FTSE Actuaries UK Gilts Index Series

The FTSE Actuaries UK Gilts Index Series is a broad-based family of indices and related bonds data (e.g. duration) based on all eligible British Government Securities. The indices are divided into conventional gilts and index linked Gilts indices. There is a headline index for each sub-division. The indices are also available in maturity bands. Additionally there is a yield index that provides the term structure of the Gilts market from one year up to 50 years.

FTSE Actuaries UK Green Gilts index launched on 22 September 2021 to coincide with the UK government's inaugural issue of the green Gilts. The FTSE Actuaries UK Green Gilts indices track the Gilts issued by the UK government as part of its Green Financing Framework. Similar to the main series these are also divided into conventional and index-linked indices. 

In addition to end-of-day values, a midday index calculation service is also available. This service provides an early valuation point for inclusion in net asset value calculations, or to price funds or trusts for investors.

The standalone FTSE Actuaries UK Single Stock Gilt Index Series provides total return indices tracking specific conventional and index-linked Gilts, measuring the total return to maturity since inception. The indices can be used as a performance measure for individual Gilts over discrete time periods, or as benchmarks for funds seeking exposure to the individual assets or exposure to discrete duration for liability driven investment (LDI) solutions.