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Canada's leading provider of Fixed Income
Indices since 1947
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CANADIAN DEBT MARKET INDICES Canada

PC-Bond* has been in the business of providing the benchmark performance standards for Canadian fixed income investments since 1947. The Universe Bond Index is the broadest and most widely used measure of performance of marketable government and corporate bonds outstanding in the Canadian market.

To measure performance in the Canadian domestic bond market, PC-Bond* offers over 600 Indices, and Sub Indices which includes: the Short Term Bond Indices, Mid Term Bond Indices, Long Term Bond Indices and Universe Bond Indices on a daily, and intraday basis.

In addition PC-Bond* also offers indices on the following Debt Types:
High Yield Bonds, Maple Bonds, (CDN$) Euro Bonds, Yankee Bonds, Money Market Instruments, Strip Bonds, Real Return Bonds, Mortgage Backed Securities, Floating Rate Notes, Convertible Bonds.

As well PC-Bond has created unique and custom indices such as the family of: Laddered Bond Indices, DLUX Bond indices, VBLOX, and Capped or blended indices such as the HYBRID Bond Index.

Daily Total Return, Yield, and Duration Summary Data

DEX Universe Bond Index ™

Summary Methodology
The summary data for the Universe Bond Index encompasses the following indices:

DEX Universe Government Bond Indices
   
Universe Government Bond Index
Summary  
Universe Federal Bond Index
Summary  
Universe Non-Agency Bond Index
Summary  
Universe Agency Bond Index
Summary  
Universe Municipal Bond Index
Summary  
Universe Quebec Bond Index
Summary  
Universe Provincial Bond Index
Summary  
     
     
DEX Universe Corporate Bond Indices    
Universe Corporate Bond Index Summary  
Universe Corporate AA Bond Index Summary  
Universe Corporate A Bond Index Summary  
Universe Corporate BBB Bond Index Summary  
Universe Communication Bond Index Summary  
Universe Energy Bond Index Summary  
Universe Financial Bond Index Summary  
Universe Industrial Bond Index Summary  
Universe Infrastructure Bond Index Summary  
Universe Real Estate Bond Index Summary  
Universe Securitization Bond Index Summary  
     
DEX Universe (ex Municipals) Bond Index    

DEX Short Term Bond Index ™
(1-5 years)

Summary Methodology
The summary data for the Short Term Bond Index encompasses the following indices:

DEX Short Government Bond Indices
 


Short Government Bond Index
Summary  
Short Federal Bond Index Summary  
Short Non-Agency Bond Index Summary  
Short Agency Bond Index Summary  
Short Municipal Bond Index Summary  
Short Quebec Bond Index Summary  
Short Provincial Bond Index Summary  
     
     
DEX Short Corporate Bond Indices Summary  
Short Corporate Bond Index Summary  
Short Corporate AA Bond Index Summary  
Short Corporate A Bond Index Summary  
Short Corporate BBB Bond Index Summary  
Short Communication Bond Index Summary  
Short Energy Bond Index Summary  
Short Financial Bond Index Summary  
Short Industrial Bond Index Summary  
Short Infrastructure Bond Index Summary  
Short Securitization Bond Index Summary  

 

DEX Mid Term Bond Index ™
(5-10 years)

Summary Methodology
The summary data for the Mid Term Bond Index encompasses the following indices:
DEX Mid Term Government Bond Indices    
Mid Government Bond Index Summary  
Mid Federal Bond Index Summary  
Mid Non-Agency Bond Index Summary  
Mid Agency Bond Index Summary  
Mid Municipal Bond Index Summary  
Mid Quebec Bond Index Summary  
Mid Provincial Bond Index Summary  
     
DEX Mid Term Corporate Bond Indices    
Mid Overall Bond Index Summary  
Mid Corporate AA Bond Index Summary  
Mid Corporate A Bond Index Summary  
Mid Corporate BBB Bond Index Summary  
Mid Corporate Bond Index Summary  
Mid Communication Bond Index Summary  
Mid Energy Bond Index Summary  
Mid Financial Bond Index Summary  
Mid Industrial Bond Index Summary  
Mid Infrastructure Bond Index Summary  
Mid Securitization Bond Index Summary  

DEX Long Term Bond Index ™
(10+ years)

