FTSE Russell operates a comprehensive fixed income business in Canada, which supports the market ecosystem through provision of benchmark indices, end-of-day bond pricing services and robust risk and performance analytics. FTSE Global Debt Capital Markets Inc. is a leading provider of fixed income indices in Canada and is used as the benchmark for approximately $2 billion in assets globally, invested across ETFs, mutual funds and segregated mandates.
FTSE Canada Fixed Income Indices
The FTSE Canada Fixed Income Indices covers a multitude of asset categories and debt types in the Canadian markets with 600+ indices across 20+ index series, including the flagship FTSE Canada Universe Bond Index.
With over 40 years of published history, FTSE Canada Fixed Income Indices are available through multiple analytics platforms. The indices are administered in accordance with a transparent rules-based methodology, featuring modular construction, inclusion considerations, classification and rating schemes tailored to the local market convention and best representing the investor opportunity set in Canada. Custom index solutions are available by request.
Internal Controls Assurance Report (ISAE 3000)
The Internal Controls Assurance Report is intended for the use of clients and potential clients of FTSE Russell who, as part of their operational due diligence, seek assurance on the processes and controls relating to the administration of the FTSE Canada Universe Bond Index Series. KPMG LLP were engaged to opine on the implementation, design suitability and operating effectiveness of the controls. The report is prepared in accordance with ISAE3000 which is a recognized international standard, developed and approved by the International Auditing and Assurance Standards Board (IAASB) as the umbrella framework for assurance reports.
Two assurance reports were obtained for the FTSE Canada Universe Bond Index Series. Type I Assurance Report detailed FTSE Canada's key procedure controls as of September 30, 2016. The subsequent Type II Assurance Report opines on the operational effectiveness of controls over a time period. A copy of the Type I and Type II Assurance reports may be obtained for internal review from our Client Service Team.
Useful link
The performance tables for the Canada Fixed Income indices - including the Domestic Bond indices, High Yield indices and Maple Bond indices - containing data returns for the last year to date, are available on our Research Portal platform.
Key resources
Factsheets
Methodology
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Universe + Maple Bond Index Series
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NVCC Bond Index
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High Yield Bond Index
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HyBrid Bond Index
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Liquid Universe Bond Index Series
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LRCN Index Series
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Strip Bond Index
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20+ Bond Index Series
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Floating Rate Note FRN Index
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Convertible Bond Index Rules
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1-5 Year Laddered Bond Index Series
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1-5 Year Corporate Ladder
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1-5 Year Investment Grade Corporate Ladder
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1-5 Year All Government Ladder
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1-10 Year Investment Grade Corporate Ladder
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1-10 Year Laddered Bond Index Series
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Ultra Liquid Long Term Government Bond Index
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Maturity Corporate Bond Index Series
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Maturity Government Bond Index Series
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1-3 Year Laddered Floating Rate Note
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Universe Discount Bond Index
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NHA MBS 975 Index
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Syndicated NHA MBS 975 Index
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ex Fossil Fuels Bond Index Series
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Green Impact Bond Index Series
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Corporate ESG Bond Index
Index resources
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FTSE Canada Syndicated NHA MBS 975 Index Factsheet
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Governance
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External Advisory Committees
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Market Consultations
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European Benchmark Regulation
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IOSCO Principles
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Commuted Values FAQs September 2020
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FTSE Canada Fixed Income Rebranding
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FTSE Canada All Corporate Bond Index
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FTSE Canada Green Impact Universe Bond Index
Stay up-to-date and read the latest index change notices and announcements.
Research and Insights
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