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iBoxx indices

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iBoxx indices offer broad benchmarking and liquid tradable index solutions that track bond markets globally. iBoxx fixed income indices are independent bond indices which are based on multi-source pricing for improved accuracy. They serve as tools for passive or active portfolio management, ETFs and structured products. The indices cover major and minor currencies in all key bond segments. The index rules offer broad coverage of the global bond universe and maintain minimum standards of investability and liquidity. This publicly available information includes constituent details, composition, calculation and rebalancing rules. Our indices methodology is flexible, allowing us to adapt to industry changes including adhering to necessary regulatory requirements. We include a wide range of analytical values and sub-index granularity by sector, rating, maturity and size which supports performance measurement and attribution analysis, while providing enhanced transparency. iBoxx indices provide the basis for over 150 ETFs globally and is the largest index provider to global corporate bond ETF issuers with over $100bn in AUM. Standardized Total Return Swaps contracts on iBoxx indices enable investors to gain or hedge exposure to the corporate bond and leveraged loan markets easily and efficiently and are utilizing standard trading documentation. Key features include, independent and multi-source pricing where inputs undergo rigorous data checks to provide the clearest view of the market. Liquidity through monthly re-balancing of most indices and regular reviews of all market segments to ensure constituent selection represents the performance of the global bond market; Flexibility by customisation of existing indices and ability to build new indices in collaboration with customers to meet specific investment criteria; Reliability through rigorous and comprehensive quality controls, and 24x7 global customer support.

Industry Domain:


Financial Markets

Publisher:


IHS Markit

Content Type:


Structured

Access/Delivery Methods:


REST, Python, S3 Proxy, SQL

Keywords

  • Benchmarking
  • Bond indices
  • Fixed income
  • Fixed income indices
  • Index
  • Index Pricing
  • Indices
  • Indices Bonds
  • Total Return Indices
  • iBoxx
  • iBoxx indices
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Data Set

Dataset NameDataset DescriptionData FormatPublishing Frequency
iBoxx ABF Asia and ALBI UnderlyingsBond level details of the constituents of the iBoxx Asian Local currency indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx USD EM Corporates XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx USD Emerging Markets indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx USD EM Corporates UnderlyingsBond level details of the constituents of the iBoxx USD Emerging Market Corporates indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx USD Investment Grade IndicesDetails for the iBoxx USD investment grade indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx EUR High Yield XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx EUR High Yield indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx GBP High Yield IndicesDetails for the iBoxx GBP High Yield indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx USD High Yield XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx USD High Yield indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx GBP Investment Grade ComponentsDetails for monthly index rebalancing of the iBoxx GBP investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx EUR High Yield ComponentsDetails for monthly index rebalancing of the iBoxx EUR High Yield investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx ABF Asia and ALBI ComponentsDetails for monthly index rebalancing of the iBoxx Asian indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx GBP Investment Grade IndicesDetails for the iBoxx GBP investment grade indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx GBP High Yield XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx GBP High Yield indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx EUR High Yield IndicesDetails for the iBoxx EUR High Yield indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx Global IndicesDetails for the iBoxx Global Government indices, Global Corporates, USD EM Sovereign indices as well as the iBoxx Global Green, Social & Sustainability Bonds indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx USD EM Corporates ComponentsDetails for monthly index rebalancing of the iBoxx USD Emerging Markets Corporates indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx USD Investment Grade UnderlyingsBond level details of the constituents of the iBoxx USD investment grade indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx USD EM Corporates IndicesDetails for the iBoxx USD Emerging Markets Corporate indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx Global ComponentsDetails for monthly index rebalancing of the iBoxx Global Government indices, Global Corporates, USD EM Sovereign indices as well as the iBoxx Global Green, Social & Sustainability Bonds indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx USD Investment Grade XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx USD investment grade indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx USD Investment Grade ComponentsDetails for monthly index rebalancing of the iBoxx USD investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx GBP Investment Grade UnderlyingsBond level details of the constituents of the iBoxx GBP investment grade indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx EUR High Yield UnderlyingsBond level details of the constituents of the iBoxx EUR High Yield indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx GBP Investment Grade XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx GBP investment grade indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx ABF Asia and ALBI XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx Asian indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx EUR Investment Grade XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx EUR investment grade indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx ABF Asia and ALBI IndicesDetails for the iBoxx Asian indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx GBP High Yield ComponentsDetails for monthly index rebalancing of the iBoxx GBP High Yield investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx EUR Investment Grade UnderlyingsBond level details of the constituents of the iBoxx EUR investment grade indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx GBP High Yield UnderlyingsBond level details of the constituents of the iBoxx GBP High Yield indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx EUR Investment Grade ComponentsDetails for monthly index rebalancing of the iBoxx EUR investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx Global UnderlyingsBond level details of the constituents of the iBoxx Global Government indices, Global Corporates, USD EM Sovereign indices as well as the iBoxx Global Green, Social & Sustainability Bonds indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx USD High Yield ComponentsDetails for monthly index rebalancing of the iBoxx USD High Yield investment grade indices. The data set includes the monthly composition of the indices including bond prices, bond weights and bond and issuer reference data (coupon, maturity, ratings, issuer type etc).ParquetMonthly
iBoxx USD High Yield IndicesDetails for the iBoxx USD High Yield indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
iBoxx USD High Yield UnderlyingsBond level details of the constituents of the iBoxx USD High Yield indices. The data set contains bond pricing, analytical values and performance data along with bond descriptive data (issuer, issuer type, ratings and key bond static data)ParquetWeekday
iBoxx Global XrefsDetails of monthy mapping of bonds to individual indices of the iBoxx Global Government indices, Global Corporates, USD EM Sovereign indices as well as the iBoxx Global Green, Social & Sustainability Bonds indices. The data set contains bond to index mapping, bond weightings for each monthly index rebalancing.ParquetMonthly
iBoxx EUR Investment Grade IndicesDetails for the iBoxx EUR investment grade indices. The data set includes the index levels, index performance, analytical values (yield, duration, spread data) as well as descriptive data (index filters, rating criteria) for each calculation date.ParquetWeekday
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