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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 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.22
2.15
0.18
0.78
3.23
2.66
USD
Unhedged
213.44
Global Aggregate
6.35
1.93
0.19
0.77
3.19
2.38
USD
Unhedged
468.34
Global Aggregate
6.35
1.93
0.12
0.51
2.56
0.94
USD
Hedged
453.33
Global Aggregate
6.35
1.93
0.12
0.51
2.58
0.82
EUR
Hedged
200.00
Global Aggregate
6.35
1.93
0.12
0.49
2.48
0.58
CHF
Hedged
164.15
Global Aggregate - Corporate
6.12
2.68
0.24
0.94
3.57
3.63
USD
Unhedged
237.08
Global Aggregate Float Adjusted
6.32
1.92
0.19
0.76
3.19
2.56
USD
Unhedged
123.67
Global Aggregate GDP Weighted
6.19
2.32
0.17
0.76
3.22
2.31
USD
Unhedged
222.19
Global Treasury
6.94
1.49
0.18
0.79
3.44
2.31
USD
Unhedged
597.11
Global Treasury GDP Weighted
6.29
2.03
0.14
0.66
3.08
1.84
USD
Unhedged
219.88
Global Treasury Fiscal Strength Weighted
6.75
1.73
0.18
0.81
3.43
3.30
USD
Unhedged
150.89
Global Treasury Universal Ex China India
6.90
1.64
0.17
0.80
3.41
1.95
USD
Unhedged
117.26
Global Treasury Universal Ex China India
6.90
1.64
0.17
0.80
3.41
1.95
USD
Unhedged
117.26
Global Treasury Universal GDP Ex China & India
6.11
2.61
0.12
0.75
3.11
0.76
USD
Unhedged
126.97
Fiscal Strength Weighted Global Covered Bond Index
4.22
1.19
0.25
0.40
2.19
7.28
USD
Unhedged
153.28
Global High Yield
4.02
5.26
0.07
0.77
3.77
8.33
USD
Unhedged
1,107.01
Global Aggregate Corporate - United States Dollar
6.74
3.06
0.25
0.94
3.82
1.02
USD
Unhedged
226.98

