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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-May-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Multiverse
6.38
1.92
-0.13
-2.03
-2.74
-5.93
USD
Unhedged
202.07
Global Aggregate
6.52
1.61
-0.13
-2.10
-2.96
-6.00
USD
Unhedged
443.01
Global Aggregate
6.52
1.61
0.06
-0.61
0.65
4.61
USD
Hedged
478.66
Global Aggregate
6.52
1.61
0.06
-0.67
0.63
4.52
EUR
Hedged
211.02
Global Aggregate
6.52
1.61
0.06
-0.72
-0.04
3.70
CHF
Hedged
171.77
Global Aggregate - Corporate
6.49
2.58
-0.11
-1.43
-1.86
-3.08
USD
Unhedged
231.73
Global Aggregate Float Adjusted
6.54
1.62
-0.13
-2.15
-3.12
-6.16
USD
Unhedged
116.75
Global Aggregate GDP Weighted
6.35
1.85
-0.14
-2.09
-2.87
-5.96
USD
Unhedged
210.71
Global Treasury
7.34
1.14
-0.17
-2.72
-3.84
-8.19
USD
Unhedged
550.68
Global Treasury
7.34
1.14
0.10
-0.77
0.40
5.22
USD
Hedged
574.96
Global Treasury GDP Weighted
6.75
1.65
-0.15
-2.39
-3.26
-6.78
USD
Unhedged
206.65
Global Treasury Fiscal Strength Weighted
7.17
1.26
-0.17
-2.80
-4.21
-8.17
USD
Unhedged
139.25
Global Treasury Universal Ex China India
7.28
1.32
-0.17
-2.71
-3.84
-8.28
USD
Unhedged
108.08
Global Treasury Universal Ex China India
7.28
1.32
-0.17
-2.71
-3.84
-8.28
USD
Unhedged
108.08
Global Treasury Universal GDP Ex China & India
6.54
2.28
-0.19
-2.44
-3.47
-7.45
USD
Unhedged
118.61
Fiscal Strength Weighted Global Covered Bond Index
4.47
0.42
-0.26
-2.68
-6.66
-13.84
USD
Unhedged
131.40
Global High Yield
4.29
5.97
-0.06
-0.16
2.98
-1.48
USD
Unhedged
1,098.76
Global Aggregate Corporate - United States Dollar
6.91
3.11
0.00
-0.70
1.01
3.04
USD
Unhedged
236.84
Global Green Bond Index
5.96
1.44
0.04
0.75
5.99
n/a
EUR
Unhedged
120.96
Global Green Bond Index
5.96
1.44
0.00
-0.67
0.86
n/a
EUR
Hedged
109.65

