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Created October 27, 2022 17:36
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add_bloomberg_fixed_income_indices.md

Adding New Bloomberg Fixed Income Indices

Introduction

We've had increased requests for a small group of indices from Bloomberg's Fixed Income Indices. Product has already requested adding these indices to our daily levels files from Bloomberg, so we will begin the process to add these indices to our database.

New indices being added:

Raw Name Nice Name
Global High Yield Bloomberg Global High Yield
Muni Bond: High Yield Bloomberg Municipal Bond High Yield
U.S. Convertibles Liquid Bond Index Bloomberg US Convertibles Liquid Bond
1-15 Yr. Municpal Index Bloomberg Municipal 1-15 Year

This process is mostly documented in apps/indices/docs/indices.md which is what we will be following. I highly suggest you read through that document before you get started to familiarize yourself with this process.

The flow is actually pretty simple. We take the daily levels file as input to a script that processes the daily levels file and generates a nicely formatted file with all the indices found in the levels file (apps/indices/onetime_scripts/index_list_management/create_index_list_bloomberg_fixed_income.py).

We then take the output from that script and feed it to another script which will take those indices and actually create Index objects in our database (apps/indices/onetime_scripts/index_list_management/create_indices_bloomberg_fixed_income.py).

General flow:

daily levels file (attached) -> create index list script -> create indices script

Once we actually have those indices stored in the database, then we will need to backfill the levels data for those indices. We'll also need to reset all data for those indices. At the moment, we are still waiting to get the historical data files needed to backfill these indices.

PR 1: Initial List Sync (2 points)

Before we can actually feed in the daily index levels file to our index list creation script, we need to update that script so that it can generate the proper 'nice name' for the newly added indices. You should update the BLOOMBERG_FIXED_INCOME_RAW_NAME_TO_NICE_NAME dict to incorporate the new indices using the names outlined in the introduction of this gist. Once that's finished, we can add the attached daily levels file to the codebase and make sure to update the script to point to that file as the source. Finally, we can run the script and save the output.

PR 2: Hide Newly Added Indices (1 point)

Before we actually run the script to add these indices to the database, we want to make sure to hide them so users can't search for them before we've backfilled + ran calculations for the newly added indices. Update the IndexPublicManager using the example in the indices documentation as inspiration.

PR 3: Index Creation Script (2 point)

Run the index creation script locally to make sure it's working properly. Update the release notes to call the index creation script.

PR 4: Update and Run Backfill For Newly Added Indices (2 points)

Update the apps/indices/onetime_scripts/historical_backfill/backfill_bloomberg_fixed_income.py script to handle the new historical data files (once we have them) for the new indices. Again, test this locally and add to deploy notes.

We can also update the script to immediately run all index calcs for the newly backfilled indices in this script.

PR 5: Reveal Newly Added Indices (1 point)

Once we verify that we've successfully backfilled and run calculations for the newly added indices, we can reverse the work done in PR 2 and show the new indices on production.

