[下载] Credit Suisse: Guide to Global Fixed Income Indices   [推广有奖]

Overview 4

US

US Treasury Index (USGI) 6

US Treasury Bill Index (TBI) 7

US Inflation Protected Treasury Index (TIPS) 8

Liquid US Agency Index (LUAI) 9

Liquid US Corporate Index (LUCI) 10

LUCI – Crossover Index (USXOVR) 11

Credit Indexed-Note Default Index (CINDI) 12

Credit Suisse EETC Structured Index (DESI) 13

TBA Mortgage Index 14

Notional Bond Indices 15

Developed Europe

European Government Index (EURGI) 16

European Government Inflation Linked Index (EILI) 17

United Kingdom Treasury Index (UKTI) 18

Covered Bond Index (CBI) 19

Liquid Eurobond Index (LEI) 20

LEI – Crossover Index (EUXOVR) 21

Liquid Swiss Index (LSI) 22

Emerging Markets

Mexico Local Govn’t Bond Index (LOBOS) 23

Credit Suisse Latin America Corporate Bond Index (CS-LACI) 24

Sovereign Bond Index (SBI) 25

Developed Asia

Japan Government Bond Index (JGI) 26

Liquid Japan Corporate Index (LJCI) 27

List of Measures Available 28

Credit Suisse’s Fixed Income Index Platform: User Guide 29

Credit Suisse Credit Curve Builder: User Guide 33