U.S. and Canadian Indices

As of 27-May-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
U.S. Universal
5.41
2.64
0.01
-0.35
1.26
3.01
USD
Unhedged
507.76
U.S. Aggregate
5.54
2.23
0.02
-0.43
0.80
3.09
USD
Unhedged
1,930.22
U.S. Aggregate Float Adjusted
5.66
2.18
0.01
-0.46
0.79
3.01
USD
Unhedged
130.57
U.S. Treasury
5.68
1.41
0.02
-0.44
0.66
3.02
USD
Unhedged
2,123.31
U.S. Treasury: 1-3 Year
1.88
0.63
-0.00
-0.02
0.57
0.76
USD
Unhedged
253.83
U.S. Treasury: 3-5 Year
3.92
1.32
-0.03
-0.17
1.34
2.05
USD
Unhedged
338.57
U.S. Treasury 3-7 Yr
4.62
1.49
-0.02
-0.23
1.43
2.58
USD
Unhedged
357.17
U.S. Treasury: 5-7 Year
5.63
1.74
-0.02
-0.31
1.53
3.34
USD
Unhedged
394.22
U.S. Treasury: 7-10 Year
7.87
2.04
-0.00
-0.53
1.37
5.25
USD
Unhedged
437.10
U.S. Treasury: 10-20 Year
9.97
2.33
0.07
-0.73
0.78
7.29
USD
Unhedged
534.48
U.S. Treasury: 20+ Year
18.49
2.85
0.23
-2.32
-1.70
11.52
USD
Unhedged
617.26
Short Treasury
0.44
0.10
0.00
0.01
0.08
0.11
USD
Unhedged
259.67
U.S. Treasury: U.S. TIPS
7.20
1.92
-0.20
-1.29
0.85
-0.50
USD
Unhedged
281.33
U.S. Credit
7.11
3.02
0.00
-0.74
0.81
3.01
USD
Unhedged
2,592.86
1-3 Yr Credit
2.01
1.39
-0.01
0.01
0.89
1.06
USD
Unhedged
1,505.77
U.S. Intermediate Credit
4.34
2.35
-0.03
-0.23
1.60
2.52
USD
Unhedged
2,494.40
U.S. Long Credit A
13.85
4.32
0.11
-2.23
-1.29
4.77
USD
Unhedged
3,211.50
U.S. Government/Credit
6.20
2.10
0.01
-0.55
0.74
2.98
USD
Unhedged
2,204.19
Intermediate U.S. Government/Credit
3.96
1.62
-0.02
-0.18
1.22
2.17
USD
Unhedged
1,993.48
U.S. Mortgage Backed Securities
4.07
2.56
0.03
-0.17
0.93
3.40
USD
Unhedged
1,987.39
U.S. Corporate High Yield
4.24
5.95
0.05
0.24
4.01
2.10
USD
Unhedged
1,686.03
Municipal Bond
6.55
2.29
0.03
-0.50
-0.02
3.18
USD
Unhedged
1,068.94
Barclays-Russell LDI 6 Year Index
5.82
2.38
0.00
-0.58
0.88
2.94
USD
Unhedged
176.73
Barclays-Russell LDI 8 Year Index
7.96
2.98
0.02
-0.90
0.79
3.84
USD
Unhedged
190.03
Barclays-Russell LDI 10 Year Index
10.33
3.57
0.05
-1.32
0.33
4.88
USD
Unhedged
202.49
Barclays-Russell LDI 12 Year Index
12.17
3.95
0.08
-1.69
-0.38
5.16
USD
Unhedged
209.19
Barclays-Russell LDI 14 Year Index
14.06
4.32
0.13
-2.14
-1.24
5.13
USD
Unhedged
215.68
Barclays-Russell LDI 16 Year Index
16.47
4.69
0.11
-2.36
-1.89
4.90
USD
Unhedged
247.43
U.S. Gov/Credit Float Adjusted: 1-5 Year
2.66
1.18
-0.01
-0.06
0.98
1.32
USD
Unhedged
1,404.18
U.S. Gov/Credit Float Adjusted: 5-10 Year
6.48
2.49
-0.03
-0.43
1.74
3.98
USD
Unhedged
2,239.74
U.S. Gov/Credit Float Adjusted: Long
14.79
3.92
0.13
-1.96
-1.11
6.45
USD
Unhedged
3,148.38
U.S. Government Float Adjusted: 1-3 year
1.87
0.65
-0.01
-0.02
0.57
0.77
USD
Unhedged
1,170.11
U.S. Government Float Adjusted: 3-10 Year
5.25
1.62
-0.02
-0.28
1.41
3.08
USD
Unhedged
234.59
U.S. Government Float Adjusted: Long
17.00
2.80
0.21
-2.03
-1.29
10.54
USD
Unhedged
2,955.72

