S&P/ASX Indices
- Australian Bond Indices Part 1
- Australian Bond Indices Part 2
- Introduction to S&P/ASX Fixed Income Indices
- Introduction to S&P/ASX 200
Sections
Education
S&P/ASX Government Bond Index
S&P/ASX Corporate Bond Index
S&P/ASX Supranational and Sovereign Bond Index
The S&P/ASX Australian Fixed Income Index Series is a broad benchmark index family designed to measure the performance of the Australian bond market and Australian money market.
The S&P/ASX Australian Fixed Interest Index is the flagship bond index. It is a market value weighted, AUD denominated, fixed rate, investment grade index covering government, corporate, supranational & sovereign issuers with maturities greater than 1 yr. Minimum issuance outstanding for inclusion in the index is AUD250m for government and AUD100m for corporate and supranational and sovereign issuers.
Importantly the index is valued with multi-dealer sourced prices supplied by Yieldbroker which has removed inconsistent observation and provides a single estimate of prices. Index levels are published daily at around 5.30pm and the bond indices are reviewed and rebalanced on a monthly basis. The S&P/ASX Bank Bill Index consists of 13 weekly maturities out to 91 days and is valued using BBSW rates. It has a weighted average maturity of around 45 days and is rebalanced weekly.
The S&P/ASX indices are independent, transparent, investable and follow global indexing standards.