U.S. and Canadian Indices

As of 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.48
2.68
0.19
0.60
2.57
0.22
USD
Unhedged
487.24
U.S. Aggregate
5.66
2.34
0.21
0.59
2.45
-0.37
USD
Unhedged
1,851.32
U.S. Aggregate Float Adjusted
5.62
2.26
0.20
0.58
2.44
-0.35
USD
Unhedged
125.38
U.S. Treasury
5.18
1.42
0.17
0.36
1.71
-1.66
USD
Unhedged
2,042.10
U.S. Treasury: 1-3 Year
1.94
0.44
0.03
0.08
0.22
0.40
USD
Unhedged
251.37
U.S. Treasury: 3-5 Year
3.84
1.34
0.13
0.18
0.61
-0.82
USD
Unhedged
328.96
U.S. Treasury 3-7 Yr
4.56
1.61
0.16
0.23
0.96
-1.52
USD
Unhedged
344.45
U.S. Treasury: 5-7 Year
5.68
2.02
0.22
0.31
1.55
-2.97
USD
Unhedged
376.09
U.S. Treasury: 7-10 Year
7.79
2.52
0.31
0.45
3.10
-4.31
USD
Unhedged
407.88
U.S. Treasury: 10-20 Year
10.24
2.94
0.38
0.83
5.46
-4.75
USD
Unhedged
488.35
U.S. Treasury: 20+ Year
17.81
3.42
0.61
1.94
9.82
-6.65
USD
Unhedged
540.92
Short Treasury
0.45
0.06
0.00
0.01
0.05
0.13
USD
Unhedged
259.37
U.S. Treasury: U.S. TIPS
7.08
2.26
0.35
1.24
3.21
-5.90
USD
Unhedged
277.80
U.S. Credit
6.92
2.96
0.24
0.94
3.88
0.38
USD
Unhedged
2,484.71
1-3 Yr Credit
2.00
0.95
0.03
0.18
0.65
1.50
USD
Unhedged
1,485.68
U.S. Intermediate Credit
4.36
2.25
0.15
0.53
2.18
0.74
USD
Unhedged
2,408.45
U.S. Long Credit A
13.81
4.54
0.51
1.83
7.95
-0.59
USD
Unhedged
3,011.03
U.S. Government/Credit
5.84
2.07
0.20
0.61
2.60
-0.71
USD
Unhedged
2,117.66
Intermediate U.S. Government/Credit
3.90
1.57
0.13
0.32
1.32
-0.29
USD
Unhedged
1,934.92
U.S. Mortgage Backed Securities
5.41
3.04
0.24
0.59
2.19
0.34
USD
Unhedged
1,896.92
U.S. Corporate High Yield
4.04
5.09
0.03
0.44
3.43
6.99
USD
Unhedged
1,636.53
Municipal Bond
7.49
2.51
0.08
1.14
4.50
0.67
USD
Unhedged
1,024.49
Barclays-Russell LDI 6 Year Index
6.06
2.40
0.22
0.67
2.92
-0.15
USD
Unhedged
169.82
Barclays-Russell LDI 8 Year Index
8.17
3.12
0.31
0.96
4.25
-0.93
USD
Unhedged
180.36
Barclays-Russell LDI 10 Year Index
10.67
3.86
0.41
1.31
6.11
-0.88
USD
Unhedged
189.72
Barclays-Russell LDI 12 Year Index
12.24
4.20
0.46
1.54
7.23
-1.38
USD
Unhedged
195.31
Barclays-Russell LDI 14 Year Index
13.85
4.48
0.52
1.81
8.32
-1.24
USD
Unhedged
201.40
Barclays-Russell LDI 16 Year Index
15.95
4.77
0.52
2.24
9.54
-1.94
USD
Unhedged
231.22

European Indices

As of 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
6.28
1.77
0.03
0.61
3.69
3.00
EUR
Unhedged
203.28
Euro-Aggregate
5.81
1.54
0.08
0.59
3.80
3.74
EUR
Unhedged
221.13
Euro-Aggregate: Corporates
4.54
1.73
0.10
0.52
2.89
3.77
EUR
Unhedged
219.75
Euro-Aggregate: 500MM
5.82
1.53
0.08
0.59
3.80
3.73
EUR
Unhedged
221.47
Pan-European High Yield
3.86
4.53
-0.01
0.71
4.02
11.23
EUR
Unhedged
318.41
EURO Floating Rate Notes
0.14
0.70
0.00
0.07
0.44
1.28
EUR
Unhedged
128.61
Euro-Aggregate: Corporates -- 500MM
4.54
1.72
0.10
0.52
2.88
3.73
EUR
Unhedged
220.09
Euro-Aggregate: Treasury
6.55
1.59
0.10
0.72
4.55
4.29
EUR
Unhedged
222.34
EUR Corporate bonds 1-5 years
2.78
1.27
0.03
0.26
1.47
2.95
EUR
Unhedged
205.61
Euro-Aggregate: Italian Issuers
6.03
2.23
0.07
1.19
6.28
9.42
EUR
Unhedged
234.76
Euro Treasury GDP Weighted
6.58
1.49
0.10
0.64
4.27
3.68
EUR
Unhedged
196.94
Global Treasury Fiscal Strength Weighted: Finland
6.36
1.12
0.34
0.64
3.25
6.80
USD
Unhedged
157.41
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
6.83
1.23
0.11
0.41
3.26
0.95
EUR
Unhedged
210.11
Euro-Aggregate Securitized - Covered
4.29
1.20
0.02
0.29
2.53
3.19
EUR
Unhedged
203.21
Sterling Aggregate
8.84
2.79
0.32
0.79
3.10
-1.69
GBP
Unhedged
215.91
Sterling Aggregate 100
8.81
2.81
0.32
0.79
3.11
-1.63
GBP
Unhedged
296.87
Sterling Gilts
9.36
2.43
-0.18
1.01
3.98
0.47
EUR
Unhedged
183.90
Sterling Non-Gilts
7.73
3.55
0.32
0.96
3.27
0.57
GBP
Unhedged
229.88
Pan European Floating ABS Bond Index
0.04
2.15
0.10
0.48
2.69
n/a
EUR
Unhedged
137.15
Swiss Franc Aggregate
5.96
0.78
0.05
0.45
2.32
0.84
CHF
Unhedged
170.21

