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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 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.46
1.74
0.40
0.99
-0.92
-3.56
USD
Unhedged
205.85
Global Aggregate
6.59
1.43
0.40
0.90
-1.04
-3.54
USD
Unhedged
451.77
Global Aggregate
6.59
1.43
0.10
0.14
1.98
6.99
USD
Hedged
484.99
Global Aggregate
6.59
1.43
0.10
0.10
1.99
6.95
EUR
Hedged
213.89
Global Aggregate
6.59
1.43
0.10
0.03
1.39
6.15
CHF
Hedged
174.23
Global Aggregate - Corporate
6.58
2.37
0.34
0.84
-0.35
-0.77
USD
Unhedged
235.28
Global Aggregate Float Adjusted
6.64
1.43
0.40
0.90
-1.22
-3.74
USD
Unhedged
119.04
Global Aggregate GDP Weighted
6.43
1.68
0.37
0.94
-1.14
-3.48
USD
Unhedged
214.44
Global Treasury
7.52
0.96
0.49
0.95
-1.32
-5.36
USD
Unhedged
565.10
Global Treasury
7.52
0.96
0.09
0.04
1.96
7.67
USD
Hedged
583.88
Global Treasury GDP Weighted
6.90
1.47
0.36
0.89
-1.29
-4.07
USD
Unhedged
210.87
Global Treasury Fiscal Strength Weighted
7.36
1.07
0.46
1.06
-1.91
-5.46
USD
Unhedged
142.60
Global Treasury Universal Ex China India
7.46
1.14
0.49
1.03
-1.33
-5.43
USD
Unhedged
110.90
Global Treasury Universal Ex China India
7.46
1.14
0.49
1.03
-1.33
-5.43
USD
Unhedged
110.90
Global Treasury Universal GDP Ex China & India
6.68
2.11
0.38
1.26
-1.41
-4.62
USD
Unhedged
121.13
Fiscal Strength Weighted Global Covered Bond Index
4.51
0.30
0.48
1.35
-6.17
-13.75
USD
Unhedged
132.09
Global High Yield
4.27
5.96
0.27
1.98
2.64
-1.09
USD
Unhedged
1,095.07
Global Aggregate Corporate - United States Dollar
7.03
2.88
0.17
0.43
2.72
6.08
USD
Unhedged
240.84

