BarCap releases emerging market indexes
Barclays Capital has published a set of indexes based on inflation-linked government bonds in eight emerging markets.
The indexes, which are denominated in local currencies, track bonds issued by Argentina, Brazil, Chile, Colombia, Mexico, Poland, South Korea and Turkey. (BarCap already produces a South African inflation-linked bond index, in partnership with the Bond Exchange of South Africa.)
BarCap says it will use the indexes to create regional debt indexes for eastern Europe, the Middle East and Africa, Latin America and Asia. It will also produce an overall emerging market government inflation-linked bond index.
The indexes will be calculated daily. At present, the overall index is 90% composed of bonds from the five Latin American countries - Brazil alone represents 66%. The bank has also composed indexes divided by maturity.
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