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Bloomberg Strategy Indices

Strategy Indices
Bloomberg Strategy Indices

Bloomberg is a leading solution provider in cross asset Strategy Index development, implementation, calculation and administration with strong brand recognition and a proven track record.

Our robust calculation platform and unparalleled data access enables our clients to build and customize strategy indices efficiently across all complexities and markets.

We act as an independent Index Calculation Agent and Administrator for many clients across the globe, enabling them to have their indices managed on enterprise scale infrastructure and meet the requirements of an evolving regulatory landscape.

As a custom index solution provider, our experienced team of index professionals works with our clients to develop and productionize their index ideas, and customize existing strategies to suit specific needs.

Our offering
Bloomberg Strategy Indices

Calculation Agent
Robust and flexible Enterprise platform with dedicated development and production teams.

Administration 
Administration and governance solution provided by an experienced team.

Documentation
Provision of index rules documentation and maintenance, where applicable.

Data
Unparalleled access to a wide range of static and pricing data.

Custom solutions
Turn your idea into your index and customize indices to your needs.

Market coverage
Strong expertise spanning across all asset classes, including fixed income, equity, commodities, FX and credit.

Bloomberg Global Bond Index Family (as of 18 August 2017)
Composite Indices
+ Global Developed Sovereign Bond BGSV
Level116.04
OAS16.91
Yield to Worst0.88
Effective Duration9.52
3 Month Return %2.89
+ Global Investment Grade Corporate Bond BCOR
Level133.04
OAS102.45
Yield to Worst2.29
Effective Duration9.19
3 Month Return %3.19
+ Global High Yield Corporate Bond BHYC
Level172.02
OAS368.77
Yield to Worst5.20
Effective Duration4.85
3 Month Return %2.26
+ USD Emerging Market Composite Bond BEM
Level166.84
OAS264.26
Yield to Worst4.57
Effective Duration9.81
3 Month Return %2.32
Sovereign Indices
+ US Treasury Bond BUSY
Level127.56
OAS-0.31
Yield to Worst1.80
Effective Duration7.58
3 Month Return %0.98
+ Canada Sovereign Bond BCAN
Level129.43
OAS0.27
Yield to Worst1.60
Effective Duration8.48
3 Month Return %-1.94
+ Eurozone Sovereign Bond BEUR
Level140.54
OAS59.03
Yield to Worst0.61
Effective Duration9.19
3 Month Return %0.71
+ U.K. Sovereign Bond BRIT
Level160.42
OAS-0.03
Yield to Worst1.11
Effective Duration16.57
3 Month Return %-0.35
+ Pacific Rim Developed Sovereign Bond BPAC
Level102.07
OAS0.37
Yield to Worst0.25
Effective Duration10.10
3 Month Return %2.43
Corporate Indices
+ US Corporate Bond BUSC
Level150.70
OAS112.60
Yield to Worst3.13
Effective Duration10.88
3 Month Return %1.74
+ USD High Yield Corporate Bond BUHY
Level179.51
OAS398.80
Yield to Worst5.86
Effective Duration5.04
3 Month Return %1.36
+ EUR Investment Grade European Corporate Bond BERC
Level139.40
OAS84.65
Yield to Worst0.63
Effective Duration5.81
3 Month Return %0.81
+ EUR High Yield Corporate Bond BEUH
Level180.96
OAS220.02
Yield to Worst1.99
Effective Duration3.72
3 Month Return %1.75
+ GBP Investment Grade European Corporate Bond BGBP
Level177.61
OAS112.12
Yield to Worst2.27
Effective Duration13.49
3 Month Return %0.55
Emerging Market Indices
+ USD Emerging Market Sovereign Bond BEMS
Level170.71
OAS251.44
Yield to Worst4.51
Effective Duration11.85
3 Month Return %2.57
+ USD Emerging Market Corporate Bond BEMC
Level164.38
OAS275.24
Yield to Worst4.62
Effective Duration8.09
3 Month Return %2.10
+ Emerging Market Local Sovereign BLCSV
Level131.83
OAS0.16
Yield to Worst4.73
Effective Duration9.36
3 Month Return %3.67
Other Indices
+ Covered Bond BCOV
Level110.62
OAS50.37
Yield to Worst0.23
Effective Duration5.11
3 Month Return %5.53
+ US Treasury Floating Rate Bond BUSYFL
Level101.64
OAS4.44
Yield to Worst1.02
Effective Duration1.51
3 Month Return %0.31

Contact us
Bloomberg Strategy Indices

For additional information to access more data, please write to stratindices@bloomberg.net or call us at +44-20-3525-1477