Details of FTSE Gilt Indices
FTSE produces gilt indices for two categories: “British Government Stocks” and “British Government Index-linked Stocks”. Within these categories price and yield indices are published for a range of maturity bands.
The indices are currently calculated at the end of each business day and are available from the FTSE website, as well as being published next day in the Financial Times.
The Index Series Rules governing the construction of these indices are available on FTSE website along with a separate Guide which gives examples of the indices calculations. Amendments to the methodology for the construction of the indices have to first be approved by the FTSE Bond Indices Committee, whose remit is described in the Committee's Terms of Reference. FTSE routinely publishes technical notices highlighting forthcoming changes to its indices. For queries concerning FTSE’s gilt indices please refer to FTSE’s website.