European Indices

As of 27-May-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Pan-European Aggregate
6.95
1.03
0.00
-0.50
3.00
10.21
EUR
Unhedged
227.05
Euro-Aggregate
6.36
0.75
0.10
-1.31
0.84
6.77
EUR
Unhedged
238.69
Euro-Aggregate: Corporates
5.14
1.10
-0.05
-0.51
0.34
4.43
EUR
Unhedged
232.30
Euro Aggreggate Corporate Excl Financials
5.54
1.09
-0.06
-0.60
0.23
4.71
EUR
Unhedged
223.31
Euro-Aggregate: 500MM
6.37
0.74
0.10
-1.31
0.84
6.78
EUR
Unhedged
239.07
Pan-European High Yield
4.17
4.18
-0.02
0.52
5.48
7.34
EUR
Unhedged
345.56
EURO Floating Rate Notes
0.15
0.23
-0.00
0.01
0.36
0.91
EUR
Unhedged
129.94
Euro-Aggregate: Corporates -- 500MM
5.15
1.10
-0.05
-0.51
0.34
4.42
EUR
Unhedged
232.65
Euro-Aggregate: Treasury
7.13
0.75
0.17
-1.70
1.07
8.20
EUR
Unhedged
243.15
Euro-Aggregate: Treasury -- 1-3 Year
1.91
-0.06
0.01
0.04
0.43
1.13
EUR
Unhedged
179.62
Euro-Aggregate: Treasury -- 3-5 Year
3.81
0.25
0.04
-0.14
0.54
2.96
EUR
Unhedged
216.21
Euro Aggregate Treasury Spain
6.51
1.23
0.43
-1.89
0.29
8.38
EUR
Unhedged
251.62
Euro Aggregate Treasury Italy
6.63
1.31
0.51
-1.95
1.89
9.55
EUR
Unhedged
259.07
EUR Corporate bonds 1-5 years
2.80
0.62
-0.00
0.08
0.51
2.26
EUR
Unhedged
211.73
Euro-Aggregate: Italian Issuers
6.45
1.29
0.45
-1.81
1.78
9.12
EUR
Unhedged
257.58
Euro Treasury GDP Weighted
7.15
0.66
0.12
-1.65
1.01
7.95
EUR
Unhedged
214.97
Global Treasury Fiscal Strength Weighted: Finland
7.05
0.36
-0.26
-4.21
-9.73
-15.12
USD
Unhedged
133.20
Euro Treasury ex Greece, Portugal, Italy, Spain, Ireland
7.48
0.43
-0.02
-1.57
0.94
7.66
EUR
Unhedged
229.30
Euro-Aggregate Securitized - Covered
4.58
0.37
-0.00
-0.51
0.65
4.63
EUR
Unhedged
214.58
Sterling Aggregate
9.55
2.15
-0.15
-0.31
0.13
9.94
GBP
Unhedged
238.78
Sterling Aggregate 100
9.52
2.17
-0.14
-0.30
0.15
9.94
GBP
Unhedged
328.34
Sterling Gilts
10.25
1.84
-0.29
2.42
9.04
26.15
EUR
Unhedged
237.02
Sterling Gilts
10.25
1.84
-0.16
-0.36
-0.33
10.45
GBP
Unhedged
238.22
Sterling Non-Gilts
7.95
2.87
-0.12
-0.18
1.19
8.89
GBP
Unhedged
252.68
Pan European Floating ABS Bond Index
0.04
1.27
-0.03
0.64
2.29
5.19
EUR
Unhedged
145.22
Swiss Franc Aggregate
6.93
0.08
0.02
0.07
1.80
5.11
CHF
Unhedged
180.17
Euro Corporate FRN 0-7Y Enhanced Duration
0.20
0.27
-0.01
-0.01
0.47
n/a
EUR
Unhedged
101.19
Barclays MSCI Euro Corporate Catholic Values Index
5.12
1.11
-0.05
-0.49
0.35
4.43
EUR
Unhedged
149.57

Asian Indices

As of 27-May-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
Asian Pacific Aggregate
7.56
0.81
0.23
-0.32
-0.27
4.55
JPY
Unhedged
144.90
Global Aggregate Ex-JPY
6.19
1.84
-0.09
-1.79
-2.82
-4.06
USD
Unhedged
239.98
Asian Pacific Japanese Yen
8.08
0.40
0.19
-0.48
-0.63
2.46
JPY
Unhedged
132.17
EM Asia USD Credit
5.22
3.76
-0.05
-0.03
2.77
5.72
USD
Unhedged
159.15
Australian Aggregate 100mn
4.57
2.70
0.24
-0.50
1.05
n/a
AUD
Unhedged
137.13

Emerging Markets

As of 27-May-2015

Index
Mod. Adj. Duration
Yield-to-Worst
1-day%
mtd%
ytd%
12-mth%
Currency
Return Type
Index Value
EM USD Aggregate
5.94
5.02
-0.10
0.14
4.32
3.07
USD
Unhedged
949.78
EM Local Currency Government
5.25
5.13
-0.39
-2.67
-2.60
-9.34
USD
Unhedged
122.53
EM Local Currency Government 10% Country Capped
5.28
5.60
-0.39
-2.55
-3.03
-10.65
USD
Unhedged
122.91
EM Local Govt-GDP Weighted by Country
4.66
7.56
-0.81
-1.95
1.72
-13.59
USD
Unhedged
143.42
EM Local Currency Government Universal
5.93
4.99
-0.19
-1.28
0.00
-1.84
USD
Unhedged
128.61
EM LC Currency Core Govt
0.00
0.00
-0.50
-2.38
-2.98
-12.12
USD
Unhedged
110.27
EM Hard Currency Aggregate
5.96
4.69
-0.12
-0.28
2.81
0.41
USD
Unhedged
346.76
EM Pan Euro Aggregate
5.63
2.44
-0.07
-0.21
3.65
6.29
EUR
Unhedged
230.11
EM USD Sovereign
7.34
5.32
-0.11
-0.32
3.20
2.84
USD
Unhedged
751.80
EM USD Sovereign - 10% Country Capped
7.34
5.32
-0.11
-0.32
3.20
2.85
USD
Unhedged
555.24
EMLOCAL Index
0.00
0.00
-0.42
-2.77
-1.98
-12.55
USD
Unhedged
109.33
EM Tradable Bond Index-USD Sovereign
0.00
0.00
-0.06
0.16
3.89
4.07
USD
Unhedged
247.35
Emerging Markets Tradable External Debt Index: Net Return
0.00
0.00
-0.25
-0.60
3.03
0.22
USD
Unhedged
235.98

