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2014-09-16Data

Barclays fixed income indices available

Indices from Barclays now available for purchase through Macrobond.

A large selection of indices from Barclays are now available for purchase. Barclays took over and rebranded the Lehman Brothers indices in 2008. Those were created in 1973 and some of the benchmark indices in this module have history going back to that date.

The database consists of indices from these index families:

Asia Pacific
Corporate
Emerging Markets
Global Aggregate
High Yield
Inflation-Linked
Pan Euro Aggregate
U.S. Aggregate

A large selection of metrics are available like maturity, yield, spread and coupon as well as several different return measures.

More information is available here:

https://index.barcap.com/Benchmark_Indices/Aggregate/Bond_Indices
https://index.barcap.com/Home/Guides_and_Factsheets