Asian Indices

As of 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.32
1.01
-0.14
0.27
1.05
1.07
JPY
Unhedged
138.14
Global Aggregate Ex-JPY
6.02
2.21
0.20
0.77
3.11
3.30
USD
Unhedged
248.52
Asian Pacific Japanese Yen
7.77
0.54
-0.06
0.16
0.93
1.04
JPY
Unhedged
128.78
EM Asia USD Credit
5.05
4.30
0.10
0.70
3.47
0.67
USD
Unhedged
147.95

Emerging Markets

As of 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
5.86
5.01
0.06
1.06
3.91
-0.37
USD
Unhedged
903.08
EM Local Currency Government
4.92
5.52
-0.10
1.12
2.76
-3.30
USD
Unhedged
131.78
EM Local Currency Government 10% Country Capped
4.97
5.88
-0.11
0.74
2.54
-5.24
USD
Unhedged
134.18
EM Local Govt-GDP Weighted by Country
4.52
7.34
-0.10
0.56
2.07
-7.10
USD
Unhedged
161.04
EM Local Currency Government Universal
5.52
5.62
-0.07
0.54
2.23
-4.00
USD
Unhedged
127.63
EM Hard Currency Aggregate
5.80
4.72
0.09
1.06
3.80
1.06
USD
Unhedged
339.51
EM Pan Euro Aggregate
5.19
3.03
0.02
0.74
2.71
4.50
EUR
Unhedged
213.59
EM USD Sovereign
7.08
5.16
-0.01
1.31
4.93
-1.60
USD
Unhedged
713.57
EM USD Sovereign - 10% Country Capped
7.08
5.16
-0.01
1.31
4.93
-1.60
USD
Unhedged
526.97
EMLOCAL Index
0.00
0.00
-0.05
0.78
2.80
-5.10
USD
Unhedged
121.94
EM Tradable Bond Index-USD Sovereign
0.00
0.00
-0.03
1.31
4.93
-0.14
USD
Unhedged
232.68
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
-0.04
1.60
5.07
-2.72
USD
Unhedged
229.50

Customized Indices

As of 23-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Euro Treasury 0-6 Months
0.23
0.86
-0.02
0.00
0.11
0.27
EUR
Unhedged
120.46
Euro Treasury 0-12 Months
0.59
0.40
-0.02
0.01
0.14
0.37
EUR
Unhedged
123.37
Global Aggregate Excluding U.S. MBS and U.S. CMBS
6.50
1.74
0.19
0.80
3.35
2.70
USD
Unhedged
215.33
Euro Aggregate Corporate Senior 1BN xBBB
4.36
1.38
0.09
0.43
2.34
2.35
EUR
Unhedged
208.04
Euro FRN Corporate 500MM
0.12
0.71
0.00
0.07
0.46
1.27
EUR
Unhedged
128.78
Combined EuroTsy/Corp 350 (10%/90% Mix)
4.73
1.71
0.10
0.54
3.05
3.81
EUR
Unhedged
204.30
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
6.47
2.88
0.23
0.87
3.52
0.80
USD
Unhedged
242.16
International High Income Sovereign
5.44
7.13
-0.44
-0.19
0.14
-5.06
JPY
Unhedged
139.26
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.70
1.58
0.04
0.16
1.22
1.84
CAD
Unhedged
179.15
Global Aggregate Float Adjusted CAD
7.31
2.48
0.07
0.44
3.23
0.14
CAD
Unhedged
209.83
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