Summary Methodology
The summary data for the Long Term Bond Index encompasses the following indices:
DEX Long Term Government Bond Indices    
Long Government Bond Index Summary  
Long Federal Bond Index Summary  
Long Non-Agency Bond Index Summary  
Long Agency Bond Index Summary  
Long Municipal Bond Index Summary  
Long Provincial Bond Index Summary  
Long Quebec Bond Index Summary  
     
DEX Long Term Corporate Bond Indices    
Long Overall Bond Index Summary  
Long Corporate AA Bond Index Summary  
Long Corporate A Bond Index Summary  
Long Corporate BBB Bond Index Summary  
Long Corporate Bond Index Summary  
Long Communication Bond Index Summary  
Long Energy Bond Index Summary  
Long Financial Bond Index Summary  
Long Industrial Bond Index Summary  
Long Infrastructure Bond Index Summary  
     

DLUX Bond Index™
Domestic Liquid Universe (ex BBB)

Summary Methodology
The summary data for the DLUX Bond Index encompasses the following indices:
DLUX Corporate Bond Index ™   Summary Methodology
DLUX Government Bond Index ™   Summary Methodology
     
ULTRA DLUX Bond Index ™  Summary Methodology
DLUX Capped Bond Index ™
(60% Government / 40% Corporate weight)
Summary Methodology
     

DEX Universe + Maple Bond Index ™ 

Summary Methodology
The summary data for the Universe + Maple Bond Index encompasses the following indices:
DEX Universe + Maple Short Term Bond Index
(1-5 years)
Summary Methodology
DEX Universe + Maple Mid Term Bond Index
(5-10 years)
Summary Methodology
DEX Universe + Maple Long Term Bond Index
(10+ years) 
Summary Methodology

DEX Maple Bond Index  ™ 

Summary Methodology
Maple Bonds are Canadian $ Bond Issues issues by non-Canadian firms and entities
     

DEX Real Return Bond Indices 

Summary Methodology
     

DEX Floating Rate Note Index ™

Summary Methodology
 

Laddered Bond Indices

DEX 1-5 Year Laddered Government Bond Index ™  Summary Methodology
DEX 1-5 Year Laddered Corporate Bond Index ™  Summary Methodology
 
DEX 1-10 Year Laddered Government Bond Index™ Summary Methodology
DEX 1-10 Year Laddered Corporate Bond Index ™ Summary Methodology
 
DEX Investment Grade 1-5 Year Laddered Corporate Bond Index ™ Summary Methodology
DEX 1-5 Year Laddered Government Strip Bond Index ™ NEW Summary Methodology
     

DEX Convertible Bond Index

Summary Methodology
     

DEX High Yield Bond Index 

Summary Methodology
 

DEX HYBrid Bond Index

Summary Methodology

DEX Maturity Canadian Corporate
Bond Indices

Summary Methodology
The summary data for the DEX Maturity Canadian Corporate Bond Indices encompasses the following indices:
DEX 2013 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2014 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2015 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2016 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2017 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2018 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2019 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2020 Maturity Canadian Corporate Bond Index NEW Summary Methodology
DEX 2021 Maturity Canadian Corporate Bond Index NEW Summary Methodology

DEX Bond Barbell Indices

Summary Methodology
The summary data for the DEX Bond Barbell Indices encompasses the following:
DEX Corporate Bond Barbell Index  NEW Summary Methodology
DEX Government Bond Barbell Index NEW Summary Methodology
DEX All Canada Bond Barbell Index NEW Summary Methodology

DEX Money Market Indices

Summary Methodology
The summary data for the Money Market Indices encompasses the following indices:
DEX T-Bill Indices    
DEX 30 Day T-Bill Index Summary  
DEX 60 Day T-Bill Index Summary  
DEX 91 Day T-Bill Index Summary  
DEX 182 Day T-Bill Index Summary  
DEX 365 Day T-Bill Index Summary  
     
DEX Corporate Paper Indices    
DEX 30 Day Corporate Paper Index Summary  
DEX 60 Day Corporate Paper Index Summary  
DEX 90 Day Corporate Paper Index Summary  
     

DEX BA Index™
Bankers Acceptances

Summary  
 

DEX Strip Bond Indices and LDI Indices

DEX Strip Bond Index  Summary Methodology
DEX 20+ Bond Index  Summary Methodology
     

Volume BLOX™
(Benchmark Liquid On the Run Index for Ontario and Quebec)

Summary Methodology
     

DEX THLNH 5 YEAR INDEX

Summary



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