General Information

Fixed Income Liquid Indices

As a part of our commitment to providing our clients with the most innovative, effective research products available, Credit Suisse has developed the following suite of indices:

Benchmark Index Products

Global Government Bond Indices

  • US Treasury Index (USGI)
  • US Inflation Protected Treasury Index (TIPS)
  • US Treasury Bill Index (TBI)
  • Liquid US Agency Index (LUAI)
  • European Government Index (EURGI)
  • European Inflation Linked Index (EILI)
  • European Short-Term Treasury Index (ESTI)
  • UK Government Bond Index (UKTI)
  • UK Inflation Linked Index (GILI)
  • Mexican Bond Index (LOBOS)
  • Sovereign Bond Index (SBI)
  • Japan Government Bond Index (JGI)
  • Singapore Government Bond Index (SGI)
  • Global Government Index (GBLGOV)

Global Corporate Bond Indices

  • Liquid US Corporate Index (LUCI)
  • LUCI Crossover Index (XOVER)
  • Liquid European Corporate Index (LEI) (€, £)
  • Euro Crossover Index (EU XOVER)
  • Liquid Swiss Index (LSI)
  • Liquid Japanese Corporate Index (LJCI)
  • Emerging Market Corporate Index (CS-EMCI)
  • Latin American Corporate Index (CS-LACI)
  • Eastern Europe Corporate Index (EEI)
  • Asian Bond Index (CS-ABI)
  • Middle East and Africa Corporate Index (MACI)
  • Emerging Market Local Currency Index (CS-EMLC)
  • Covered Bond Index (CBI)
  • Bank Capital Index (BCI) (€, £)
  • European Corporate Hybrid Index (ECHI)

CDS Indices

  • US Credit Default Swap Index (US-CINDI)
  • European Credit Default Swap Index (EU-CINDI)
  • Japanese Credit Default Swap Index (JP-CINDI)
  • Emerging Markets Credit Default Swap Indices (EM-CDSI)

For access to our Fixed Income Research & Analytics website or for access to view our indices on Bloomberg, please email us at FI Index Analysts.

Secondary Content