Raw
gistfile1.txt
ID, Full Index Description,PrcDate ,IndexValue,RetType,Currency
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1,U.S. Aggregate______________________________,10/25/2022,868.777646,2,AUD
1,U.S. Aggregate______________________________,10/25/2022,206.361345,1,BRL
1,U.S. Aggregate______________________________,10/25/2022,171.070915,2,BRL
1,U.S. Aggregate______________________________,10/25/2022,589.494977,1,CAD
1,U.S. Aggregate______________________________,10/25/2022,554.133422,2,CAD
1,U.S. Aggregate______________________________,10/25/2022,171.118909,1,CHF
1,U.S. Aggregate______________________________,10/25/2022,151.912948,2,CHF
1,U.S. Aggregate______________________________,10/25/2022,132.125215,1,CNH
1,U.S. Aggregate______________________________,10/25/2022,134.04408,2,CNH
1,U.S. Aggregate______________________________,10/25/2022,101.622725,1,CZK
1,U.S. Aggregate______________________________,10/25/2022,98.634656,2,CZK
1,U.S. Aggregate______________________________,10/25/2022,278.303224,1,EUR
1,U.S. Aggregate______________________________,10/25/2022,192.804185,2,EUR
1,U.S. Aggregate______________________________,10/25/2022,705.60866,1,GBP
1,U.S. Aggregate______________________________,10/25/2022,678.812547,2,GBP
1,U.S. Aggregate______________________________,10/25/2022,239.545318,1,HKD
1,U.S. Aggregate______________________________,10/25/2022,199.775016,2,HKD
1,U.S. Aggregate______________________________,10/25/2022,129.334961,1,ILS
1,U.S. Aggregate______________________________,10/25/2022,162.043005,2,ILS
1,U.S. Aggregate______________________________,10/25/2022,513.535459,1,JPY
1,U.S. Aggregate______________________________,10/25/2022,240.847954,2,JPY
1,U.S. Aggregate______________________________,10/25/2022,148.616054,1,KRW
1,U.S. Aggregate______________________________,10/25/2022,110.070226,2,KRW
1,U.S. Aggregate______________________________,10/25/2022,194.66066,1,MXN
1,U.S. Aggregate______________________________,10/25/2022,254.007233,2,MXN
1,U.S. Aggregate______________________________,10/25/2022,900.084834,1,NOK
1,U.S. Aggregate______________________________,10/25/2022,868.37588,2,NOK
1,U.S. Aggregate______________________________,10/25/2022,212.426308,1,NZD
1,U.S. Aggregate______________________________,10/25/2022,378.118037,2,NZD
1,U.S. Aggregate______________________________,10/25/2022,318.460201,1,SEK
1,U.S. Aggregate______________________________,10/25/2022,204.845259,2,SEK
1,U.S. Aggregate______________________________,10/25/2022,293.065488,1,SGD
1,U.S. Aggregate______________________________,10/25/2022,202.92822,2,SGD
1,U.S. Aggregate______________________________,10/25/2022,1977.761364,1,USD
1,U.S. Aggregate______________________________,10/25/2022,1977.761364,2,USD
1,U.S. Aggregate______________________________,10/25/2022,313.609368,1,ZAR
1,U.S. Aggregate______________________________,10/25/2022,260.604778,2,ZAR
5,U.S. Long Government/Credit_________________,10/25/2022,207.541253,1,CAD
5,U.S. Long Government/Credit_________________,10/25/2022,162.51051,2,CAD
5,U.S. Long Government/Credit_________________,10/25/2022,257.348652,1,EUR
5,U.S. Long Government/Credit_________________,10/25/2022,151.958383,2,EUR
5,U.S. Long Government/Credit_________________,10/25/2022,307.464352,1,GBP
5,U.S. Long Government/Credit_________________,10/25/2022,171.707182,2,GBP
5,U.S. Long Government/Credit_________________,10/25/2022,232.841695,1,JPY
5,U.S. Long Government/Credit_________________,10/25/2022,140.882365,2,JPY
5,U.S. Long Government/Credit_________________,10/25/2022,3504.106393,1,USD
5,U.S. Long Government/Credit_________________,10/25/2022,3504.106393,2,USD
11,U.S. Credit_________________________________,10/25/2022,678.565855,1,AUD
11,U.S. Credit_________________________________,10/25/2022,867.770797,2,AUD
11,U.S. Credit_________________________________,10/25/2022,726.304408,1,CAD
11,U.S. Credit_________________________________,10/25/2022,667.701938,2,CAD
11,U.S. Credit_________________________________,10/25/2022,196.665859,1,CHF
11,U.S. Credit_________________________________,10/25/2022,173.504887,2,CHF
11,U.S. Credit_________________________________,10/25/2022,746.358466,1,DKK
11,U.S. Credit_________________________________,10/25/2022,726.748334,2,DKK
