FTSE Russell Factsheet

FTSE Global Bond Index Series

Data as at: 29 June 2018

FEATURES
The FTSE Global Bond Index Series provides fixed income investment professionals with a set of • FTSE Global Government Bond Regional
performance benchmarks for the fixed income market, including both the principal government bond Indexes cover the following markets:
and selected corporate markets. The series comprises four homogeneously constructed bond families: Global, Eurozone, Europe (ex Eurozone),
North America and Asia Pacific
• FTSE Global Government Bond Indices
FTSE Global Government Bond Indices comprise central government debt from 22 Countries • Straight bullet bonds maturing in one year
(Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Ireland, or more, zero coupon bonds, strippable
Italy, Japan, Netherlands, New Zealand, Norway, Poland, Portugal, Spain, Sweden, bonds with their unstripped weights and
Switzerland, UK & US), denominated in the domicile currency or Euros for Eurozone countries. bonds with a current trading price are
Sub-indices per index segmented by maturity band also form part of the product set. eligible for inclusion within the indices
• FTSE Covered Bond Indices
• All indices have five maturity sub-indices:
FTSE Pfandbrief Indices include Jumbo Pfandbriefs from German issuers and issues that
are comparable in structure and quality from other EU countries. Country indices form part 1-3 years, 3-5 years, 5-7 years, 7-10 years
of the product set complete with country sub-indices by maturity band (covering Austria, and over 10 years. The Corporate Bond
Finland, France, Germany, Ireland, Italy, Luxembourg, Netherlands, Norway, Portugal, indices have five additional maturity sub-
Spain, Sweden, UK & US). indices: 1-5 years, 5-10 years, 5-15 years,
• FTSE Corporate Bond Indices 10-15 years and over 15 years
FTSE Euro Corporate Bond and FTSE Sterling Corporate Bond indices include investment
• All bonds are liquidity screened to ensure
grade bonds (AAA, AA, A and BBB) from corporate entities. Sub-indices by maturity band,
the indices are investable
by ICB industry group and by credit rating also form part of the product set.
• FTSE Euro Emerging Markets Bond Indices • FTSE applies quality controls to ensure
FTSE Emerging Markets Bond Index includes Euro denominated government bonds from each single price in the index is unbiased
Emerging markets as defined by the FTSE country classification. A sub-index segmented and is representative of the market
by maturity band also forms part of the product set.
• A capital and a total return index is

FTSE Global Bond Index Series 5-Year Performance – Total Return calculated daily for every index and
subindex. Each capital index is
arithmeticallyweighted by the constituent
150

bonds’ nominal amounts outstanding and

140

clean prices
130

120

110 Committees and Reviews

All FTSE bond indices are managed under a
set of Ground Rules, which are freely
100

available to the public. The indices are

90
Jun 13 Dec 13 Jun 14 Dec 14 Jun 15 Dec 15 Jun 16 Dec 16 Jun 17 Dec 17 Jun 18

FTSE Global Government Bond Index (USD) FTSE Pfandbrief Index (EUR) overseen by an independent committee of
FTSE Sterling Corporate Bond Index (GBP) FTSE Euro Emerging Markets Index (EUR) fixed income investment professionals who,
FTSE Euro Corporate Bond Index (EUR)
in conjunction with the FTSE fixed income
Family Tree index group, regularly monitor and review all
aspects of the indices.
FTSE Global Bond Index Series

FTSE Global Government FTSE Euro Emerging

FTSE Covered Bond Indices FTSE Corporate Bond Indices
Bond Indices Markets Bond Indices

FTSE Global Government FTSE Euro Corporate FTSE Sterling Corporate FTSE Euro Emerging
FTSE Pfandbrief Index
Bond Index Bond Index Bond Index Markets Bond Index

FTSE Global Government FTSE Pfandbrief

Bond Regional Indices Country Indices

FTSE Global Government

Bond Country Indices

Source: FTSE Russell as at 29 June 2018. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. 1 of 2
FTSE Global Bond Index Series Data as at: 29 June 2018

