January 4

Index, Indicator and Survey Definitions – Huge list of indexes and indicators and surveys

Last Updated on 4 January, 2023 by Samuelsson

3-Month LIBOR Overnight Index Swap: This is a financial derivative that allows two parties to exchange the difference between a fixed rate and a floating rate based on the 3-month London Interbank Offered Rate (LIBOR) index. The LIBOR is a benchmark interest rate at which banks lend to one another in the London interbank market.

5-Year/5-Year Forward Inflation Expectation Rate: This is a market-based measure of what investors expect the average annual rate of inflation to be over a five-year period beginning five years from the present. It is calculated using the yields on inflation-protected securities, such as Treasury Inflation-Protected Securities (TIPS), and is used as a gauge of long-term inflation expectations.

21Shares Crypto Basket Index (HODL5): This is a cryptocurrency index that tracks the performance of a basket of five major digital assets: Bitcoin, Ethereum, Litecoin, Bitcoin Cash, and XRP. It is designed to provide a benchmark for the overall performance of the cryptocurrency market.

90-Day Treasury Bill Index: This is an index that tracks the performance of 90-day U.S. Treasury bills, which are short-term debt securities issued by the U.S. government. Treasury bills are considered to be one of the safest investments, as they are backed by the full faith and credit of the U.S. government.

AAII Investor Sentiment Survey: This is a weekly survey conducted by the American Association of Individual Investors (AAII) to gauge the sentiment of individual investors toward the stock market. The survey asks respondents whether they think stock prices will be higher, lower, or about the same a year from now.

ADP National Employment Report: This is a monthly report produced by the payroll processing company ADP that provides an estimate of the number of new jobs added in the U.S. private sector. The report is based on data from ADP’s payroll processing system and is released two days before the more closely watched non-farm payrolls report from the U.S. Department of Labor.

Alerian Midstream Energy Select Index: This is an index that tracks the performance of the midstream energy sector, which includes companies that transport, store, and process oil and natural gas. The index is composed of 25 energy infrastructure companies listed on the NYSE or NASDAQ.

Alerian MLP Index: This is an index that tracks the performance of energy master limited partnerships (MLPs), which are publicly traded partnerships that own and operate assets in the energy infrastructure sector, such as pipelines, storage facilities, and processing plants. The index is composed of 50 energy MLPs listed on the NYSE or NASDAQ.

Alerian MLP Infrastructure Index: This is an index that tracks the performance of MLPs that own and operate energy infrastructure assets, such as pipelines, storage facilities, and processing plants. The index is composed of 25 energy infrastructure MLPs listed on the NYSE or NASDAQ.

AlphaShares Chinese Volatility Index: This is an index that measures the implied volatility of options on the Shanghai Stock Exchange 50 Index, which is a capitalization-weighted index of 50 large-cap Chinese stocks listed on the Shanghai Stock Exchange. The index is designed to provide investors with a benchmark for the level of risk in the Chinese stock market.

AMEX Composite: The AMEX Composite is an index that tracks the performance of all common stocks listed on the American Stock Exchange (AMEX). The index is calculated by taking the sum of the market

The ASX All Ordinaries is the index of the Australian Stock Exchange (ASX), providing a comprehensive measure of the overall performance of the Australian stock market. It is comprised of the 500 largest listed companies by market capitalization, and is a widely used benchmark for measuring the performance of the Australian stock market.

The ATA Truck Tonnage Index is a measure of the monthly total tonnage of freight transported by trucks in the United States. It is considered to be a reliable indicator of the economy’s strength and an important barometer of the trucking industry’s health.

The Atlanta Fed Wage Growth Tracker is a measure of the average hourly wage growth of U.S. workers. It is calculated by taking the median wage growth of individuals who have been in the same job for at least 12 months, and is considered to be a good indicator of wage inflation.

The Baker, Bloom & Davis Index of Global Economic Policy Uncertainty is a measure of the uncertainty associated with economic policies around the world. It is calculated by taking a weighted average of policy uncertainty indexes from around the world, and is often used to gauge the level of economic policy uncertainty in a particular country or region.

The Baker Hughes Rig Count is a measure of the number of active oil and gas drilling rigs in the U.S. It provides an indication of the level of exploration and development activity in the energy industry, and is also used to gauge the strength of the economy.

