As part of our commitment to providing our clients with the most innovative, effective research products available Credit Suisse has developed the following suite of fixed income bond indices*:
US
- Liquid US Corporate Index (LUCI)
- US Treasury Index (USGI)
- US Treasury Bill Index (USBI)
- US Inflation Protected Treasury Index (TIPS)
- US Credit Default Swap Index (USCINDI)
- US Convertible Securities Index (CVBI)
- Credit Suisse TBA Mortgage Index (MIGI)
- Credit Suisse CMBS Index (CMBSI)
- EETC Structured Index (DESI)
- LUCI Crossover Index
Europe
- Liquid Eurobond Index (LEI)
- European Government Index (EURGI)
- Liquid Swiss Corp./Gov Index (LSI)
- European Credit Default Swap Index (EUCINDI)
- Euro Crossover
Asia
- Japanese Government Index (JGI)
- Liquid Japanese Corporate Index (LJCI)
- Emerging Market Bond Sovereign Index (EMGSBI)
- EMG Credit Default Swap Index (EMGCINDI)
The price, yield and spread of each individual bond composing each Credit Suisse index is reported daily by a Credit Suisse trader who makes a market in the given security. This pricing approach, as opposed to alternatives such as matrix pricing, provides timely and reliable pricing information, enabling our clients to conduct accurate relative value and portfolio performance analysis and correctly gauge market trends and conditions with much finer precision.
Our comprehensive family of global fixed income liquid indices enables clients to accurately track the global fixed income markets. Features of our indices:
- Each price, yield and spread is trader-priced daily, providing a highly accurate picture of market performance.
- The Credit Suisse Liquid Fixed Income Workbench, a user friendly application delivered over the web, enables access to aggregate, sub-index and constituent level customised information across the various asset classes, maturities, and agency programs.
- Over 40 derived analytics and measures, such as asset swap data, excess returns and other valuable metrics.
- All index data is downloadable to an Excel spreadsheet.
- The Global Fixed Income Workbench also generates graphical analysis, which enables the user to graph one or many indices/issuers/issues accompanied by the underlying downloadable data.
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