Bloomberg barclays index methodology
Filed Pursuant to Rule b 3. File Number We will give you the specific terms of the securities we are offering in pricing supplements. If the terms described in the applicable pricing supplement are different or inconsistent with those described herein or with those described in the prospectus supplement, prospectus, any applicable product supplement or any applicable free writing prospectus , the terms described in the applicable pricing supplement will supersede. Information that we indicate will or may be provided in a pricing supplement may instead be provided in a product supplement.
Introducing Europe’s first GBP corporate bond ESG ETF
Filed Pursuant to Rule b 3. File Number We will give you the specific terms of the securities we are offering in pricing supplements. If the terms described in the applicable pricing supplement are different or inconsistent with those described herein or with those described in the prospectus supplement, prospectus, any applicable product supplement or any applicable free writing prospectus , the terms described in the applicable pricing supplement will supersede.
Information that we indicate will or may be provided in a pricing supplement may instead be provided in a product supplement. This index supplement describes only select indices to which the applicable securities may be linked.
We do not guarantee that we will offer securities linked to any of the indices described herein. In addition, we may offer securities linked to one or more indices that are not described herein.
In such an event, we will describe any such additional index or indices in the applicable pricing supplement or in an applicable product supplement. Reference Assets. The reference assets described in this index supplement are as follows:. Non-Proprietary Indices.
Hang Seng China Enterprises Index. Proprietary Indices. Table of Contents Cover Page, continued:. Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these securities or determined that this prospectus supplement is truthful or complete.
Any representation to the contrary is a criminal offense. Federal Deposit Insurance Corporation or any other governmental agency of the United States, the United Kingdom or any other jurisdiction. Barclays Capital Inc.
We may also issue securities to any agent as principal for its own account at prices to be agreed upon at the time of subscription. The agents may resell any securities they subscribe for as principal for their own accounts at prevailing market prices, or at other prices, as the agents determine. Unless we or our agent informs you otherwise in the confirmation of sale, the agents may use this index supplement, the prospectus, the prospectus supplement, the applicable pricing supplement, any applicable product supplement and any applicable free writing prospectus in connection with offers and sales of the securities in market-making.
Patent Pending. Hang Seng Index. KOSPI MSCI Indices. SET50 Index. Table of Contents Offers and sales of the securities are subject to restrictions in certain jurisdictions. The distribution of this index supplement, the prospectus supplement, the prospectus, any pricing supplement, any applicable product supplement and any applicable free writing prospectus and the offer or sale of the securities in certain other jurisdictions may be restricted by law.
Persons who come into possession of this index supplement, the prospectus supplement, the prospectus, any pricing supplement, any applicable product supplement and any applicable free writing prospectus or any security must inform themselves about and observe any applicable restrictions on the distribution of these materials and the offer and sale of the securities. The reference assets described in this index supplement are in addition to those described in the accompanying prospectus supplement.
If the descriptions of the reference assets set forth in this index supplement are inconsistent with the descriptions of the reference assets in that document, the terms described here are controlling. Historical performance of the indices described in this index supplement is not an indication of future performance.
Future performance of the indices may differ significantly from historical performance, either positively or negatively. The information in this index supplement is intended to be a summary of the significant features of each index and is not a complete description. Such information reflects the policies of, and is subject to change by, the sponsor s or publisher of each such index.
For more detailed explanations of the Non-Proprietary Indices, please refer to the websites referred to in each index summary. Information contained on the websites maintained by index sponsors and publishers is not incorporated by reference in, and should not be considered part of, this index supplement or the accompanying prospectus supplement and prospectus.
In connection with the offering of the securities, neither we nor any of our agents have participated in the preparation of the information described in the preceding paragraphs or made any due diligence inquiry with respect to any Non-Proprietary Index or any of their respective sponsors or publishers.
Neither we nor any of our agents makes any representation or warranty as to the accuracy or completeness of such information or any other publicly available information regarding any. Table of Contents Non-Proprietary Index or any of their respective sponsors or publishers. Furthermore, we cannot give any assurance that all events occurring prior to the date of the applicable pricing supplement including events that would affect the accuracy or completeness of the publicly available information described in the preceding paragraphs that would affect the level of any such index and therefore the level of any such index at the time we price the securities have been publicly disclosed.
Subsequent disclosure of any such events or the disclosure of or failure to disclose material future events concerning the sponsor of any index could affect the interest, payments at maturity or any other amounts payable on your notes, or any amount of money or warrant property payable or deliverable in respect of your warrants, and therefore the market value of the securities in the secondary market, if any.