U.S. and Canadian Indices

As of 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.34
2.46
0.14
0.42
2.16
5.12
USD
Unhedged
512.27
U.S. Aggregate
5.46
2.02
0.13
0.24
1.85
5.32
USD
Unhedged
1,950.27
U.S. Aggregate Float Adjusted
5.64
1.98
0.14
0.24
1.90
5.27
USD
Unhedged
132.01
U.S. Treasury
5.74
1.22
0.14
0.08
1.72
5.06
USD
Unhedged
2,145.51
U.S. Treasury: 1-3 Year
1.89
0.53
0.04
0.12
0.66
1.07
USD
Unhedged
254.06
U.S. Treasury: 3-5 Year
3.90
1.14
0.13
0.33
1.86
3.45
USD
Unhedged
340.31
U.S. Treasury 3-7 Yr
4.62
1.28
0.15
0.34
2.13
4.42
USD
Unhedged
359.65
U.S. Treasury: 5-7 Year
5.60
1.48
0.18
0.36
2.50
5.84
USD
Unhedged
397.98
U.S. Treasury: 7-10 Year
7.85
1.75
0.24
0.35
2.89
8.79
USD
Unhedged
443.67
U.S. Treasury: 10-20 Year
10.03
2.11
0.28
0.05
2.71
11.51
USD
Unhedged
544.71
U.S. Treasury: 20+ Year
18.64
2.58
0.34
-1.10
3.05
19.53
USD
Unhedged
647.09
Short Treasury
0.43
0.11
-0.00
0.02
0.06
0.10
USD
Unhedged
259.62
U.S. Treasury: U.S. TIPS
7.00
1.73
0.24
1.23
2.67
3.08
USD
Unhedged
286.40
U.S. Credit
7.25
2.79
0.17
0.41
2.59
6.16
USD
Unhedged
2,638.51
1-3 Yr Credit
1.99
1.25
0.05
0.26
0.97
1.44
USD
Unhedged
1,506.94
U.S. Intermediate Credit
4.35
2.14
0.13
0.53
2.31
4.29
USD
Unhedged
2,511.91
U.S. Long Credit A
14.14
3.96
0.27
0.20
3.39
11.64
USD
Unhedged
3,363.84
U.S. Government/Credit
6.28
1.89
0.15
0.23
2.07
5.45
USD
Unhedged
2,233.38
Intermediate U.S. Government/Credit
3.95
1.44
0.12
0.35
1.80
3.62
USD
Unhedged
2,004.85
U.S. Mortgage Backed Securities
3.56
2.36
0.10
0.26
1.32
5.13
USD
Unhedged
1,995.11
U.S. Corporate High Yield
4.19
5.89
0.09
1.33
3.88
2.84
USD
Unhedged
1,683.94
Municipal Bond
6.25
2.06
0.04
-0.09
0.92
5.33
USD
Unhedged
1,078.96
Barclays-Russell LDI 6 Year Index
5.93
2.16
0.15
0.35
2.28
5.49
USD
Unhedged
179.17
Barclays-Russell LDI 8 Year Index
8.00
2.69
0.20
0.38
2.89
7.53
USD
Unhedged
194.00
Barclays-Russell LDI 10 Year Index
10.47
3.25
0.24
0.34
3.34
9.89
USD
Unhedged
208.58
Barclays-Russell LDI 12 Year Index
12.35
3.62
0.26
0.23
3.40
11.10
USD
Unhedged
217.12
Barclays-Russell LDI 14 Year Index
14.31
3.96
0.28
0.06
3.39
12.02
USD
Unhedged
225.79
Barclays-Russell LDI 16 Year Index
16.90
4.35
0.33
0.01
3.30
12.58
USD
Unhedged
260.51

