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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 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.43
2.00
0.56
0.16
-2.75
-6.09
USD
Unhedged
202.05
Global Aggregate
6.56
1.68
0.59
0.22
-2.86
-6.04
USD
Unhedged
443.48
Global Aggregate
6.56
1.68
0.22
0.99
0.59
3.75
USD
Hedged
478.38
Global Aggregate
6.56
1.68
0.21
0.96
0.52
3.62
EUR
Hedged
210.81
Global Aggregate
6.56
1.68
0.22
0.90
-0.29
2.71
CHF
Hedged
171.34
Global Aggregate - Corporate
6.41
2.79
0.48
0.40
-2.33
-3.73
USD
Unhedged
230.62
Global Aggregate Float Adjusted
6.57
1.69
0.61
0.24
-3.05
-6.23
USD
Unhedged
116.84
Global Aggregate GDP Weighted
6.38
1.93
0.62
0.10
-2.99
-6.24
USD
Unhedged
210.44
Global Treasury
7.39
1.14
0.66
0.23
-3.48
-8.05
USD
Unhedged
552.73
Global Treasury
7.39
1.14
0.21
1.18
0.59
4.40
USD
Hedged
576.00
Global Treasury GDP Weighted
6.78
1.67
0.72
0.05
-3.45
-7.11
USD
Unhedged
206.24
Global Treasury Fiscal Strength Weighted
7.21
1.26
0.72
0.12
-4.09
-8.30
USD
Unhedged
139.42
Global Treasury Universal Ex China India
7.34
1.32
0.63
0.12
-3.59
-8.26
USD
Unhedged
108.36
Global Treasury Universal Ex China India
7.34
1.32
0.63
0.12
-3.59
-8.26
USD
Unhedged
108.36
Global Treasury Universal GDP Ex China & India
6.58
2.31
0.63
-0.37
-4.01
-8.21
USD
Unhedged
117.95
Fiscal Strength Weighted Global Covered Bond Index
4.53
0.48
1.00
-0.73
-6.01
-12.48
USD
Unhedged
132.31
Global High Yield
4.30
6.72
0.23
-0.31
1.62
-2.89
USD
Unhedged
1,084.25
Global Aggregate Corporate - United States Dollar
6.81
3.35
0.25
0.64
0.06
1.66
USD
Unhedged
234.61
Global Green Bond Index
5.76
1.52
-0.39
1.00
4.73
12.18
EUR
Unhedged
119.51
Global Green Bond Index
5.76
1.52
0.16
0.99
0.72
4.00
EUR
Hedged
109.50