You, as an investor in the securities, should make your own investigation into any Non-Proprietary Index and its respective sponsor s or publisher.
These sponsors and publishers are not involved in the offer of the securities in any way and have no obligation to consider your interests as a holder of the securities. License Agreements. Unless otherwise specified in the applicable pricing supplement, Barclays Bank PLC has entered into license agreements with the sponsor s or publisher of the Non-Proprietary Index to which your securities may be linked for the rights to use such index and certain associated trademarks or service marks for such index.
We generally obtain these licenses either on an individual basis for a particular offering of securities or for a term of years. Although we anticipate that we will continue to enter into and renew such licenses, any such license could be terminated upon the occurrence of certain events in the future.
Such information reflects the policies of, and is subject to change by, the index sponsor, Barclays Capital. The index sponsor makes no warranty, express or implied, as to the results to be obtained from the use of the Proprietary Indices.
The index sponsor makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the Proprietary Indices or any data included therein. Without limiting any of the foregoing, in no event shall the index sponsor have liability for any special, punitive, indirect or consequential damages, lost profits, loss of opportunity or other financial loss, even if notified of the possibility of such damages.
Neither the index sponsor nor any of its affiliates or subsidiaries or any of their respective directors, officers, employees, representatives, delegates or agents shall have any responsibility to any person whether as a result of negligence or otherwise for any determination made or anything done or omitted to be determined or done in respect of the Proprietary Indices or publication of the index level of any of the Proprietary Indices or failure to publish such value and any use to which any person may put the Proprietary Indices or the index level of any of the Proprietary Indices.
In addition, although the index sponsor reserves the right to make adjustments to correct previously incorrectly published information, including but not limited to the index level, the index sponsor is under no obligation to do so and shall have no liability in respect of any errors or omissions.
Nothing in this disclaimer shall exclude or limit liability to the extent such exclusion or limitation is not permitted by law. You should understand the risks of investing in the securities and should reach an investment decision only after careful consideration with your advisors of the suitability of the securities in light of your particular financial circumstances, the following risk factors and the other information included or incorporated by reference in the applicable pricing supplement, this index supplement, the prospectus supplement, the prospectus, any applicable product supplement or any applicable free writing prospectus.
We have no current intention to offer warrants linked to commodities due to regulatory restrictions, and we may also limit the percentage of commodities included in a basket underlying a warrant in order to comply with regulatory restrictions, where applicable. We have been granted, or will be granted, a non-exclusive right to use the Non-Proprietary Indices described in this index supplement and related trademarks or service marks in connection with the securities.
If we breach our obligations under any license, the sponsors with respect to the index or indices to which such license relates may have the right to terminate the license. If the sponsor chooses to terminate a license agreement, we may no longer have the right under the terms of the license agreement to use the index and related trademarks or service marks in connection with the securities until their maturity or until the relevant exercise date or period, as applicable.
If our right to use any index to which your securities are linked is suspended or terminated for any reason, it may become difficult for us to determine the level of the index and consequently the interest, payments at maturity or any other amounts payable on your notes, or the amount of money or warrant property payable or deliverable in respect of your warrants.
The calculation agent in this case will determine, in its sole discretion, the index level or the amount payable in respect of your notes and the amount of money payable or warrant property deliverable in respect of your warrants, as applicable.
The index sponsor is responsible for the composition, calculation and maintenance of the Proprietary Indices. The index sponsor has no obligation to take the needs of any buyer, seller or holder of the securities into consideration at any time. This strategy is designed to provide option premiums that can, to a limited extent, offset losses from downside market performance in an equity portfolio on which the covered call option is sold.
Call Options. The call options included in the value of the BXM Index have successive terms of approximately one month. The final settlement price of each call option at expiration is equal to the difference between the Special Opening Quotation and the strike price of the expired call option, or zero, whichever is greater, and is removed from the value of the BXM Index at that time. Subsequent to the settlement of the expired call options, new at-the-money call options are deemed written or sold and included in the value of the BXM Index.
Like the expired call options, the new call options will expire approximately one month after the date of sale. If no transactions occur between a. Neither Barclays Bank PLC nor any of its affiliates accepts any responsibility for the calculation, maintenance or publication of, or for any error, omission or disruption in, the BXM Index or any successor index.