European Indices

As of 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
7.18
0.82
0.04
0.04
4.98
13.87
EUR
Unhedged
231.41
Euro-Aggregate
6.60
0.52
-0.05
-0.12
3.14
10.45
EUR
Unhedged
244.13
Euro-Aggregate: Corporates
5.19
0.93
0.03
0.11
1.47
6.89
EUR
Unhedged
234.91
Euro Aggreggate Corporate Excl Financials
5.58
0.90
0.03
0.12
1.56
7.48
EUR
Unhedged
226.27
Euro-Aggregate: 500MM
6.61
0.51
-0.05
-0.13
3.15
10.47
EUR
Unhedged
244.54
Pan-European High Yield
4.20
4.22
0.07
0.55
5.26
8.21
EUR
Unhedged
344.84
EURO Floating Rate Notes
0.15
0.24
0.00
0.05
0.34
1.01
EUR
Unhedged
129.92
Euro-Aggregate: Corporates -- 500MM
5.19
0.93
0.03
0.11
1.46
6.88
EUR
Unhedged
235.26
Euro-Aggregate: Treasury
7.46
0.50
-0.09
-0.31
3.98
12.59
EUR
Unhedged
250.14
Euro-Aggregate: Treasury -- 1-3 Year
1.92
-0.07
-0.00
0.02
0.44
1.38
EUR
Unhedged
179.64
Euro-Aggregate: Treasury -- 3-5 Year
3.77
0.12
-0.01
0.00
0.93
4.10
EUR
Unhedged
217.04
Euro Aggregate Treasury Spain
6.79
0.98
-0.11
-1.16
2.79
12.11
EUR
Unhedged
257.87
Euro Aggregate Treasury Italy
6.85
1.06
-0.20
-1.17
4.35
12.91
EUR
Unhedged
265.35
EUR Corporate bonds 1-5 years
2.81
0.57
0.00
0.06
0.58
3.06
EUR
Unhedged
211.89
Euro-Aggregate: Italian Issuers
6.65
1.05
-0.18
-1.04
4.12
12.38
EUR
Unhedged
263.48
Euro Treasury GDP Weighted
7.50
0.40
-0.07
-0.19
3.95
12.40
EUR
Unhedged
221.22
Global Treasury Fiscal Strength Weighted: Finland
7.30
0.10
0.61
1.37
-7.51
-13.20
USD
Unhedged
136.48
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
7.87
0.17
-0.05
0.21
4.12
12.61
EUR
Unhedged
236.53
Euro-Aggregate Securitized - Covered
4.64
0.22
0.03
0.27
1.70
6.73
EUR
Unhedged
216.81
Sterling Aggregate
9.82
1.98
0.41
-0.62
1.96
12.77
GBP
Unhedged
243.15
Sterling Aggregate 100
9.80
2.00
0.41
-0.62
1.97
12.76
GBP
Unhedged
334.31
Sterling Gilts
10.58
1.66
0.59
0.30
10.11
30.10
EUR
Unhedged
239.35
Sterling Gilts
10.58
1.66
0.44
-0.66
1.66
13.31
GBP
Unhedged
242.97
Sterling Non-Gilts
8.13
2.70
0.33
-0.53
2.66
11.60
GBP
Unhedged
256.35
Pan European Floating ABS Bond Index
0.04
1.07
0.03
0.26
2.14
5.69
EUR
Unhedged
145.00
Swiss Franc Aggregate
7.01
0.03
-0.16
0.57
2.52
6.56
CHF
Unhedged
181.45
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.28
0.00
0.07
0.45
n/a
EUR
Unhedged
101.17
Barclays MSCI Euro Corporate Catholic Values Index
5.17
0.94
0.03
0.10
1.45
6.87
EUR
Unhedged
151.22

Asian Indices

As of 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.70
0.73
0.12
0.75
0.16
5.36
JPY
Unhedged
145.52
Global Aggregate Ex-JPY
6.25
1.63
0.35
0.80
-1.40
-1.99
USD
Unhedged
243.50
Asian Pacific Japanese Yen
8.21
0.33
0.16
0.63
0.14
3.42
JPY
Unhedged
133.21
EM Asia USD Credit
5.21
3.68
0.12
0.76
3.09
7.91
USD
Unhedged
159.65
Australian Aggregate 100mn
4.65
2.55
-0.02
-0.77
1.87
n/a
AUD
Unhedged
138.24

Emerging Markets

As of 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
6.04
4.98
0.25
2.15
4.50
5.43
USD
Unhedged
951.47
EM Local Currency Government
5.36
4.97
0.29
2.48
-0.28
-4.94
USD
Unhedged
125.43
EM Local Currency Government 10% Country Capped
5.37
5.46
0.28
2.29
-1.03
-6.63
USD
Unhedged
125.44
EM Local Govt-GDP Weighted by Country
4.71
7.58
0.17
5.10
3.40
-9.64
USD
Unhedged
145.79
EM Local Currency Government Universal
5.98
4.96
0.06
1.43
1.06
1.81
USD
Unhedged
129.98
EM LC Currency Core Govt
0.00
0.00
0.12
2.01
-1.28
-8.24
USD
Unhedged
112.20
EM Hard Currency Aggregate
6.06
4.65
0.31
2.12
3.03
2.42
USD
Unhedged
347.53
EM Pan Euro Aggregate
5.70
2.34
0.14
0.70
4.26
8.30
EUR
Unhedged
231.47
EM USD Sovereign
7.51
5.17
0.27
2.00
4.11
6.35
USD
Unhedged
758.47
EM USD Sovereign - 10% Country Capped
7.51
5.17
0.27
2.00
4.12
6.36
USD
Unhedged
560.17
EMLOCAL Index
0.00
0.00
0.16
2.80
-0.03
-8.77
USD
Unhedged
111.51
EM Tradable Bond Index-USD Sovereign
0.00
0.00
0.20
1.79
4.21
6.82
USD
Unhedged
248.12
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
0.33
2.96
4.68
4.63
USD
Unhedged
239.75

