Introduction

The Bloomberg Fixed Income Indices are widely recognized as a leading innovator in the world of indexing.

Bloomberg Fixed Income Indices represent $50 trillion in notional value across more than 100,000 indices. They are the most widely used objective and rules-based fixed income benchmarks to measure risk and returns. Launched by Kuhn Loeb in 1973, then managed by Lehman Brothers, Barclays and now Bloomberg, the indices are entering the next generation of unparalleled transparency and access with the vast distribution channels of Bloomberg. These indices would become the standard for fixed income investors seeking objective, rules-based benchmarks.

Over time, Bloomberg has expanded its index offerings beyond fixed income. These innovative solutions were all designed to handle the myriad challenges that buy-side investors contend with daily, including higher thresholds of accountability, increased investors sophistication, widespread innovation and cost pressures.

The index business maintains a competitive edge in five core disciplines: data, pricing, analytics, distribution and research. Bloomberg’s expertise in each pillar gives investors leverage in managing current headlines and looking ahead.

 

Driving forces in the world of indices

Investors need access to enough information to evaluate different market conditions and strategies — solutions must combine accountability, sophistication, a forward outlook and low costs across the full product suite.

Bloomberg brings expertise in capital markets, technology, analytics and much more. When coupled with other powerful tools on the Bloomberg Terminal^®, Bloomberg Indices can deliver a comprehensive set of benchmarking solutions that check all these boxes.

“Backed by rigorous governance and award-winning data, Bloomberg is widely recognized as a market leader in index development, implementation and calculation. In particular, the Bloomberg Indices provide coverage for all asset classes, from fixed income and equities to myriad thematic benchmarks.”

Paul Salerno, Global Head of Index Sales at Bloomberg

The first section reviews index discoverability in addition to how and where to find key information on each index such as composition, rebalancing frequency and any recent events or rule changes. Next, we explore the various tools designed to facilitate index comparison via our charting capabilities on the Terminal. Our historical framework helps investors take advantage of new investment opportunities by identifying signals in otherwise noisy data. The third allows for performance comparison of indices across the full suite of fixed income relative value tools.

“Investors demand more transparency from the investment community than ever before, both in regards to their asset exposure, as well as their risk and performance standpoint. In response, Bloomberg Buy-Side Solutions provides a sophisticated set of tools within our Portfolio & Risk Management system which offers our clients access to advanced data and analytics they need to properly respond.”

Matt Brundage, Head of Americas Buy-Side Enterprise Sales

This report concludes with an overview of Bloomberg's Portfolio & Risk Management enterprise (PORT Enterprise) solutions, including the ability to create custom indices, design portfolio reports and automate your inbound and outbound processes.

Bloomberg Fixed Income Indices

Since 2016, when Bloomberg acquired Barclays Risk Analytics and Index Solutions, Bloomberg has grown into a global leader in the indices and benchmarks space thanks to an unrelenting focus on innovation.

For fixed income investors — who are interested in the evolution of ESG, index-linked products and LIBOR, among others — Bloomberg offers unparalleled benchmarks that can help meet their various portfolio needs. The flagship Bloomberg Fixed Income Indices cover multiple regions, such as the U.S., Europe, Asia and Emerging Markets, as well as a variety of sectors, such as high-yield and ESG, including the Bloomberg MSCI ESG Fixed Income Indices and the Bloomberg SASB ESG Indices. In addition to these ready-made options, Bloomberg actively works with clients to develop custom indices that match their investment criteria and process.