
245.36
Sterling Aggregate 100
9.96
1.90
0.41
2.15
2.90
14.14
GBP
Unhedged
337.34
Sterling Gilts
10.76
1.56
0.96
1.60
8.85
29.55
EUR
Unhedged
236.62
Sterling Gilts
10.76
1.56
0.45
2.47
2.67
14.66
GBP
Unhedged
245.39
Sterling Non-Gilts
8.25
2.61
0.32
1.46
3.40
13.05
GBP
Unhedged
258.18
Pan European Floating ABS Bond Index
0.04
1.07
0.10
-0.13
1.62
5.93
EUR
Unhedged
144.27
Swiss Franc Aggregate
6.94
0.15
-0.07
0.11
1.72
6.14
CHF
Unhedged
180.02
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.29
0.00
0.02
0.37
n/a
EUR
Unhedged
101.09
Barclays MSCI Euro Corporate Catholic Values Index
5.12
0.95
0.09
-0.26
1.24
7.12
EUR
Unhedged
150.90

Asian Indices

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.67
0.77
-0.47
-0.04
-0.61
4.98
JPY
Unhedged
144.41
Global Aggregate Ex-JPY
6.24
1.66
0.09
-0.72
-1.81
-1.66
USD
Unhedged
242.47
Asian Pacific Japanese Yen
8.17
0.40
-0.49
0.04
-0.50
2.89
JPY
Unhedged
132.35
EM Asia USD Credit
5.21
3.90
0.15
0.44
2.15
7.73
USD
Unhedged
158.19
Australian Aggregate 100mn
4.54
2.44
-0.26
0.33
2.23
n/a
AUD
Unhedged
138.73

Emerging Markets

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
6.01
5.32
0.17
0.47
2.19
4.33
USD
Unhedged
930.41
EM Local Currency Government
5.36
4.95
-0.38
-2.22
-2.56
-5.23
USD
Unhedged
122.57
EM Local Currency Government 10% Country Capped
5.35
5.42
-0.54
-2.44
-3.07
-7.04
USD
Unhedged
122.85
EM Local Govt-GDP Weighted by Country
4.69
7.71
-0.64
-0.72
-1.51
-12.44
USD
Unhedged
138.87
EM Local Currency Government Universal
5.96
4.99
-0.15
-1.32
-0.29
1.59
USD
Unhedged
128.24
EM LC Currency Core Govt
0.00
0.00
-0.72
-2.47
-3.02
-8.51
USD
Unhedged
110.22
EM Hard Currency Aggregate
6.01
4.96
0.12
0.12
0.96
1.64
USD
Unhedged
340.55
EM Pan Euro Aggregate
5.51
2.45
0.02
0.61
3.48
8.70
EUR
Unhedged
229.73
EM USD Sovereign
7.49
5.39
0.10
0.31
2.01
5.82
USD
Unhedged
743.14
EM USD Sovereign - 10% Country Capped
7.49
5.39
0.10
0.31
2.02
5.83
USD
Unhedged
548.85
EMLOCAL Index
0.00
0.00
-0.43
-1.49
-2.51
-9.40
USD
Unhedged
108.74
EM Tradable Bond Index-USD Sovereign
0.00
0.00
0.10
0.35
2.38
6.15
USD
Unhedged
243.77
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
0.13
0.63
1.62
3.03
USD
Unhedged
232.75

Customized Indices

As of 27-Mar-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Euro Treasury 0-6 Months
0.22
0.23
0.00
-0.01
0.02
0.23
EUR
Unhedged
120.70
Euro Treasury 0-12 Months
0.46
-0.00
0.00
0.00
0.06
0.36
EUR
Unhedged
123.77
Global Aggregate Excluding U.S. MBS and U.S. CMBS
7.00
1.29
-0.03
-0.65
-1.84
-4.40
USD
Unhedged
204.48
Euro Aggregate Corporate Senior 1BN xBBB
4.92
0.64
0.07
-0.24
0.68
6.25
EUR
Unhedged
220.38
Euro FRN Corporate 500MM
0.15
0.27
-0.00
0.02
0.27
1.00
EUR
Unhedged
129.97
Combined EuroTsy/Corp 350 (10%/90% Mix)
5.35
0.89
0.07
-0.14
1.51
7.69
EUR
Unhedged
219.06
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
6.82
2.78
0.47
0.27
2.10
6.08
USD
Unhedged
255.18
International High Income Sovereign
5.81
7.39
-0.64
-0.87
-2.07
1.71
JPY
Unhedged
139.39
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.76
0.97
0.18
-0.11
1.78
3.75
CAD
Unhedged
185.56
Global Aggregate Float Adjusted CAD
8.01
1.69
0.48
-0.44
4.20
10.37
CAD
Unhedged
230.94
US Liquid Corporates
8.40
2.99
0.60
0.10
2.40
n/a
USD
Unhedged
168.90
US Liquid Corporates
8.40
2.99
0.62
0.06
2.53
n/a
EUR
Hedged
168.34
US Liquid Corporates 1-5 Year
3.39
1.77
0.19
0.30
1.25
n/a
USD
Unhedged
143.23
US Liquid Corporates 1-5 Year
3.39
1.77
0.20
0.32
1.37
n/a
GBP
Hedged
144.17
US Liquid Corporates 1-5 Year
3.39
1.77
0.19
0.17
0.82
n/a
CHF
Hedged
137.91
Euro Area Liquid Corporates 1-5 Year
2.98
0.60
0.02
-0.20
0.44
n/a
EUR
Unhedged
134.69
Euro Area Liquid Corporates 1-5 Year
3.01
0.59
0.02
-0.16
0.52
n/a
USD
Hedged
134.86
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.29
0.00
0.02
0.37
n/a
EUR
Unhedged
101.09
Euro Contingent Capital Bond Index
4.58
5.25
0.19
0.69
5.12
n/a
EUR
Unhedged
107.91
Asia USD Investment Grade Bond Index
5.46
3.01
0.21
0.57
2.23
n/a
USD
Unhedged
147.65
EM Local Currency Liquid Government Index
5.32
5.46
-0.55
-2.44
-3.16
-7.50
USD
Unhedged
115.84
September 2018 Maturity US Corporate
2.80
1.72
0.16
0.24
1.22
n/a
USD
Unhedged
106.04
Euro Credit Corp Index Duration Hedged
n/a
n/a
-0.21
-3.49
-10.19
-19.96
USD
Unhedged
103.40
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