Transparent, rules-based indices for the modern credit market. Empowering asset managers, ETF issuers, and hedge funds with absolute benchmark clarity.
Rules-based, audited, and rebalanced monthly. Built to institutional standards for ETFs and portfolios.
We exist because the world's most important asset class deserved better than legacy systems.
Every index is governed by a publicly accessible, rules-based methodology framework. Full transparency, zero hidden adjustments, complete audit trail.
Cloud-native data infrastructure enables real-time pricing and monthly rebalancing, with daily outlier detection across all constituent securities.
Institutional-grade data optimized for the pocket as much as the desktop terminal. Built for decision-makers on the move.
As an independent provider, our sole loyalty is to the accuracy of the data. No proprietary trading. No hidden agendas. Pure benchmark integrity.
Advanced mathematical modeling ensures our indices are both accurate and investable, meeting the high-frequency requirements of modern institutional trading.
Positioned as the affordable alternative to Bloomberg and MSCI for ETF issuers, asset managers, and hedge funds seeking institutional-grade benchmarks.
IOSCO-aligned principles. Audit-ready. Built for institutional-grade ETFs and portfolios.
Eligible securities must meet minimum size ($300M Corporate / $1B Sovereign), maturity thresholds, and G10 currency requirements. Middle credit rating of S&P, Moody's, and Fitch applied.
Each constituent weighted by market value (Dirty Price × Amount Outstanding). Issuer caps of 5% prevent concentration risk across all standard indices.
Full Total Return Index (TRI) accounting for price movements, accrued interest, and coupon reinvestments. Calculated daily using multi-source evaluated pricing.
Selection date: T-3 (three business days prior to month-end). Implementation on the first business day of the new month. Governed by the TIC Index Committee.
Daily quant-model screening flags any price movement exceeding ±3 standard deviations from the peer group for manual review and verification.
All methodology documents are publicly accessible. Any error exceeding 5 basis points at index level triggers a public restatement and formal notice.
TheIndex.Company was born from a simple observation: the world's most important asset class is still governed by legacy systems that are slow, opaque, and cost-prohibitive.
A seasoned leader in global fixed income and credit derivatives with over 25 years of experience building the data infrastructure that powers modern finance. A founding member of Markit, where he established Markit India and developed global credit derivatives product offerings.
LinkedIn ProfileDrives the quantitative strategy and technical leadership for TheIndex.Company. Responsible for the mathematical rigor and technical scalability of all index development — from proprietary pricing engines to real-time cloud-native data delivery infrastructure.
LinkedIn ProfileEvery index governed by a publicly accessible, rules-based framework. No hidden adjustments.
Advanced modeling ensures indices are both accurate and investable for modern institutional trading.
As an independent provider, our sole loyalty is to the accuracy of the data. Always.
Weekly bond market commentary and rebalancing announcements from our index committee.
Fed rate expectations have pushed HY spreads to 18-month wides. We examine the constituent-level impact and upcoming rebalancing implications.
Read Analysis →Monthly rebalancing complete. Green Bond index saw the largest inflow of new eligible securities, with 12 new issuers meeting the $300M threshold.
Read Full Note →Our quant team models the risk-adjusted return of TIC EM Sovereign Index against developed market peers as USD strength persists into Q1.
Read Research →For licensing, data partnerships, or custom index solutions, reach out directly to our team.