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BofA Merrill Lynch Fixed Income Indices


The BofA Merrill Lynch Fixed Income Indices track the performance of the global investment grade, high-yield and emerging debt markets. In addition to the flagship global, regional and country specific indices, more than 4,000 BofA Merrill Lynch indices segment the markets into smaller segments based on sector, rating, maturity, etc.

Total returns are published in local currency terms as well as converted into alternate base currencies on either an unhedged or hedged basis. Excess returns measure the performance of each index relative to a risk matched basket of government bonds or swaps. Other characteristics and relative value metrics that are available include the index spread, yield, maturity, duration, convexity, composite rating and capitalization along with numerous other statistics.

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