U.S. and Canadian Indices

As of 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.46
2.81
0.25
0.58
0.88
2.53
USD
Unhedged
505.88
U.S. Aggregate
5.61
2.35
0.27
0.70
0.59
2.82
USD
Unhedged
1,926.19
U.S. Aggregate Float Adjusted
5.71
2.30
0.26
0.69
0.55
2.70
USD
Unhedged
130.27
U.S. Treasury
5.71
1.44
0.28
0.83
0.87
3.33
USD
Unhedged
2,127.58
U.S. Treasury: 1-3 Year
1.87
0.66
0.09
0.05
0.74
1.04
USD
Unhedged
254.26
U.S. Treasury: 3-5 Year
3.93
1.34
0.27
0.39
1.72
2.97
USD
Unhedged
339.84
U.S. Treasury 3-7 Yr
4.61
1.51
0.33
0.56
1.77
3.46
USD
Unhedged
358.40
U.S. Treasury: 5-7 Year
5.64
1.78
0.42
0.82
1.83
4.13
USD
Unhedged
395.40
U.S. Treasury: 7-10 Year
7.81
2.12
0.51
1.22
1.27
5.22
USD
Unhedged
436.65
U.S. Treasury: 10-20 Year
9.78
2.32
0.48
2.03
1.31
7.51
USD
Unhedged
537.28
U.S. Treasury: 20+ Year
18.39
2.88
0.46
3.73
-1.72
9.97
USD
Unhedged
617.14
Short Treasury
0.47
0.17
0.00
-0.00
0.09
0.11
USD
Unhedged
259.70
U.S. Treasury: U.S. TIPS
6.13
1.97
0.28
0.21
0.55
-1.56
USD
Unhedged
280.49
U.S. Credit
7.00
3.25
0.26
0.63
-0.16
1.61
USD
Unhedged
2,567.92
1-3 Yr Credit
1.99
1.58
0.11
0.06
0.88
1.08
USD
Unhedged
1,505.71
U.S. Intermediate Credit
4.33
2.58
0.24
0.29
1.11
1.96
USD
Unhedged
2,482.43
U.S. Long Credit A
13.80
4.49
0.31
2.10
-2.58
2.33
USD
Unhedged
3,169.74
U.S. Government/Credit
6.17
2.22
0.27
0.73
0.43
2.55
USD
Unhedged
2,197.49
Intermediate U.S. Government/Credit
3.95
1.74
0.24
0.36
1.18
2.27
USD
Unhedged
1,992.56
U.S. Mortgage Backed Securities
4.34
2.68
0.29
0.63
0.94
3.54
USD
Unhedged
1,987.63
U.S. Corporate High Yield
4.26
6.87
0.02
-0.58
1.93
0.36
USD
Unhedged
1,652.26
Municipal Bond
6.56
2.25
0.11
0.72
0.84
3.56
USD
Unhedged
1,078.11
Barclays-Russell LDI 6 Year Index
5.74
2.52
0.25
0.71
0.51
2.39
USD
Unhedged
176.07
Barclays-Russell LDI 8 Year Index
7.92
3.14
0.32
1.08
0.20
2.91
USD
Unhedged
188.92
Barclays-Russell LDI 10 Year Index
10.30
3.74
0.36
1.44
-0.61
3.21
USD
Unhedged
200.60
Barclays-Russell LDI 12 Year Index
12.09
4.11
0.35
1.79
-1.47
3.08
USD
Unhedged
206.90
Barclays-Russell LDI 14 Year Index
13.98
4.46
0.31
2.16
-2.38
2.78
USD
Unhedged
213.19
Barclays-Russell LDI 16 Year Index
16.30
4.88
0.42
2.09
-3.96
1.32
USD
Unhedged
242.20
U.S. Gov/Credit Float Adjusted: 1-5 Year
2.67
1.26
0.16
0.18
1.13
1.68
USD
Unhedged
1,406.33
U.S. Gov/Credit Float Adjusted: 5-10 Year
6.48
2.67
0.40
0.71
1.28
3.53
USD
Unhedged
2,229.67
U.S. Gov/Credit Float Adjusted: Long
14.70
4.07
0.36
2.18
-2.38
3.80
USD
Unhedged
3,107.71
U.S. Government Float Adjusted: 1-3 year
1.85
0.67
0.09
0.06
0.75
1.05
USD
Unhedged
1,172.13
U.S. Government Float Adjusted: 3-10 Year
5.24
1.65
0.36
0.69
1.67
3.78
USD
Unhedged
235.19
U.S. Government Float Adjusted: Long
16.93
2.83
0.46
3.42
-1.26
9.24
USD
Unhedged
2,956.58

