Talk:Bloomberg Barclays US Aggregate Bond Index

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Reader feedback: Need historical actual index number. posted this comment on 27 May 2014 (view all feedback).

Need historical actual index number.

Any thoughts?

Blbarnitz 06:43, 31 May 2014 (CDT)

Reader feedback: Needs historical data for th... posted this comment on 15 July 2014 (view all feedback).

Needs historical data for the actual index value (or a reference to where it can be found).

Any thoughts?

Blbarnitz 13:30, 15 July 2014 (CDT)

Reader feedback: need 2013 facts posted this comment on 25 July 2014 (view all feedback).

need 2013 facts

Any thoughts?

Blbarnitz 08:17, 27 July 2014 (CDT)

Reader feedback: Needs to be updated with dat... posted this comment on 1 October 2014 (view all feedback).

Needs to be updated with data for 2012 1nd 2013.

I updated the page for the annual returns and credit quality using the US Aggregate Index Factsheet, which covers 2004-2013 (enable browser cookies to download). However, the historical composition does not match the sector allocations in Table 1.

The allocations in the fact sheet (Treasury, Government-Related, Corporate, Securitized) are also different than Table 1. (Government, Corporate, Mortgage Backed, Asset Backed). I don't know how to reconcile the differences.

LadyGeek 18:58, 1 October 2014 (CDT)

The page has been update by Blbarnitz --LadyGeek 15:29, 8 October 2014 (CDT)

Reader feedback: historic chart of the index since inception posted this comment on 27 December 2015 (view all feedback).

historic chart of the index since inception

I don't see any publicly available information going back to 1973. Creating a chart might be helpful, but the information is already presented in table form. Perhaps the reader missed that you need to click on the "Expand" button in Table 2.Annual Returns here. --LadyGeek 19:10, 27 December 2015 (UTC)

Ticker symbol

At the top of the page, ticker symbol LBUSTRUU points to the iShares Core U.S. Aggregate Bond ETF, not the tracking index. Should this be corrected? --LadyGeek 19:12, 27 December 2015 (UTC)

Sources for ticker

Here is the table from the Barclays US Aggregate Bond Index factbook guide:
Bloomberg Total Return Index Value Tickers US Aggregate and Related Indices
Ticker (USD Unhedged) Index Ticker (USD Unhedged) Index
LBUSTRUU US Aggregate Index LU3ATRUU US Aggregate Aaa
LC08TRUU US Intermediate Aggregate LU2ATRUU US Aggregate Aa
LU13TRUU US Aggregate 1-3 Year LU1ATRUU US Aggregate A
LU35TRUU US Aggregate 3-5 Year LUBATRUU US Aggregate Baa
LU57TRUU US Aggregate 5-7 Year LUGCTRUU US Government/Credit
LU71TRUU US Aggregate 7-10 Year LF97TRUU US Intermediate Government/Credit
LU10TRUU US Aggregate 10+ Year LGC5TRUU US Long Government/Credit
See also the key facts section atop the iShares Core U.S. Aggregate Bond ETF page AGG,
  • Benchmark Index: Barclays US Aggregate Bond Index
  • Index Ticker: LBUSTRUU

--Blbarnitz 08:37, 28 December 2015 (UTC)

Reader feedback: Bond terms are missing. wha... posted this comment on 10 April 2016 (view all feedback).

Bond terms are missing. what is the % of the index that is short, intermediate, and long term?

The fact sheet does not give this level of detail. There are sub-indices based on maturity, but no further information is provided.

In Benchmark Index Returns the modified adjusted duration is 5.51 years (viewed 4/10/2016), which I think is all the information which can be publicly obtained.

LadyGeek 20:03, 10 April 2016 (EDT)

Reader feedback: You should show the yearly r... posted this comment on 13 March 2018 (view all feedback).

You should show the yearly return on this index dating as far back as you can go. The trailing 5-year numbers don't help much as this is wildly incomplete.

A review of publicly available data does not provide historical data back to the start of the index. The trailing 5-year numbers are the only information available in the index fact sheet, available here: Bloomberg Barclays Indices. The latest fact sheet has 2017 data shown, but only for January 2017. This is not helpful and we'll have to wait until the fact sheets are updated.

LadyGeek 23:47, 13 March 2018 (UTC)