Performance and Volatility – Total Return

INFORMATION
| | |
| | |
Performance Return Volatility
% %* %**
| | | | | | | | |
Index Universe
3M 6M YTD 12M 3YR 5YR 3YR 5YR 5YR
FTSE Global Bond Index Series
FTSE Global Government Bond Index (USD) -3.1 -0.6 -0.6 1.7 8.5 7.1 2.8 1.4 5.0
FTSE Pfandbrief Index (EUR) 0.3 0.3 0.3 1.0 3.9 15.2 1.3 2.9 1.8 Index Launch
FTSE Sterling Corporate Bond Index (GBP) 0.1 -1.0 -1.0 0.7 16.7 32.7 5.3 5.8 5.5 2002
FTSE Euro Emerging Markets Index (EUR) -0.4 -0.7 -0.7 1.2 10.0 21.5 3.2 4.0 2.5
Base Dates
FTSE Euro Corporate Bond Index (EUR) 0.0 -0.3 -0.3 1.0 6.7 16.6 2.2 3.1 2.3
Global Government Bonds: May 1988
* Returns are annualised ** 5YR based on Monthly data
Covered Bonds: January 1999
FTSE Covered Bond Index Country of Issuance Breakdown Euro Corporate Bonds: July 1999
Sterling Corporate Bonds: March 2004
Austria 5 Netherlands 13
Euro Emerging Markets Bonds: April 1999

Base Value
Canada 0 Norway 1

100
Finland 7 Portugal 0

France 87 Spain 38

Investability Screen
Germany 19 Sweden 0

Minimum issuance amount, minimum credit

Ireland 1 United Kingdom 16

rating and price quality screened

Italy 0 United States 0

Luxembourg 0 Total 187

Index Calculation
FTSE Euro Corporate Bond Index by ICB Industry Breakdown The indices are calculated in real-time every
15 seconds (except the FTSE Euro
Emerging Markets Bond Index) and on an
Oil & Gas - 0001 14
Basic Materials - 1000 4
Industrials - 2000 13
end-of-day basis
Consumer Goods - 3000 53
Health Care - 4000 1
End-of-Day Distribution
Indices available at 20:00 GMT via FTP and
Consumer Services - 5000 5

email
Telecommunications - 6000 28
Utilities - 7000 16

Currency
Financials - 8000 205

USD, Euro, Sterling, Yen and Local

Technology - 9000 0
Total 339

Minimum Nominal Issuance of Government Bonds Review Dates

Country/Region | Minimum Issuance | Country/Region | Minimum Issuance Monthly, at end of month
Australia 750 million AUD Norway 4,000 million NOK
Index Rules
Canada 750 million CAD Poland 1,000 million PLN
Available at
China 10 billion CNY Sweden 4,000 million SEK
www.ftse.com/products/indices/Global-Bonds
Denmark 3,750 million DKK Switzerland 800 million CHF
Eurozone 500 million EUR Turkey 1,000 million TRY Historical data
Japan 50 billion JPY United Kingdom 1,000 million GBP Global Government Bonds: May 1988
New Zealand 1,000 million NZD United States 500 million USD Covered Bonds: January 1996
Euro Corporate Bonds: July 1999
Minimum Nominal Issuance of Non Government Bonds
Sterling Corporate Bonds: March 2004
Bond Index Type | Minimum Issuance Emerging Markets Bonds: December 1995
FTSE Pfandbrief 500 million EUR
FTSE Euro Corporate Bond 500 million EUR
FTSE Sterling Corporate Bond 100 million GBP
Data definitions available from
FTSE Euro Emerging Markets Bond 200 million EUR
info@ftserussell.com

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or impliedly, either as to the results to be obtained from the use of the FTSE Global Bond Index Series or the fitness or suitability of the FTSE Global Bond Index Series for any particular
purpose to which it might be put.
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accept any liability to any person for any loss or damage arising out of any error or omission in the ICB.
Asia-Pacific
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of Hong Kong +852 2164 3333
investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested
performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched.
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based on revisions to the underlying economic data used in the calculation of the index.

Source: FTSE Russell as at 29 June 2018. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. 2 of 2