11,U.S. Credit_________________________________,10/25/2022,280.42536,1,EUR
11,U.S. Credit_________________________________,10/25/2022,230.098011,2,EUR
11,U.S. Credit_________________________________,10/25/2022,843.447788,1,GBP
11,U.S. Credit_________________________________,10/25/2022,688.651445,2,GBP
11,U.S. Credit_________________________________,10/25/2022,632.675419,1,JPY
11,U.S. Credit_________________________________,10/25/2022,296.809166,2,JPY
11,U.S. Credit_________________________________,10/25/2022,1079.58289,1,NOK
11,U.S. Credit_________________________________,10/25/2022,1024.703315,2,NOK
11,U.S. Credit_________________________________,10/25/2022,128.059388,1,NZD
11,U.S. Credit_________________________________,10/25/2022,110.823168,2,NZD
11,U.S. Credit_________________________________,10/25/2022,1214.702946,1,SEK
11,U.S. Credit_________________________________,10/25/2022,836.759398,2,SEK
11,U.S. Credit_________________________________,10/25/2022,330.704388,1,SGD
11,U.S. Credit_________________________________,10/25/2022,227.874217,2,SGD
11,U.S. Credit_________________________________,10/25/2022,2783.008466,1,USD
11,U.S. Credit_________________________________,10/25/2022,2783.008466,2,USD
11,U.S. Credit_________________________________,10/25/2022,163.6283,1,ZAR
11,U.S. Credit_________________________________,10/25/2022,158.785929,2,ZAR
12,U.S. Corporate High Yield___________________,10/25/2022,1354.650739,1,AUD
12,U.S. Corporate High Yield___________________,10/25/2022,1702.734234,2,AUD
12,U.S. Corporate High Yield___________________,10/25/2022,313.953458,1,CAD
12,U.S. Corporate High Yield___________________,10/25/2022,244.472226,2,CAD
12,U.S. Corporate High Yield___________________,10/25/2022,624.841966,1,CHF
12,U.S. Corporate High Yield___________________,10/25/2022,530.656692,2,CHF
12,U.S. Corporate High Yield___________________,10/25/2022,122.581555,1,CNH
12,U.S. Corporate High Yield___________________,10/25/2022,116.85124,2,CNH
12,U.S. Corporate High Yield___________________,10/25/2022,135.949443,1,CZK
12,U.S. Corporate High Yield___________________,10/25/2022,129.28903,2,CZK
12,U.S. Corporate High Yield___________________,10/25/2022,1081.666398,1,DKK
12,U.S. Corporate High Yield___________________,10/25/2022,1036.247931,2,DKK
12,U.S. Corporate High Yield___________________,10/25/2022,469.234879,1,EUR
12,U.S. Corporate High Yield___________________,10/25/2022,309.619619,2,EUR
12,U.S. Corporate High Yield___________________,10/25/2022,1581.062354,1,GBP
12,U.S. Corporate High Yield___________________,10/25/2022,1438.556908,2,GBP
12,U.S. Corporate High Yield___________________,10/25/2022,1102.158093,1,JPY
12,U.S. Corporate High Yield___________________,10/25/2022,559.281867,2,JPY
12,U.S. Corporate High Yield___________________,10/25/2022,487.521217,1,KRW
12,U.S. Corporate High Yield___________________,10/25/2022,308.971975,2,KRW
12,U.S. Corporate High Yield___________________,10/25/2022,307.070584,1,MXN
12,U.S. Corporate High Yield___________________,10/25/2022,330.458981,2,MXN
12,U.S. Corporate High Yield___________________,10/25/2022,226.703854,1,NOK
12,U.S. Corporate High Yield___________________,10/25/2022,121.865245,2,NOK
12,U.S. Corporate High Yield___________________,10/25/2022,1307.183582,1,NZD
12,U.S. Corporate High Yield___________________,10/25/2022,2390.984954,2,NZD
12,U.S. Corporate High Yield___________________,10/25/2022,176.850953,1,PLN
12,U.S. Corporate High Yield___________________,10/25/2022,133.411352,2,PLN
12,U.S. Corporate High Yield___________________,10/25/2022,538.834535,1,SEK
12,U.S. Corporate High Yield___________________,10/25/2022,317.991727,2,SEK
12,U.S. Corporate High Yield___________________,10/25/2022,489.914317,1,SGD
12,U.S. Corporate High Yield___________________,10/25/2022,324.22862,2,SGD
12,U.S. Corporate High Yield___________________,10/25/2022,2128.009659,1,USD
12,U.S. Corporate High Yield___________________,10/25/2022,2128.009659,2,USD
12,U.S. Corporate High Yield___________________,10/25/2022,494.034046,1,ZAR
12,U.S. Corporate High Yield___________________,10/25/2022,384.693102,2,ZAR
14,EM USD Aggregate____________________________,10/25/2022,277.72759,1,AUD
14,EM USD Aggregate____________________________,10/25/2022,481.199251,2,AUD
14,EM USD Aggregate____________________________,10/25/2022,335.474073,1,CAD