CBOE disclaims all responsibility for any errors or omissions in the calculation and dissemination of the BXM Index or the manner in which the BXM Index is applied in determining the amount payable at maturity for any applicable note or the amount of money or warrant property payable or deliverable at the payment or settlement date for any applicable warrant.
The applicable pricing supplement will contain a chart or graph of historical information. BXM Index. The BXM Index return.
Additional information on the BXM Index is available on the following website:. Table of Contents License Agreement. There are no pre-determined criteria for selection of a component stock except that component companies represented by the DJIA Index should be established U. Table of Contents entertainment and consumer goods, and is not limited to traditionally defined industrial stocks.
When one component stock is replaced, the entire index is reviewed. As a result, multiple component changes are often implemented simultaneously. The divisor is changed in accordance with a mathematical formula to adjust for large dividend distributions, stock splits, spin-offs and other corporate actions. While this methodology reflects current practice in calculating the DJIA Index, no assurance can be given that Dow Jones Indexes will not modify or change this methodology in a manner that may affect the securities.
The current formula used to calculate divisor adjustments is as follows: the new divisor i. License Agreement. We have entered into a non-exclusive license agreement with Dow Jones Indexes whereby we, in exchange for a fee, are permitted to use the DJIA Index in connection with certain securities, including the notes and warrants. The license agreement between Dow Jones Indexes and us provides that the following language must be set forth herein:. The securities are not sponsored, endorsed, sold or promoted by Dow Jones, CME or their respective affiliates.
Dow Jones, CME and their respective affiliates make no representation or warranty, express or implied, to the owners of the securities or any member of the public regarding the advisability of investing in securities generally or in the securities particularly. Dow Jones, CME and their respective affiliates are not responsible for and have not participated in the determination of the timing of, prices at, or quantities of the securities to be issued or in the determination or calculation of the equation by which the securities are to be converted into cash.
Dow Jones, CME and their respective affiliates have no obligation or liability in connection with the administration, marketing or trading of the securities. It is possible that this trading activity will affect the value of the Dow Jones Industrial Average SM and the securities. The stocks on the selection list are ranked by free float market capitalization. The 40 largest stocks on the selection list are chosen as components. The license agreement between STOXX and us provides that the following language must be set forth herein:.
Sponsor, endorse, sell or promote the securities. Recommend that any person invest in the securities or any other securities.
Bloomberg Barclays Indices. +, Bloomberg Barclays Index Methodology. Apr 29, File size: pdf. File type: MB. +, Share Class Currency Return. The Bloomberg Barclays Indices offer unmatched market coverage, including with index users in a consultative manner on benchmark design, methodology.
It is constructed using microdata from the Current Population Survey and is the median percent change in the hourly wage of individuals observed 12 months apart. The measure is based on methodology developed by colleagues at the San Francisco Fed. You cannot invest directly in an index. This multi-currency benchmark includes treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers.
Bloomberg Barclays Year U. Aggregate Index.
The Bloomberg Barclays US Aggregate Bond Index , or the Agg , is a broad base, market capitalization -weighted bond market index representing intermediate term investment grade bonds traded in the United States. Investors frequently use the index as a stand-in for measuring the performance of the US bond market.
Index definitions
The amount of assets invested in ESG-focussed equity ETFs doubled in 1 , but opportunities for income investors have until now been lacking. Demand for income: Meanwhile, more broadly, fixed income products took in half of all net new assets into Europe-listed ETFs in The geopolitical and economic uncertainties together with concerns over equity markets drove many investors to increase their fixed income allocation, while low yields saw many investors shift from government bonds to investment grade credit. It is intended for investors who want an ESG approach designed to offer a similar risk and return profile as a broader corporate bond fund. Source: Bloomberg Barclays index methodology, January Index to exclude thermal coal and oil sands from February
Bloomberg Fixed Income Indices
The Bloomberg Barclays MSCI ESG Fixed Income Indexes include a range of investment grade, aggregate, corporate index and multi-currency, high yield benchmarks addressing the evolving needs of institutional investors, who increasingly aim to incorporate ESG considerations into their strategic asset allocation. The indices include a range of investment grade, aggregate, corporate index and now multi-currency, high yield benchmarks. Read the press release. Download the primer. This website uses cookies to remember users and understand ways to enhance their experience. For more information, please visit our Cookie Notice. We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements. Navigation Menu. ESG Ratings are available for corporate, sovereign, and government-related issuers.