Customized Indices

As of 27-May-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
-0.08
-0.00
0.01
0.03
0.16
EUR
Unhedged
120.72
Euro Treasury 0-12 Months
0.50
-0.10
-0.00
0.02
0.07
0.27
EUR
Unhedged
123.79
Global Aggregate Excluding U.S. MBS and U.S. CMBS
6.88
1.44
-0.15
-2.37
-3.50
-7.12
USD
Unhedged
201.01
Euro Aggregate Corporate Senior 1BN xBBB
4.99
0.78
-0.06
-0.45
-0.13
3.88
EUR
Unhedged
218.60
Euro FRN Corporate 500MM
0.17
0.25
-0.01
0.01
0.36
0.88
EUR
Unhedged
130.09
Combined EuroTsy/Corp 350 (10%/90% Mix)
5.34
1.06
-0.03
-0.63
0.42
4.79
EUR
Unhedged
216.69
U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix)
6.72
2.93
-0.01
-0.64
1.08
3.07
USD
Unhedged
252.63
International High Income Sovereign
5.68
7.36
-0.38
1.79
5.23
5.16
JPY
Unhedged
149.78
Global Aggregate Canadian Gov/Credit 1-5yr Float Adjusted
2.65
1.08
0.05
0.21
1.62
3.05
CAD
Unhedged
185.27
Global Aggregate Float Adjusted CAD
7.77
1.89
0.21
-0.25
2.57
7.32
CAD
Unhedged
227.32
US Liquid Corporates
8.42
3.27
-0.00
-0.95
0.61
3.16
USD
Unhedged
165.94
US Liquid Corporates
8.42
3.27
-0.01
-1.02
0.67
3.07
EUR
Hedged
165.30
Barclays MSCI US Liquid Corporates Sustainable Index
7.48
2.89
-0.07
-0.91
0.95
n/a
USD
Unhedged
158.58
Barclays MSCI US Liquid Corporates Sustainable Index
7.48
2.89
-0.08
-0.97
1.00
n/a
EUR
Hedged
158.44
Barclays MSCI US Liquid Corporates Sustainable Index
7.48
2.89
-0.08
-1.02
0.13
n/a
CHF
Hedged
152.35
Barclays MSCI US Liquid Corporates Sustainable Index
7.48
2.89
-0.08
-0.89
1.25
n/a
GBP
Hedged
159.96
US Liquid Corporates 1-5 Year
3.43
1.92
-0.02
-0.14
1.32
1.65
USD
Unhedged
143.34
US Liquid Corporates 1-5 Year
3.43
1.92
-0.02
-0.12
1.50
2.01
GBP
Hedged
144.35
US Liquid Corporates 1-5 Year
3.43
1.92
-0.03
-0.24
0.66
0.74
CHF
Hedged
137.69
US Liquid Corporates 1-5 Year
3.43
1.92
-0.03
-0.18
1.23
1.44
EUR
Hedged
142.43
Euro Area Liquid Corporates 1-5 Year
2.97
0.65
-0.01
0.07
0.44
2.41
EUR
Unhedged
134.68
Euro Area Liquid Corporates 1-5 Year
3.00
0.65
-0.00
0.10
0.59
2.62
USD
Hedged
134.96
Euro Area Liquid Corporates 1-5 Year
2.97
0.65
-0.01
0.01
0.02
1.86
CHF
Hedged
130.29
Euro Corporate FRN 0-7Y Enhanced Duration
0.20
0.27
-0.01
-0.01
0.47
n/a
EUR
Unhedged
101.19
Euro Contingent Capital Bond Index
4.45
5.40
0.09
-0.26
5.35
n/a
EUR
Unhedged
108.15
Asia USD Investment Grade Bond Index
5.48
3.07
-0.04
-0.14
2.34
5.47
USD
Unhedged
147.81
EM Local Currency Liquid Government Index
5.25
5.65
-0.41
-2.57
-3.12
-11.16
USD
Unhedged
115.90
September 2018 Maturity US Corporate
2.66
1.74
-0.02
-0.03
1.48
n/a
USD
Unhedged
106.32
Euro Credit Corp Index Duration Hedged
n/a
n/a
-0.03
0.06
0.07
0.52
EUR
Unhedged
126.12
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