14,EM USD Aggregate____________________________,10/25/2022,346.491362,2,CAD
14,EM USD Aggregate____________________________,10/25/2022,378.191226,1,CHF
14,EM USD Aggregate____________________________,10/25/2022,328.059251,2,CHF
14,EM USD Aggregate____________________________,10/25/2022,337.354752,1,DKK
14,EM USD Aggregate____________________________,10/25/2022,301.700998,2,DKK
14,EM USD Aggregate____________________________,10/25/2022,616.797701,1,EUR
14,EM USD Aggregate____________________________,10/25/2022,403.442661,2,EUR
14,EM USD Aggregate____________________________,10/25/2022,1354.576657,1,GBP
14,EM USD Aggregate____________________________,10/25/2022,1111.671367,2,GBP
14,EM USD Aggregate____________________________,10/25/2022,1210.083954,1,JPY
14,EM USD Aggregate____________________________,10/25/2022,489.742037,2,JPY
14,EM USD Aggregate____________________________,10/25/2022,279.035084,1,NOK
14,EM USD Aggregate____________________________,10/25/2022,152.746751,2,NOK
14,EM USD Aggregate____________________________,10/25/2022,152.441005,1,SGD
14,EM USD Aggregate____________________________,10/25/2022,133.76085,2,SGD
14,EM USD Aggregate____________________________,10/25/2022,990.301691,1,USD
14,EM USD Aggregate____________________________,10/25/2022,990.301691,2,USD
37,U.S. Universal______________________________,10/25/2022,192.709833,1,AUD
37,U.S. Universal______________________________,10/25/2022,204.13217,2,AUD
37,U.S. Universal______________________________,10/25/2022,128.695214,1,CHF
37,U.S. Universal______________________________,10/25/2022,109.106252,2,CHF
37,U.S. Universal______________________________,10/25/2022,100.727786,1,CZK
37,U.S. Universal______________________________,10/25/2022,100.137151,2,CZK
37,U.S. Universal______________________________,10/25/2022,295.459169,1,EUR
37,U.S. Universal______________________________,10/25/2022,203.732748,2,EUR
37,U.S. Universal______________________________,10/25/2022,365.492817,1,GBP
37,U.S. Universal______________________________,10/25/2022,265.419554,2,GBP
37,U.S. Universal______________________________,10/25/2022,331.980276,1,JPY
37,U.S. Universal______________________________,10/25/2022,148.831876,2,JPY
37,U.S. Universal______________________________,10/25/2022,169.328681,1,MXN
37,U.S. Universal______________________________,10/25/2022,169.18492,2,MXN
37,U.S. Universal______________________________,10/25/2022,529.524806,1,USD
37,U.S. Universal______________________________,10/25/2022,326.24608,1,ZAR
37,U.S. Universal______________________________,10/25/2022,269.199924,2,ZAR
38,Global Aggregate____________________________,10/25/2022,536.377199,1,AUD
38,Global Aggregate____________________________,10/25/2022,946.331033,2,AUD
38,Global Aggregate____________________________,10/25/2022,184.963713,1,BRL
38,Global Aggregate____________________________,10/25/2022,179.01509,2,BRL
38,Global Aggregate____________________________,10/25/2022,167.050166,1,CAD
38,Global Aggregate____________________________,10/25/2022,242.947143,2,CAD
38,Global Aggregate____________________________,10/25/2022,136.058957,1,CHF
38,Global Aggregate____________________________,10/25/2022,156.105071,2,CHF
38,Global Aggregate____________________________,10/25/2022,97.875953,1,CNH
38,Global Aggregate____________________________,10/25/2022,107.587374,2,CNH
38,Global Aggregate____________________________,10/25/2022,116.437358,1,CNY
38,Global Aggregate____________________________,10/25/2022,181.410906,2,CNY
38,Global Aggregate____________________________,10/25/2022,93.692964,1,CZK
38,Global Aggregate____________________________,10/25/2022,102.487657,2,CZK
38,Global Aggregate____________________________,10/25/2022,128.706903,1,DKK
38,Global Aggregate____________________________,10/25/2022,106.85705,2,DKK
38,Global Aggregate____________________________,10/25/2022,221.33565,1,EUR
38,Global Aggregate____________________________,10/25/2022,198.457036,2,EUR
38,Global Aggregate____________________________,10/25/2022,608.749829,1,GBP
38,Global Aggregate____________________________,10/25/2022,735.606822,2,GBP
38,Global Aggregate____________________________,10/25/2022,197.079528,1,HKD
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38,Global Aggregate____________________________,10/25/2022,109.735997,1,ILS