Customized Indices

As of 24-Apr-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Euro Treasury 0-6 Months
0.24
0.12
0.00
-0.02
0.02
0.20
EUR
Unhedged
120.70
Euro Treasury 0-12 Months
0.58
-0.07
-0.00
-0.02
0.06
0.34
EUR
Unhedged
123.78
Global Aggregate Excluding U.S. MBS and U.S. CMBS
7.02
1.26
0.45
0.99
-1.36
-4.57
USD
Unhedged
205.48
Euro Aggregate Corporate Senior 1BN xBBB
4.98
0.62
0.03
0.11
0.91
6.19
EUR
Unhedged
220.88
Euro FRN Corporate 500MM
0.16
0.27
0.00
0.06
0.33
0.98
EUR
Unhedged
130.05
Combined EuroTsy/Corp 350 (10%/90% Mix)
5.41
0.88
0.02
0.07
1.71
7.43
EUR
Unhedged
219.49
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
6.83
2.71
0.17
0.45
2.67
5.94
USD
Unhedged
256.60
International High Income Sovereign
5.78
7.39
-0.17
4.43
2.63
4.92
JPY
Unhedged
146.08
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.70
1.06
0.10
-0.25
1.59
3.39
CAD
Unhedged
185.23
Global Aggregate Float Adjusted CAD
7.91
1.76
0.38
-0.41
3.86
9.71
CAD
Unhedged
230.18
US Liquid Corporates
8.45
2.95
0.20
0.43
3.05
7.03
USD
Unhedged
169.97
US Liquid Corporates
8.45
2.95
0.20
0.39
3.14
6.98
EUR
Hedged
169.35
US Liquid Corporates 1-5 Year
3.40
1.68
0.09
0.41
1.81
2.84
USD
Unhedged
144.03
US Liquid Corporates 1-5 Year
3.40
1.68
0.09
0.42
1.96
3.18
GBP
Hedged
145.00
US Liquid Corporates 1-5 Year
3.40
1.68
0.09
0.30
1.27
2.02
CHF
Hedged
138.52
US Liquid Corporates 1-5 Year
3.40
1.68
0.09
0.37
1.77
2.68
EUR
Hedged
143.18
Euro Area Liquid Corporates 1-5 Year
3.02
0.60
0.00
0.05
0.54
3.24
EUR
Unhedged
134.82
Euro Area Liquid Corporates 1-5 Year
3.05
0.60
0.00
0.09
0.66
3.40
USD
Hedged
135.05
Euro Area Liquid Corporates 1-5 Year
3.02
0.60
-0.00
-0.02
0.20
2.74
CHF
Hedged
130.53
Euro Corporate FRN 0-7Y Enhanced Duration
0.14
0.28
0.00
0.07
0.45
n/a
EUR
Unhedged
101.17
Euro Contingent Capital Bond Index
4.52
5.23
0.02
0.19
5.64
n/a
EUR
Unhedged
108.45
Asia USD Investment Grade Bond Index
5.44
2.91
0.14
0.54
2.95
n/a
USD
Unhedged
148.69
EM Local Currency Liquid Government Index
5.34
5.51
0.25
2.25
-1.18
-7.17
USD
Unhedged
118.22
September 2018 Maturity US Corporate
2.73
1.60
0.09
0.36
1.69
n/a
USD
Unhedged
106.54
Euro Credit Corp Index Duration Hedged
n/a
n/a
-0.00
-0.05
-0.23
0.50
EUR
Unhedged
125.74
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