The Baltic Dry Index (BDI) is a measure of dry bulk shipping rates. It is based on a weighted index of the cost of shipping various commodities, and is widely used as an indicator of shipping market activity and the overall health of the global economy.

The Barclay CTA Index is a measure of the performance of Commodity Trading Advisors (CTAs). It is composed of a group of CTAs that have been carefully selected to represent the industry, and provides a benchmark for investors who are interested in investing in CTAs.

The BarclayHedge BTOP50 Index is a measure of the performance of the top 50 hedge funds in the world, as ranked by assets under management. It is used as a benchmark for hedge fund investors, providing an indication of the performance of the hedge fund industry as a whole.

The BBA 3-month USD LIBOR Index is a measure of the cost of borrowing U.S. dollars for a period of three months. It is used as a benchmark rate for many financial products, and is also an important indicator of market conditions in the global financial markets.

The BIST 30 Index is a measure of the performance of the 30 largest companies listed on the Borsa Istanbul Stock Exchange in Turkey. It is often used as a benchmark for measuring the performance of the Turkish stock market, and is also used as a barometer for the Turkish economy as a whole.

The Bitwise 10 Large Cap Crypto Index (BITX) is a market-cap weighted index designed to track the performance of the 10 largest crypto assets by market capitalization. The index was designed to provide investors with a measure of the overall performance of the crypto asset class, while also providing diversification across the crypto asset space.

The Bloomberg Asia ex-Japan Financial Conditions Index is an indicator of overall financial conditions in the Asian ex-Japan region. The index is calculated using a range of indicators such as yield spreads, exchange rates, stock prices, monetary aggregates, and credit spreads. The index is designed to provide investors with a measure of financial conditions in the region and is used to help inform investment decisions.

The Bloomberg 5-10 Year US Treasury Index is a benchmark index that tracks the performance of US Treasury bonds with maturities between 5 and 10 years. The index is calculated using data from the US Treasury and is used to provide investors with a measure of the performance of US Treasury bonds with maturities in this range.

The Bloomberg Commodity ex-Precious Metals Index is a benchmark index that tracks the performance of commodities excluding precious metals. The index is calculated using data from a range of sources including the Commodity Research Bureau and is used to provide investors with a measure of the performance of commodities excluding precious metals.

The Bloomberg Corporate Index is a benchmark index that tracks the performance of corporate bonds issued by investment-grade and high-yield companies. The index is calculated using data from a range of sources including Moody’s and S&P Global Ratings and is used to provide investors with a measure of the performance of corporate bonds.

The Bloomberg Emerging Markets Corporate USD Index is a benchmark index that tracks the performance of corporate bonds issued by companies in emerging markets. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of corporate bonds issued by companies in emerging markets.

The Bloomberg Emerging Markets Hard Currency Aggregate Index is a benchmark index that tracks the performance of hard currency bonds issued by governments and corporations in emerging markets. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of hard currency bonds in emerging markets.

The Bloomberg Emerging Markets High Yield Index is a benchmark index that tracks the performance of high-yield bonds issued by companies in emerging markets. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of high-yield bonds in emerging markets.

The Bloomberg Euro Government Index is a benchmark index that tracks the performance of government bonds issued by governments in the Eurozone. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of government bonds in the Eurozone.

The Bloomberg Global Aggregate 1-3 Year Index is a benchmark index that tracks the performance of debt instruments with maturities of between one and three years. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments with maturities in this range.

The Bloomberg Global Aggregate – Brazil (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in Brazil. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in Brazil.

The Bloomberg Global Aggregate – China (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in China. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in China.

The Bloomberg Global Aggregate – Germany (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in Germany. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in Germany.

The Bloomberg Global Aggregate – India (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in India. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in India.

The Bloomberg Global Aggregate – Japan (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in Japan. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in Japan.

The Bloomberg Global Aggregate – Russia (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in Russia. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in Russia.

The Bloomberg Global Aggregate – United Kingdom (Local) Index is a benchmark index that tracks the performance of debt instruments issued by companies in the United Kingdom. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of debt instruments issued by companies in the United Kingdom.

The Bloomberg Global Aggregate Bond Index is a benchmark index that tracks the performance of global debt instruments. The index is calculated using data from a range of sources including JP Morgan and is used to provide investors with a measure of the performance of global debt instruments.


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