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38,Global Aggregate____________________________,10/25/2022,260.605814,2,JPY
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38,Global Aggregate____________________________,10/25/2022,209.355514,2,KRW
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38,Global Aggregate____________________________,10/25/2022,201.139261,2,NOK
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38,Global Aggregate____________________________,10/25/2022,180.687211,1,THB
38,Global Aggregate____________________________,10/25/2022,261.63993,2,THB
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38,Global Aggregate____________________________,10/25/2022,165.233069,2,ZAR
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39,Global High Yield___________________________,10/25/2022,528.781566,2,AUD
39,Global High Yield___________________________,10/25/2022,283.857664,1,CAD
39,Global High Yield___________________________,10/25/2022,236.97386,2,CAD
39,Global High Yield___________________________,10/25/2022,330.987577,1,CHF
39,Global High Yield___________________________,10/25/2022,298.718608,2,CHF
39,Global High Yield___________________________,10/25/2022,107.169858,1,CNH
39,Global High Yield___________________________,10/25/2022,107.703162,2,CNH
39,Global High Yield___________________________,10/25/2022,119.122432,1,CZK
39,Global High Yield___________________________,10/25/2022,118.142178,2,CZK
39,Global High Yield___________________________,10/25/2022,398.693337,1,DKK
39,Global High Yield___________________________,10/25/2022,183.482468,2,DKK
39,Global High Yield___________________________,10/25/2022,530.6485,1,EUR
39,Global High Yield___________________________,10/25/2022,366.563474,2,EUR
39,Global High Yield___________________________,10/25/2022,659.341889,1,GBP
39,Global High Yield___________________________,10/25/2022,470.588026,2,GBP
39,Global High Yield___________________________,10/25/2022,606.37023,1,JPY
39,Global High Yield___________________________,10/25/2022,289.289856,2,JPY
39,Global High Yield___________________________,10/25/2022,274.171611,1,MXN
39,Global High Yield___________________________,10/25/2022,298.604425,2,MXN
39,Global High Yield___________________________,10/25/2022,197.473763,1,NOK
39,Global High Yield___________________________,10/25/2022,116.007443,2,NOK
39,Global High Yield___________________________,10/25/2022,300.653601,1,NZD
39,Global High Yield___________________________,10/25/2022,314.184455,2,NZD
39,Global High Yield___________________________,10/25/2022,163.152857,1,PLN
39,Global High Yield___________________________,10/25/2022,124.327321,2,PLN
39,Global High Yield___________________________,10/25/2022,344.252761,1,SEK
39,Global High Yield___________________________,10/25/2022,346.386885,2,SEK
39,Global High Yield___________________________,10/25/2022,317.752206,1,SGD
39,Global High Yield___________________________,10/25/2022,358.77267,2,SGD
39,Global High Yield___________________________,10/25/2022,1249.719121,1,USD
39,Global High Yield___________________________,10/25/2022,472.129523,2,USD
39,Global High Yield___________________________,10/25/2022,435.696562,1,ZAR
39,Global High Yield___________________________,10/25/2022,369.289583,2,ZAR
54,U.S. Treasury_______________________________,10/25/2022,182.914444,1,AUD
54,U.S. Treasury_______________________________,10/25/2022,175.680843,2,AUD
54,U.S. Treasury_______________________________,10/25/2022,172.235476,1,CAD
54,U.S. Treasury_______________________________,10/25/2022,150.559434,2,CAD
54,U.S. Treasury_______________________________,10/25/2022,156.391129,1,CHF
54,U.S. Treasury_______________________________,10/25/2022,140.442262,2,CHF
54,U.S. Treasury_______________________________,10/25/2022,254.35057,1,DKK
54,U.S. Treasury_______________________________,10/25/2022,181.961632,2,DKK
54,U.S. Treasury_______________________________,10/25/2022,257.178213,1,EUR
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54,U.S. Treasury_______________________________,10/25/2022,647.684912,1,GBP
54,U.S. Treasury_______________________________,10/25/2022,638.737232,2,GBP
54,U.S. Treasury_______________________________,10/25/2022,471.38702,1,JPY
54,U.S. Treasury_______________________________,10/25/2022,219.049538,2,JPY
