Technical Specifications

FTSE Fixed Income Daily Preview
Reports
v1.2

ftserussell.com

February 2021

FTSE Fixed Income Daily Preview Reports
Daily preview reports consist of dynamic bond universes that change intra-month, on a daily basis,
reflecting the latest information regarding the eligibility of bonds for the headline index for the following
month’s profile. These are provided as an additional tool for clients managing against FTSE fixedincome indexes, by providing visibility to the security-level adjustments required in their portfolios for aseamless month-end index rebalance.
Daily preview reports are available for a range of flagship government, broad-market and corporate
fixed income indexes, and are available as standard as part of FTSE fixed income index packages.
Daily preview reports are also available for certain custom indexes upon request.
The universe of constituents in the daily preview files reflects:•••

Addition of newly issued securities eligible for index membership;
Addition of bonds that become eligible for index inclusion due to changes in attributes, such as
credit rating, classification, and amount outstanding;
Removal of bonds that no longer qualify for index inclusion due to calls, downgrades, or otherchanges in eligibility criteria, including bonds that fall below one year to maturity at month-end

Issue-level data in the daily preview files reflects:••••

Daily updates to security-level market value reflecting changes in price, accrued interest andamount outstanding;Daily updates to a rich set of security-level analytics calculated assuming same-day settlement
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convention ;Changes to bond attributes, such as credit rating and sector classifications;Average life and maturity sector calculated assuming month-end settlement convention to2
facilitate simulations of sub-indexes by maturity band for the following month’s profiles

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For a full list of fields included in the files, and for details around analytics calculations, please contact your sales representative or callyour regional Client Service Team office.
2‘AvgLifeEOM’ (Average Life End of Month) and MaturitySector (Maturity Sector) are calculated using end of month settlement as ofFebruary 11, 2021.

FTSE Russell | FTSE Fixed Income Daily Preview Reports

2Availability of Daily Preview Reports
The daily preview reports have the prefix “IL_DPRE” in the file name. They are delivered every day ofthe month except Profile Fixing (“Fixing Day”) when the official preliminary file, which has the prefix“IL_MPRE”, is made available and on the last business day when the official profile, which has “MP” inthe file name, is available. Daily preview reports are produced for the days between Fixing Day andmonth-end to reflect any permissible changes according to published index methodology during thisperiod, such as removing bonds that are called, tendered or defaulted.
The provision of daily preview files is currently extended to the list in Table 1, which is updated
periodically to reflect the scheduled expansion of daily preview file functionality across a broader set ofFTSE fixed income indexes.
Table 1. List of indexes with daily preview reporting functionality
Index

File NameFTSE US Broad Investment Grade Index

IL_DPRE_USBIG_YYYYMMDD.csv

FTSE US High-Yield Market Index

IL_DPRE_HYM_YYYYMMDD.csv

FTSE World Government Bond Index

IL_DPRE_WGBI_YYYYMMDD.csv

FTSE World Inflation-Linked Securities Index

IL_DPRE_WILSI_YYYYMMDD.csv

FTSE Eurodollar Index

IL_DPRE_EDLR_YYYYMMDD.csv

FTSE Euro Broad Investment-Grade Index

IL_DPRE_EUROBIG_YYYYMMDD.csv

FTSE Euro High-Yield Market Index

IL_DPRE_USHYM_YYYYMMDD.csv

FTSE Emerging Markets USD Broad Bond Index

IL_DPRE_EMUSDBBI_YYYYMMDD.csv

FTSE Emerging Markets USD Government BondIndex

IL_DPRE_EMUSDGBI_YYYYMMDD.csv

FTSE Emerging Markets Government Bond Index

IL_DPRE_EMGBI_YYYYMMDD.csv

FTSE Asian Broad Bond Index

IL_DPRE_ABBI_YYYYMMDD.csv

FTSE Euroyen Index

IL_DPRE_EYEN_YYYYMMDD.csv

FTSE Eurosterling Index

IL_DPRE_ESTR_YYYYMMDD.csv

FTSE EMU Government Bond Index

IL_DPRE_EGBI_YYYYMMDD.csv

FTSE Australian Broad Investment-Grade BondIndex

IL_DPRE_AUSBIG_YYYYMMDD.csv

FTSE World Broad Investment-Grade Bond Index

IL_DPRE_WBIG_YYYYMMDD.csv

FTSE Chinese Government and Policy Bank BondIndex (CNGPBI)

IL_DPRE_CNGPBI_YYYYMMDD.csv

FTSE Emerging Markets Inflation-LinkedSecurities Index (EMILSI)IL_DPRE_EMILSI_YYYYMMDD.csv

FTSE Nigerian Government Bond Index

IL_DPRE_EMEA_NG_TSY_YYYYMMDD.csv

FTSE Vietnamese Government Bond Index

IL_DPRE_APAC_VN_TSY_YYYYMMDD.csv

FTSE Saudi Arabian Government Bond Index

IL_DPRE_EMEA_SA_TSY_YYYYMMDD.csv

FTSE Chinese (Onshore CNY) Broad Bond Index

IL_DPRE_CNYBBI_YYYYMMDD.csv

FTSE IdealRatings Sukuk Index

IL_DPRE_SUKUK_YYYYMMDD.csv

FTSE Asian Government Bond Index (AGBI)

IL_DPRE_AGBI_YYYYMMDD.csvFTSE Russell | FTSE Fixed Income Daily Preview Reports

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FTSE Asia Pacific Government Bond Index(APGBI)

IL_DPRE_APGBI_YYYYMMDD.csv

FTSE World Government Bond Index – Extended

IL_DPRE_WGBIE_YYYYMMDD.csv

FTSE Central Eastern Europe, Middle East, andAfrica Government Bond Index (CEEMEAGBI)

IL_DPRE_CEEMEAGBI_YYYYMMDD.csv

FTSE Russell | FTSE Fixed Income Daily Preview Reports

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5About FTSE Russell
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