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. 

Useful link

Key resources

Index announcements

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

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Research and Insights

Research

Evaluating national climate commitments using implied temperature rise

Critical insights for investors on how LSEG uses the implied temperature rise (ITR) metric to assess countries’ commitments with respect to global climate goals.

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Emerging markets – a changed asset class?

We explore the evolving landscape of emerging markets (EMs), from compressed sovereign spreads to shifting growth models, and discover new investment opportunities.
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12 min

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US Preference shares – forgotten asset class or a hidden jewel?

The secrets of style regimes in investing, from their duration to their profound impact on market dynamics. Learn how to leverage style transitions for investment success.
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11 min

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