54,U.S. Treasury_______________________________,10/25/2022,131.401876,1,KRW
54,U.S. Treasury_______________________________,10/25/2022,111.745122,2,KRW
54,U.S. Treasury_______________________________,10/25/2022,294.905372,1,SEK
54,U.S. Treasury_______________________________,10/25/2022,191.982887,2,SEK
54,U.S. Treasury_______________________________,10/25/2022,108.383945,1,SGD
54,U.S. Treasury_______________________________,10/25/2022,101.094248,2,SGD
54,U.S. Treasury_______________________________,10/25/2022,124.106879,1,THB
54,U.S. Treasury_______________________________,10/25/2022,107.866294,2,THB
54,U.S. Treasury_______________________________,10/25/2022,2138.198516,1,USD
54,U.S. Treasury_______________________________,10/25/2022,2138.198516,2,USD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,127.936807,1,AUD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,109.907778,2,AUD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,210.259334,1,CAD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,168.077476,2,CAD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,138.628391,1,CHF
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,128.802968,2,CHF
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,119.768664,1,DKK
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,99.976827,2,DKK
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,226.741383,1,EUR
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,133.290762,2,EUR
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,421.052877,1,GBP
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,311.882254,2,GBP
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,399.74922,1,JPY
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,174.370932,2,JPY
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,144.615464,1,KRW
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,115.008799,2,KRW
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,136.84916,1,NZD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,111.984951,2,NZD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,385.152707,1,SEK
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,259.409826,2,SEK
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,325.330932,1,USD
62,U.S. Treasury: U.S. TIPS____________________,10/25/2022,325.330932,2,USD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,116.155834,1,AUD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,100.198579,2,AUD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,134.116089,1,CAD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,115.796617,2,CAD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,100.51112,1,CHF
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,88.318254,2,CHF
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,148.920536,1,EUR
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,94.318942,2,EUR
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,137.161676,1,GBP
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,100.531318,2,GBP
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,174.650415,1,JPY
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,93.63099,2,JPY
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,153.451667,1,MXN
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,201.02264,2,MXN
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,267.071479,1,RUB
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,496.454793,2,RUB
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,205.025135,1,USD
78,U.S. Treasury Bills: 1-3 Months____________,10/25/2022,205.025135,2,USD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,507.622024,1,AUD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,679.985555,2,AUD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,170.746097,1,CAD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,146.797037,2,CAD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,112.041223,1,CHF
95,U.S. Mortgage Backed Securities_____________,10/25/2022,100.058236,2,CHF
95,U.S. Mortgage Backed Securities_____________,10/25/2022,165.421751,1,CNH
95,U.S. Mortgage Backed Securities_____________,10/25/2022,186.384405,2,CNH
95,U.S. Mortgage Backed Securities_____________,10/25/2022,267.351159,1,EUR