European Indices

As of 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
6.94
1.09
-0.02
1.65
2.72
7.83
EUR
Unhedged
226.44
Euro-Aggregate
6.33
0.81
0.12
1.82
0.58
4.61
EUR
Unhedged
238.07
Euro-Aggregate: Corporates
5.05
1.27
0.03
1.25
-0.35
2.55
EUR
Unhedged
230.70
Euro Aggreggate Corporate Excl Financials
5.46
1.24
0.05
1.32
-0.46
2.66
EUR
Unhedged
221.78
Euro-Aggregate: 500MM
6.34
0.80
0.12
1.83
0.58
4.62
EUR
Unhedged
238.45
Pan-European High Yield
4.16
4.62
-0.16
1.15
4.89
6.00
EUR
Unhedged
343.61
EURO Floating Rate Notes
0.15
0.26
0.01
0.09
0.27
0.55
EUR
Unhedged
129.82
Euro-Aggregate: Corporates -- 500MM
5.06
1.27
0.03
1.26
-0.36
2.54
EUR
Unhedged
231.04
Euro-Aggregate: Treasury
7.09
0.78
0.17
2.31
0.94
5.78
EUR
Unhedged
242.82
Euro-Aggregate: Treasury -- 1-3 Year
1.92
-0.06
-0.01
0.24
0.47
0.78
EUR
Unhedged
179.69
Euro-Aggregate: Treasury -- 3-5 Year
3.82
0.22
0.01
0.85
0.74
2.08
EUR
Unhedged
216.62
Euro Aggregate Treasury Spain
6.55
1.28
0.47
2.73
0.32
5.87
EUR
Unhedged
251.68
Euro Aggregate Treasury Italy
6.58
1.25
0.34
3.54
2.62
7.49
EUR
Unhedged
260.93
EUR Corporate bonds 1-5 years
2.80
0.76
0.00
0.45
0.37
1.59
EUR
Unhedged
211.43
Euro-Aggregate: Italian Issuers
6.40
1.24
0.31
3.34
2.43
7.13
EUR
Unhedged
259.21
Euro Treasury GDP Weighted
7.13
0.68
0.14
2.12
0.80
5.60
EUR
Unhedged
214.53
Global Treasury Fiscal Strength Weighted: Finland
6.90
0.38
1.12
0.61
-8.60
-14.05
USD
Unhedged
134.87
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
7.44
0.48
0.03
1.72
0.41
5.11
EUR
Unhedged
228.10
Euro-Aggregate Securitized - Covered
4.59
0.44
0.03
0.72
0.40
3.16
EUR
Unhedged
214.04
Sterling Aggregate
9.56
2.19
0.69
1.65
0.39
9.15
GBP
Unhedged
239.39
Sterling Aggregate 100
9.54
2.21
0.69
1.64
0.40
9.14
GBP
Unhedged
329.17
Sterling Gilts
10.32
1.83
-0.43
1.75
9.88
23.03
EUR
Unhedged
238.85
Sterling Gilts
10.32
1.83
0.74
1.68
0.25
9.91
GBP
Unhedged
239.60
Sterling Non-Gilts
7.83
3.01
0.58
1.56
0.71
7.51
GBP
Unhedged
251.48
Pan European Floating ABS Bond Index
0.04
1.51
-0.35
-0.21
1.70
3.26
EUR
Unhedged
144.37
Swiss Franc Aggregate
6.92
0.08
0.06
0.61
1.65
4.24
CHF
Unhedged
179.90
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.33
0.02
0.15
0.33
0.73
EUR
Unhedged
101.06
Barclays MSCI Euro Corporate Catholic Values Index
5.02
1.27
0.03
1.25
-0.35
2.54
EUR
Unhedged
148.53

Asian Indices

As of 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.67
0.79
0.04
-0.11
-0.83
3.05
JPY
Unhedged
144.08
Global Aggregate Ex-JPY
6.23
1.91
0.62
0.44
-2.72
-4.18
USD
Unhedged
240.22
Asian Pacific Japanese Yen
8.17
0.40
0.05
0.29
-0.40
2.14
JPY
Unhedged
132.49
EM Asia USD Credit
5.09
3.96
0.19
0.46
2.43
4.09
USD
Unhedged
158.62
Australian Aggregate 100mn
4.52
2.59
0.31
1.29
1.98
6.74
AUD
Unhedged
138.40

Emerging Markets

As of 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
5.78
5.35
0.15
0.13
2.89
0.45
USD
Unhedged
936.79
EM Local Currency Government
5.35
5.12
0.17
-3.08
-6.27
-13.40
USD
Unhedged
117.90
EM Local Currency Government 10% Country Capped
5.35
5.67
0.31
-2.48
-6.27
-14.05
USD
Unhedged
118.80
EM Local Govt-GDP Weighted by Country
4.70
7.69
-0.11
-3.84
-3.60
-18.09
USD
Unhedged
135.93
EM Local Currency Government Universal
6.01
5.00
0.05
-1.28
-1.57
-4.02
USD
Unhedged
126.60
EM LC Currency Core Govt
0.00
0.00
0.34
-2.88
-6.91
-15.63
USD
Unhedged
105.80
EM Hard Currency Aggregate
5.81
5.02
0.27
0.10
1.60
-1.75
USD
Unhedged
342.69
EM Pan Euro Aggregate
5.49
2.75
0.00
0.78
2.21
3.24
EUR
Unhedged
226.91
EM USD Sovereign
7.14
5.55
0.14
0.35
1.70
-0.34
USD
Unhedged
740.91
EM USD Sovereign - 10% Country Capped
7.14
5.55
0.14
0.35
1.71
-0.33
USD
Unhedged
547.20
EMLOCAL Index
0.00
0.00
0.42
-2.44
-5.46
-15.11
USD
Unhedged
105.45
EM Tradable Bond Index-USD Sovereign
0.00
0.00
0.30
0.93
2.45
-0.26
USD
Unhedged
243.94
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
0.26
0.58
1.16
-3.17
USD
Unhedged
231.69

