Transcription of FTSE World Government Bond Index (WGBI) - Yield Book
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FTSE World Government Bond Index (WGBI) - Yield Book
: ftse russell as of October 31, 2018. Past performance is no guarantee of future results. Returns shown prior to November 1, 1986 reflect hypothetical historical see the end for important legal World Government bond Index (WGBI)| 01 ftse russell Factsheet | October 31, 2018 ftse World Government bond Index (WGBI)Sovereign | Multi-CurrencyThe ftse World Government bond Index (WGBI) measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. The WGBI is a widely used benchmark that currently includes sovereign debt from over 20 countries, denominated in a variety of currencies, and has more than 30 years of history available. The WGBI provides a broad benchmark for the global sovereign fixed income market. Sub-indexes are available in any combination of currency, maturity, or PROFILED escription# of IssuesPar Amount*Market Value*MarketWeight (%)AverageCoupon (%)Average Life(Years) Yield toMaturity (%)Effective DurationOAS (bps)WGBI1,02619, , Years2415, , Years1843, , Years1212, , Years1432, , + Years3375, , America2798, , Pacific3404, , , , *In USD billionsGEOGRAPHICAL AND QUALITY COMPOSITION(Market Weight %)HISTORICAL Index LEVEL (Unhedged)--- WGB
The FTSE Fixed Income Indexes are calculated by or on behalf of FTSE Fixed Income LLC or its affiliate, agent or partner. FTSE International Limited is authorized and regulated by the Financial Conduct Authority as a benchmark administrator. FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB, and BR.
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