95,U.S. Mortgage Backed Securities_____________,10/25/2022,187.001388,2,EUR
95,U.S. Mortgage Backed Securities_____________,10/25/2022,664.887981,1,GBP
95,U.S. Mortgage Backed Securities_____________,10/25/2022,628.9707,2,GBP
95,U.S. Mortgage Backed Securities_____________,10/25/2022,123.681484,1,HKD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,117.43676,2,HKD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,483.9074,1,JPY
95,U.S. Mortgage Backed Securities_____________,10/25/2022,228.438659,2,JPY
95,U.S. Mortgage Backed Securities_____________,10/25/2022,119.819488,1,SGD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,121.688744,2,SGD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,1946.16714,1,USD
95,U.S. Mortgage Backed Securities_____________,10/25/2022,1946.16714,2,USD
730,Municipal Bond______________________________,10/25/2022,1184.526448,1,USD
779,Municipal Bond: Muni Short (1-5)____________,10/25/2022,237.157197,1,USD
781,1-5 Yr Blend (1-6)__________________________,10/25/2022,247.978179,1,USD
939,Municipal Bond: High Yield__________________,10/25/2022,373.701128,1,USD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,150.090767,1,AUD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,113.466416,2,AUD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,116.506253,1,CHF
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,91.060358,2,CHF
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,223.009373,1,EUR
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,157.269403,2,EUR
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,228.268,1,GBP
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,130.082154,2,GBP
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,200.741404,1,JPY
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,103.164614,2,JPY
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,120.44159,1,SGD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,107.119209,2,SGD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,1301.500729,1,USD
1030,1-3 Yr Gov/Credit___________________________,10/25/2022,1301.500729,2,USD
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,103.652085,1,CAD
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,103.183937,2,CAD
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,115.307727,1,EUR
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,92.910584,2,EUR
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,135.94025,1,GBP
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,99.467965,2,GBP
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,137.281796,1,JPY
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,93.677928,2,JPY
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,687.173378,1,NOK
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,668.117703,2,NOK
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,1483.629969,1,USD
1031,1-5 Yr Gov/Credit___________________________,10/25/2022,1483.629969,2,USD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,687.428106,1,AUD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,873.716018,2,AUD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,833.190398,1,CAD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,822.003408,2,CAD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,207.716874,1,CHF
2765,U.S. Corporate Investment Grade_____________,10/25/2022,174.704307,2,CHF
2765,U.S. Corporate Investment Grade_____________,10/25/2022,706.030859,1,DKK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,625.605179,2,DKK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,327.320923,1,EUR
2765,U.S. Corporate Investment Grade_____________,10/25/2022,221.908952,2,EUR
2765,U.S. Corporate Investment Grade_____________,10/25/2022,854.46341,1,GBP
2765,U.S. Corporate Investment Grade_____________,10/25/2022,695.629634,2,GBP
2765,U.S. Corporate Investment Grade_____________,10/25/2022,535.588061,1,JPY
2765,U.S. Corporate Investment Grade_____________,10/25/2022,215.671477,2,JPY
2765,U.S. Corporate Investment Grade_____________,10/25/2022,976.588429,1,NOK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,849.695733,2,NOK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,1249.968407,1,SEK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,849.11651,2,SEK
