FTSE Euro FRN Investment Grade Bond Index (EuroFIG)

The FTSE Euro FRN Investment Grade Bond Index (EuroFIG) tracks -investment grade, Euro-denominated, government-sponsored, collateralised, and corporate floating rate notes (FRNs).

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Euro FRN Investment Grade Bond Index (EuroFIG) is a multi-sector benchmark for investment-grade, Euro-denominated, government-sponsored, collateralised, and corporate floating rate notes (FRNs). Sub-indices are available by sector, maturity, and rating. The index provides exposure to the European FRN market, therefore providing opportunities to integrate diversified strategies into fixed income portfolios.

During periods of rising policy rates, low duration investment vehicles, like treasury bills and Floating Rate Notes (FRNs), insulate investors against the ‘death-by-duration’ in longer maturity bonds. Frequent coupon adjustments in FRNs give investors protection against rising yields, in contrast to straight bonds with fixed coupons and long duration. 

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Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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Research and Insights

Article

Eight things you probably didn’t know about the FTSE World Government Bond Index

Uncover 8 surprising facts about the FTSE World Government Bond Index (WGBI). Learn about its growth, changing credit ratings, and China's rising influence.
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17 min

Research

A stronger US dollar – will EMs feel the pinch?

Structural changes in emerging markets over the last 20 years mean that they may be more resilient to the potential impacts of recent US dollar strengthening.

Article

Canadian energy, equity and debt markets – riding the cycle

We explore how Canada's energy sector drives its economy and financial markets, with insights on equity and bond performance amid cyclical oil price changes.
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8 min

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