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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 18-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.24
2.16
0.00
0.75
3.20
2.44
USD
Unhedged
213.39
Global Aggregate
6.37
1.94
0.00
0.74
3.17
2.15
USD
Unhedged
468.24
Global Aggregate
6.37
1.94
0.00
0.42
2.46
1.01
USD
Hedged
452.91
Global Aggregate
6.37
1.94
0.00
0.42
2.49
0.88
EUR
Hedged
199.81
Global Aggregate
6.37
1.94
0.00
0.40
2.39
0.65
CHF
Hedged
164.00
Global Aggregate - Corporate
6.12
2.70
0.00
0.77
3.39
3.34
USD
Unhedged
236.67
Global Aggregate Float Adjusted
6.34
1.93
0.00
0.74
3.17
2.33
USD
Unhedged
123.65
Global Aggregate GDP Weighted
6.21
2.34
0.00
0.75
3.21
2.13
USD
Unhedged
222.17
Global Treasury
6.96
1.50
0.01
0.85
3.50
2.11
USD
Unhedged
597.45
Global Treasury GDP Weighted
6.31
2.04
0.00
0.73
3.15
1.77
USD
Unhedged
220.03
Global Treasury Fiscal Strength Weighted
6.77
1.73
0.00
0.88
3.50
3.17
USD
Unhedged
151.00
Global Treasury Universal Ex China India
6.92
1.65
0.01
0.86
3.48
1.77
USD
Unhedged
117.33
Global Treasury Universal Ex China India
6.92
1.65
0.01
0.86
3.48
1.77
USD
Unhedged
117.33
Global Treasury Universal GDP Ex China & India
6.13
2.62
0.00
0.82
3.18
0.74
USD
Unhedged
127.06
Fiscal Strength Weighted Global Covered Bond Index
4.24
1.19
0.00
0.43
2.22
6.74
USD
Unhedged
153.32
Global High Yield
4.03
5.26
0.00
0.63
3.61
8.43
USD
Unhedged
1,105.40
Global Aggregate Corporate - United States Dollar
6.74
3.09
0.00
0.62
3.49
0.71
USD
Unhedged
226.26

U.S. and Canadian Indices

As of 18-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.50
2.71
0.00
0.38
2.34
0.01
USD
Unhedged
486.16
U.S. Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Aggregate Float Adjusted
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 1-3 Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 3-5 Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury 3-7 Yr
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 5-7 Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 7-10 Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 10-20 Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: 20+ Year
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Short Treasury
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Treasury: U.S. TIPS
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Credit
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
1-3 Yr Credit
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Intermediate Credit
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Long Credit A
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Government/Credit
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Intermediate U.S. Government/Credit
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Mortgage Backed Securities
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
U.S. Corporate High Yield
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Municipal Bond
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 6 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 8 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 10 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 12 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 14 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
Barclays-Russell LDI 16 Year Index
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a

European Indices

As of 18-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate: Corporates
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate: 500MM
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Pan-European High Yield
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
EURO Floating Rate Notes
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate: Corporates -- 500MM
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate: Treasury
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
EUR Corporate bonds 1-5 years
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate: Italian Issuers
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro Treasury GDP Weighted
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Global Treasury Fiscal Strength Weighted: Finland
6.38
1.11
0.00
0.73
3.35
6.56
USD
Unhedged
157.56
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro-Aggregate Securitized - Covered
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Sterling Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
GBP
Unhedged
n/a
Sterling Aggregate 100
n/a
n/a
n/a
n/a
n/a
n/a
GBP
Unhedged
n/a
Sterling Gilts
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Sterling Non-Gilts
n/a
n/a
n/a
n/a
n/a
n/a
GBP
Unhedged
n/a
Pan European Floating ABS Bond Index
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Swiss Franc Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
CHF
Unhedged
n/a

Asian Indices

As of 18-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.33
1.01
0.02
0.38
1.17
1.52
JPY
Unhedged
138.30
Global Aggregate Ex-JPY
6.04
2.23
-0.00
0.70
3.04
3.17
USD
Unhedged
248.36
Asian Pacific Japanese Yen
7.78
0.53
0.03
0.26
1.03
1.32
JPY
Unhedged
128.90
EM Asia USD Credit
5.04
4.30
0.00
0.53
3.30
0.58
USD
Unhedged
147.70

Emerging Markets

As of 18-Apr-2014

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
EM Local Currency Government
4.94
5.52
-0.01
1.44
3.09
-2.90
USD
Unhedged
132.21
EM Local Currency Government 10% Country Capped
4.99
5.88
-0.00
1.18
2.99
-4.81
USD
Unhedged
134.77
EM Local Govt-GDP Weighted by Country
4.54
7.33
-0.00
0.86
2.37
-6.70
USD
Unhedged
161.51
EM Local Currency Government Universal
5.52
5.63
0.05
0.83
2.52
-3.71
USD
Unhedged
128.00
EM Hard Currency Aggregate
5.80
4.74
0.00
0.86
3.60
0.90
USD
Unhedged
338.84
EM Pan Euro Aggregate
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
EM USD Sovereign
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
EM USD Sovereign - 10% Country Capped
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
EMLOCAL Index
0.00
0.00
-0.00
1.04
3.07
-4.90
USD
Unhedged
122.25
EM Tradable Bond Index-USD Sovereign
0.00
0.00
-0.00
1.17
4.78
-0.27
USD
Unhedged
232.34
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
0.00
1.48
4.95
-2.73
USD
Unhedged
229.24

Customized Indices

As of 18-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
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro Treasury 0-12 Months
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Global Aggregate Excluding U.S. MBS and U.S. CMBS
6.51
1.75
0.01
0.80
3.35
2.46
USD
Unhedged
215.34
Euro Aggregate Corporate Senior 1BN xBBB
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Euro FRN Corporate 500MM
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
Combined EuroTsy/Corp 350 (10%/90% Mix)
n/a
n/a
n/a
n/a
n/a
n/a
EUR
Unhedged
n/a
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
n/a
n/a
n/a
n/a
n/a
n/a
USD
Unhedged
n/a
International High Income Sovereign
5.46
7.12
0.00
0.11
0.44
-3.57
JPY
Unhedged
139.68
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.71
1.61
0.00
0.04
1.09
1.70
CAD
Unhedged
178.94
Global Aggregate Float Adjusted CAD
7.30
2.51
0.00
0.20
2.99
-0.22
CAD
Unhedged
209.33
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