Bloomberg barclays municipal bond index fact sheet
The index is capped, float-adjusted, and capitalization-weighted. This multi-currency benchmark includes treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers. The index tracks USD-denominated tax-exempt municipal General Obligation, Revenue, Insured, and Prerefunded bonds with a remaining maturity from 1 up to but not including 10 years. The index tracks USD-denominated tax-exempt municipal General Obligation, Revenue, Insured, and Prerefunded bonds with a remaining average maturity of approximately 5 years.
S&P Municipal Bond Index
The index is capped, float-adjusted, and capitalization-weighted. This multi-currency benchmark includes treasury, government-related, corporate and securitized fixed-rate bonds from both developed and emerging markets issuers. The index tracks USD-denominated tax-exempt municipal General Obligation, Revenue, Insured, and Prerefunded bonds with a remaining maturity from 1 up to but not including 10 years.
The index tracks USD-denominated tax-exempt municipal General Obligation, Revenue, Insured, and Prerefunded bonds with a remaining average maturity of approximately 5 years. Bloomberg Barclays U. Aggregate Bond Index measures the performance of the investment grade, USD-denominated, fixed-rate taxable bond market, including Treasuries, government-related and corporate securities, mortgage-backed securities MBS , including agency fixed-rate and hybrid ARM passthroughs, asset-backed securities ABS and commercial mortgage-backed securities CMBS.
Corporate Y Index measures the investment grade, fixed-rate, taxable corporate bond market. It includes USD-denominated securities publicly issued by U. Aggregate Index. It includes investment grade, USD-denominated, fixed-rate Treasuries, government-related and corporate securities with remaining maturities of one up to but not including five years.
It includes investment grade, USD-denominated, fixed-rate Treasuries, government-related and corporate securities with remaining maturities of one up to but not including ten years. Government Bond Y Index consists of all public U. It includes USD-denominated, fixed rate, nominal U. Treasuries and U. Agency debentures securities issued by U.
Bloomberg Commodity Index 2 : The Bloomberg Commodity Index is made up of 22 exchange-traded futures on physical commodities which are weighted to account for economic significance and market liquidity. The index is designed to serve as a proxy for direct real estate investment, in part by excluding companies whose performance may be driven by factors other than the value of real estate.
The index includes fixed-rate, local currency, investment-grade sovereign bonds. The index is not investible and is rebalanced annually. It is an equal-weighted index of all HFRX Sub-strategy and Regional indices, which include single-strategy and regionally-focused single-manager hedge fund strategies that report data to Hedge Fund Research, Inc. Index construction includes quantitative simulation utilizing multi-level screening, cluster analysis, Monte-Carlo simulations and optimization techniques to ensure that each underlying index is a pure representation of its corresponding investment focus.
The index is designed to be investable on a daily basis and is rebalanced on a quarterly basis. It is an asset-weighted index of all eligible hedge fund strategies that report to the HFR Database; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage. The strategies are asset weighted based on the distribution of assets in the hedge fund industry.
The index is designed to be investable on a daily basis and is rebalanced quarterly. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date.
It is free float-adjusted and market-capitalization weighted. Index measures the performance of the large- and mid-cap segments of developed and emerging country markets excluding the United States. Russell 8 : The Russell Index consists of the largest companies in the Russell Index. This index represents the universe of large capitalization stocks from which most active money managers typically select. Russell Growth 8 : The Russell Growth Index consists of the companies in the Russell Index that meet specific growth style criteria.
Russell 8 : The Russell Index is composed of large U. To create diversified exposure, the index includes three distinct infrastructure clusters: energy, transportation, and utilities. Named for the nearly 5, stocks it contained at launch, the number of securities included in the index fluctuates over time. Toggle navigation. Client Login. Back to top.
The Bloomberg Barclays Indices offer unmatched market coverage, including the index methodology, fact sheets, and publications for the Bloomberg Barclays Euro Aggregate Covered Bond 1 Billion Index, BE1BTREU, EUR, Unhedged. Index performance for Bloomberg Barclays Municipal Bond Index Total Return Index Value Unhedged USD (LMBITR) including value, chart, profile & other.
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The index has been maintained by Bloomberg L.
