MSCI launches fixed income ESG and factor indices

Leading index provider MSCI has expanded its fixed income offering with the launch of two environmental, social and governance (ESG) indices and 12 factor indices.

All solutions are comprised of investment grade bonds denominated in US dollar.

The indices include:

ESG

  • MSCI USD IG ESG Universal Corporate Bond Index
  • MSCI USD IG ESG Leaders Corporate Bond Index

Factors

  • MSCI USD IG Carry High Exposure Corporate Bond Index
  • MSCI USD IG Low Risk High Exposure Corporate Bond Index
  • MSCI USD IG Quality High Exposure Corporate Bond Index
  • MSCI USD IG Value High Exposure Corporate Bond Index
  • MSCI USD IG Size High Exposure Corporate Bond Index
  • MSCI USD IG Multi-Factor High Exposure Corporate Bond Index
  • MSCI USD IG Carry Corporate Bond Index
  • MSCI USD IG Low Risk Corporate Bond Index
  • MSCI USD IG Quality Corporate Bond Index
  • MSCI USD IG Value Corporate Bond Index
  • MSCI USD IG Size Corporate Bond Index
  • MSCI USD IG Multi-Factor Corporate Bond Index

The launch follows increased demand from MSCI’s institutional clients for ESG integration across all asset classes and seeking the use of factors to identify and manage risk-return.

Additionally, MSCI has launched an issuance weighted IG corporate bond index, the MSCI USD Investment Grade Corporate Bond index.

Peter Zangari (pictured), global head of research and product development at MSCI, commented: “Investors are facing market conditions driven by macroeconomic and geopolitical events, industry dynamics and the increased role of data and technology.

“Our fixed income solutions help investors assess and manage opportunity and risk, while responding to demand for improved transparency and operational efficiency.”

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