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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
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Data Set
Dataset Name | Dataset Description | Data Format | Publishing Frequency |
---|---|---|---|
iBoxx ABF Asia and ALBI Underlyings | Bond 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) | Parquet | Weekday |
iBoxx USD EM Corporates Xrefs | Details 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. | Parquet | Monthly |
iBoxx USD EM Corporates Underlyings | Bond 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) | Parquet | Weekday |
iBoxx USD Investment Grade Indices | Details 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. | Parquet | Weekday |
iBoxx EUR High Yield Xrefs | Details 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. | Parquet | Monthly |
iBoxx GBP High Yield Indices | Details 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. | Parquet | Weekday |
iBoxx USD High Yield Xrefs | Details 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. | Parquet | Monthly |
iBoxx GBP Investment Grade Components | Details 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). | Parquet | Monthly |
iBoxx EUR High Yield Components | Details 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). | Parquet | Monthly |
iBoxx ABF Asia and ALBI Components | Details 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). | Parquet | Monthly |
iBoxx GBP Investment Grade Indices | Details 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. | Parquet | Weekday |
iBoxx GBP High Yield Xrefs | Details 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. | Parquet | Monthly |
iBoxx EUR High Yield Indices | Details 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. | Parquet | Weekday |
iBoxx Global Indices | Details 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. | Parquet | Weekday |
iBoxx USD EM Corporates Components | Details 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). | Parquet | Monthly |
iBoxx USD Investment Grade Underlyings | Bond 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) | Parquet | Weekday |
iBoxx USD EM Corporates Indices | Details 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. | Parquet | Weekday |
iBoxx Global Components | Details 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). | Parquet | Monthly |
iBoxx USD Investment Grade Xrefs | Details 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. | Parquet | Monthly |
iBoxx USD Investment Grade Components | Details 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). | Parquet | Monthly |
iBoxx GBP Investment Grade Underlyings | Bond 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) | Parquet | Weekday |
iBoxx EUR High Yield Underlyings | Bond 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) | Parquet | Weekday |
iBoxx GBP Investment Grade Xrefs | Details 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. | Parquet | Monthly |
iBoxx ABF Asia and ALBI Xrefs | Details 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. | Parquet | Monthly |
iBoxx EUR Investment Grade Xrefs | Details 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. | Parquet | Monthly |
iBoxx ABF Asia and ALBI Indices | Details 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. | Parquet | Weekday |
iBoxx GBP High Yield Components | Details 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). | Parquet | Monthly |
iBoxx EUR Investment Grade Underlyings | Bond 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) | Parquet | Weekday |
iBoxx GBP High Yield Underlyings | Bond 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) | Parquet | Weekday |
iBoxx EUR Investment Grade Components | Details 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). | Parquet | Monthly |
iBoxx Global Underlyings | Bond 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) | Parquet | Weekday |
iBoxx USD High Yield Components | Details 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). | Parquet | Monthly |
iBoxx USD High Yield Indices | Details 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. | Parquet | Weekday |
iBoxx USD High Yield Underlyings | Bond 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) | Parquet | Weekday |
iBoxx Global Xrefs | Details 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. | Parquet | Monthly |
iBoxx EUR Investment Grade Indices | Details 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. | Parquet | Weekday |

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