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Indices

iSTOXX® RiskFirst LDI Longer Pre RPI (0/5) Post Fixed

Summary

Note: Dissemination of the index is suspended.

The iSTOXX® RiskFirst LDI Indices track the performance of GBP-denominated UK government and corporate bonds, and are optimized using RiskFirst’s proprietary cash-flow matching model to reflect typical liability profiles of UK defined benefit pension schemes. Liability-driven investment (LDI) is an increasingly important concept for defined benefit pension schemes, which are seeking to hedge against interest rate and inflation risk by investing in solutions that closely match their liability cash flows.

The iSTOXX® RiskFirst LDI index family comprises a range of indices based on 12 distinct profiles, capturing member type, duration, type of indexation (pre- and post-retirement), interest rate and inflation sensitivity and tax-free cash component of typical UK pension schemes.

The iSTOXX® RiskFirst LDI Longer Pre RPI (0/5) Post Fixed Index comprises nominal and inflation-linked UK gilts, weighted according to RiskFirst’s liability cash-flow profile targeted at deferred members of a UK defined benefit pension scheme with a longer duration. Pre-retirement indexation is RPI-linked with a floor at 0% and a cap at 5%, post-retirement indexation is fixed.

 

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
SRFBLPT
Calculation
Realtime
Dissemination Period
09:00-17:15 CET
ISIN
DE000A2GGPR0
Bloomberg ID
BBG00KJP6RV9
Last Value
149.22 -3.89 (-2.54%)
As of 07:15 pm CET
52 Week Change
-41.19%
Year to Date Change
-40.39%
52 Week Low
125.652627 Sep 2022
52 Week High
268.54577 Dec 2021
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