iBoxx Indices cover investment grade fixed income issues in Euro and Sterling. In addition to the broader benchmark indices, iBoxx has introduced a family of liquid indices. These comprise a much smaller number of issues and are designed as the basis for fixed income derivatives.

Prices for all bonds used in the index calculation are provided by: ABN AMRO, Barclays capital, Deutsche Bank, Dresdner Kleinwort Wasserstein, Morgan Stanley and UBS Warburg. Deutsche Börse is responsible for the calculation and dissemination of the indices.

Information provided

iBoxx £ INDICES AND iBoxx € INDICES
The iBoxx £ and € index families replicates major sections of the fixed income market for Sterling and Euro denominated bonds.

The iBoxx £ index family is comprised of an overall index as well as two sub-groups for the gilts and non-gilts sector. The iBoxx £ Gilts index is calculated by using Sterling denominated bonds, issued by the British government. All bonds that do not qualify for the iBoxx £ Gilts index are included in the iBoxx £ Non-Gilts index.

The iBoxx € index family is comprised of an overall index and four index-sub-groups. The sovereigns index is calculated by using Euro-denominated and Eurozone-currency sovereign bonds from Eurozone governments. It includes and overall index as well as maturity indices.

iBoxx € LIQUID INDICES
iBoxx € Liquid Indices are a subset of the bonds used in the the existing iBoxx € index family of benchmark indices. The liquid indices have been designed to provide a suitable basis for OTC and exchange traded derivatives as well as Exchange Traded Funds. The benchmark indices generally consist of a large number of bonds especially within the Corporates.