| Fixing | ISIN | Date | Index Level | Daily % | MTD % | QTD % | YTD % |
iBoxx $ 10 Year Breakeven Inflation (Futures *)
| United States End of Day | GB00BHFSRH32 | 18-Mar-24 | 137.48 | 0.195 | 0.324 | 2.458 | 2.458 |
iBoxx $ 10-Year TIPS Custom TCA
| United States End of Day | GB00BHFSXF36 | 18-Mar-24 | 120.81 | -0.092 | -0.399 | -1.671 | -1.671 |
iBoxx $ Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap)
| United States End of Day | GB00BF9QH132 | 18-Mar-24 | 169.39 | 0.184 | 1.390 | 2.241 | 2.241 |
iBoxx $ Corporates
| United States End of Day | GB00B0598748 | 18-Mar-24 | 308.53 | 0.055 | 0.309 | -1.069 | -1.069 |
iBoxx $ Corporates 0-3 Yield Plus
| United States End of Day | GB00BF9QKG98 | 18-Mar-24 | 132.74 | 0.070 | 0.255 | 0.859 | 0.859 |
iBoxx $ Corporates Liquid 1-3
| United States End of Day | GB00B53JTJ07 | 18-Mar-24 | 151.28 | 0.067 | 0.278 | 0.340 | 0.340 |
iBoxx $ Corporates Liquid 3-7
| United States End of Day | GB00B52G9477 | 18-Mar-24 | 192.63 | 0.053 | 0.341 | -0.644 | -0.644 |
iBoxx $ Domestic Corporates
| United States End of Day | GB00B05CZG16 | 18-Mar-24 | 305.13 | 0.060 | 0.333 | -1.309 | -1.309 |
iBoxx $ Inverse Breakeven 10-Year Inflation
| United States End of Day | GB00BF9QJQ24 | 18-Mar-24 | 108.27 | 0.012 | 0.186 | 0.097 | 0.097 |
iBoxx $ Liquid 5-9 Top 50
| United States End of Day | GB00BRWSXY55 | 18-Mar-24 | 117.86 | 0.041 | 0.403 | -1.172 | -1.172 |
iBoxx $ Liquid High Yield Index
| United States End of Day | GB00B4K07738 | 18-Mar-24 | 337.06 | 0.160 | 0.603 | 0.596 | 0.596 |
iBoxx $ Liquid Investment Grade Index
| United States End of Day | GB00B4K4X773 | 18-Mar-24 | 308.50 | 0.058 | 0.417 | -1.863 | -1.863 |
iBoxx $ Liquid Investment Grade Top 30
| United States End of Day | GB00B1YNKF68 | 18-Mar-24 | 299.20 | 0.081 | 0.490 | -0.239 | -0.239 |
iBoxx $ Treasuries
| United States End of Day | GB00B05D1P51 | 18-Mar-24 | 227.51 | -0.083 | -0.316 | -1.909 | -1.909 |
iBoxx $ Treasuries 10Y+
| United States End of Day | GB00B05D1X36 | 18-Mar-24 | 292.15 | -0.625 | -0.881 | -4.976 | -4.976 |
iBoxx $ Treasuries 1-3Y
| United States End of Day | GB00B05D1Q68 | 18-Mar-24 | 185.21 | 0.013 | 0.028 | -0.014 | -0.014 |
iBoxx $ Treasuries 3-5Y
| United States End of Day | GB00B05D1R75 | 18-Mar-24 | 226.76 | -0.035 | -0.194 | -1.098 | -1.098 |
iBoxx $ Treasuries 3-7Y
| United States End of Day | GB00B4XT8C97 | 18-Mar-24 | 218.13 | -0.050 | -0.225 | -1.309 | -1.309 |
iBoxx $ Treasuries 5-7Y
| United States End of Day | GB00B05D1T99 | 18-Mar-24 | 249.27 | -0.075 | -0.279 | -1.676 | -1.676 |
iBoxx $ Treasuries 7-10Y
| United States End of Day | GB00B05D1V12 | 18-Mar-24 | 256.42 | -0.106 | -0.382 | -2.443 | -2.443 |