The attributes of the syndicated loan market can make performance assessment a complex process. By leveraging our unique loan datasets, we provide independent and objective loan indices for trading, product structuring and benchmarking.
The iBoxx USD Leveraged Loan index family represents the main sections of the USD leveraged loan market. Index constituents are derived using selection criteria such as loan type, minimum size, liquidity, credit ratings, initial spreads and minimum time to maturity.
Index calculations incorporate our independent loan pricing data as well as our up-to-date loan reference and transaction information.
The iBoxx USD Liquid Leveraged Loan index comprises approximately 100 of the most liquid, tradable leveraged loans. In addition, we offer three sub-indexes based on realized gains, unrealized gains and interest and fees. Indices are rebalanced monthly, using a transparent roll mechanism.