Customized Indices

As of 31-Jul-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Euro Treasury 0-6 Months
0.26
-0.09
0.00
-0.00
0.01
0.08
EUR
Unhedged
120.70
Euro Treasury 0-12 Months
0.59
-0.11
-0.00
0.00
0.05
0.14
EUR
Unhedged
123.76
Global Aggregate Excluding U.S. MBS and U.S. CMBS
6.89
1.50
0.63
0.18
-3.36
-7.17
USD
Unhedged
201.30
Euro Aggregate Corporate Senior 1BN xBBB
4.87
0.91
0.03
1.10
-0.68
2.19
EUR
Unhedged
217.42
Euro FRN Corporate 500MM
0.14
0.29
0.01
0.09
0.28
0.55
EUR
Unhedged
129.98
Combined EuroTsy/Corp 350 (10%/90% Mix)
5.25
1.22
0.05
1.36
-0.22
2.87
EUR
Unhedged
215.31
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
6.63
3.15
0.25
0.62
0.20
1.83
USD
Unhedged
250.44
International High Income Sovereign
5.73
7.44
-0.50
-2.73
0.21
-0.73
JPY
Unhedged
142.63
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.81
0.93
0.14
0.34
2.38
3.50
CAD
Unhedged
186.66
Global Aggregate Float Adjusted CAD
7.96
1.76
0.32
1.50
3.95
7.29
CAD
Unhedged
230.38
US Liquid Corporates
8.31
3.57
0.29
0.63
-0.71
1.53
USD
Unhedged
163.76
US Liquid Corporates
8.31
3.57
0.29
0.59
-0.68
1.41
EUR
Hedged
163.08
Barclays MSCI US Liquid Corporates Sustainable Index
7.91
3.31
0.30
0.69
-0.08
2.23
USD
Unhedged
156.97
Barclays MSCI US Liquid Corporates Sustainable Index
7.91
3.31
0.30
0.65
-0.06
2.11
EUR
Hedged
156.78
Barclays MSCI US Liquid Corporates Sustainable Index
7.91
3.31
0.31
0.58
-1.09
0.99
CHF
Hedged
150.50
Barclays MSCI US Liquid Corporates Sustainable Index
7.91
3.31
0.30
0.71
0.33
2.76
GBP
Hedged
158.50
US Liquid Corporates 1-5 Year
3.47
2.18
0.22
0.26
1.17
1.76
USD
Unhedged
143.12
US Liquid Corporates 1-5 Year
3.47
2.18
0.22
0.29
1.42
2.13
GBP
Hedged
144.23
US Liquid Corporates 1-5 Year
3.47
2.18
0.22
0.15
0.29
0.68
CHF
Hedged
137.17
US Liquid Corporates 1-5 Year
3.47
2.18
0.22
0.22
1.02
1.48
EUR
Hedged
142.12
Euro Area Liquid Corporates 1-5 Year
2.95
0.78
-0.00
0.58
0.31
1.67
EUR
Unhedged
134.51
Euro Area Liquid Corporates 1-5 Year
2.99
0.78
0.00
0.62
0.53
1.95
USD
Hedged
134.87
Euro Area Liquid Corporates 1-5 Year
2.95
0.78
-0.00
0.51
-0.26
1.03
CHF
Hedged
129.93
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.33
0.02
0.15
0.33
0.73
EUR
Unhedged
101.06
Euro Contingent Capital Bond Index
4.40
5.30
0.10
2.74
6.05
6.01
EUR
Unhedged
108.87
Asia USD Investment Grade Bond Index
5.35
3.24
0.23
0.55
1.92
4.24
USD
Unhedged
147.20
EM Local Currency Liquid Government Index
5.34
5.72
0.34
-2.48
-6.31
-14.42
USD
Unhedged
112.08
September 2018 Maturity US Corporate
2.52
1.89
0.14
0.09
1.40
1.90
USD
Unhedged
106.24
USD Liquid Investment Grade Corporate
8.39
3.71
0.29
0.74
-0.58
1.47
USD
Unhedged
137.05
USD Liquid Investment Grade Corporate
8.39
3.71
0.29
0.70
-0.55
1.35
EUR
Hedged
136.62
USD Liquid Investment Grade Corporate
8.39
3.71
0.29
0.77
-0.16
2.02
GBP
Hedged
138.29
USD Liquid Investment Grade Corporate
8.39
3.71
0.29
0.71
-0.92
0.93
JPY
Hedged
133.75
Global High Yield 3-7 Very Liquid Index
3.61
6.38
-0.03
-0.37
1.05
-0.38
GBP
Hedged
109.06
Euro Credit Corp Index Duration Hedged
n/a
n/a
0.03
0.44
-0.66
-0.51
EUR
Unhedged
125.21
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