2765,U.S. Corporate Investment Grade_____________,10/25/2022,252.2746,1,SGD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,220.982069,2,SGD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,2820.06243,1,USD
2765,U.S. Corporate Investment Grade_____________,10/25/2022,2820.06243,2,USD
3120,Multiverse__________________________________,10/25/2022,161.988234,1,AUD
3120,Multiverse__________________________________,10/25/2022,219.12375,2,AUD
3120,Multiverse__________________________________,10/25/2022,164.878816,1,CAD
3120,Multiverse__________________________________,10/25/2022,166.87713,2,CAD
3120,Multiverse__________________________________,10/25/2022,141.347997,1,CHF
3120,Multiverse__________________________________,10/25/2022,160.691972,2,CHF
3120,Multiverse__________________________________,10/25/2022,98.455282,1,CNH
3120,Multiverse__________________________________,10/25/2022,107.855399,2,CNH
3120,Multiverse__________________________________,10/25/2022,95.05795,1,CZK
3120,Multiverse__________________________________,10/25/2022,103.505842,2,CZK
3120,Multiverse__________________________________,10/25/2022,229.725615,1,EUR
3120,Multiverse__________________________________,10/25/2022,203.945533,2,EUR
3120,Multiverse__________________________________,10/25/2022,283.716967,1,GBP
3120,Multiverse__________________________________,10/25/2022,264.502428,2,GBP
3120,Multiverse__________________________________,10/25/2022,256.657767,1,JPY
3120,Multiverse__________________________________,10/25/2022,147.868579,2,JPY
3120,Multiverse__________________________________,10/25/2022,159.537535,1,NOK
3120,Multiverse__________________________________,10/25/2022,112.169652,2,NOK
3120,Multiverse__________________________________,10/25/2022,132.691862,1,PLN
3120,Multiverse__________________________________,10/25/2022,113.962819,2,PLN
3120,Multiverse__________________________________,10/25/2022,210.656077,1,SEK
3120,Multiverse__________________________________,10/25/2022,147.209119,2,SEK
3120,Multiverse__________________________________,10/25/2022,105.636127,1,SGD
3120,Multiverse__________________________________,10/25/2022,116.671383,2,SGD
3120,Multiverse__________________________________,10/25/2022,194.638095,1,USD
3120,Multiverse__________________________________,10/25/2022,246.425693,2,USD
3121,Global Aggregate ex-USD_____________________,10/25/2022,137.803437,1,AUD
3121,Global Aggregate ex-USD_____________________,10/25/2022,228.364931,2,AUD
3121,Global Aggregate ex-USD_____________________,10/25/2022,89.608937,1,CAD
3121,Global Aggregate ex-USD_____________________,10/25/2022,102.609749,2,CAD
3121,Global Aggregate ex-USD_____________________,10/25/2022,109.356205,1,CHF
3121,Global Aggregate ex-USD_____________________,10/25/2022,145.376156,2,CHF
3121,Global Aggregate ex-USD_____________________,10/25/2022,181.33938,1,EUR
3121,Global Aggregate ex-USD_____________________,10/25/2022,200.849657,2,EUR
3121,Global Aggregate ex-USD_____________________,10/25/2022,553.753905,1,GBP
3121,Global Aggregate ex-USD_____________________,10/25/2022,782.279952,2,GBP
3121,Global Aggregate ex-USD_____________________,10/25/2022,186.487132,1,HKD
3121,Global Aggregate ex-USD_____________________,10/25/2022,196.318468,2,HKD
3121,Global Aggregate ex-USD_____________________,10/25/2022,404.936014,1,JPY
3121,Global Aggregate ex-USD_____________________,10/25/2022,275.97175,2,JPY
3121,Global Aggregate ex-USD_____________________,10/25/2022,375.741234,1,USD
3121,Global Aggregate ex-USD_____________________,10/25/2022,519.989267,2,USD
4860,VLI: High Yield_____________________________,10/25/2022,569.188393,1,CAD
4860,VLI: High Yield_____________________________,10/25/2022,478.006592,2,CAD
4860,VLI: High Yield_____________________________,10/25/2022,206.193817,1,EUR
4860,VLI: High Yield_____________________________,10/25/2022,135.037775,2,EUR
4860,VLI: High Yield_____________________________,10/25/2022,171.432488,1,GBP
4860,VLI: High Yield_____________________________,10/25/2022,115.608804,2,GBP
4860,VLI: High Yield_____________________________,10/25/2022,730.210168,1,JPY
4860,VLI: High Yield_____________________________,10/25/2022,275.148612,2,JPY
4860,VLI: High Yield_____________________________,10/25/2022,174.661173,1,NOK
4860,VLI: High Yield_____________________________,10/25/2022,116.601484,2,NOK
4860,VLI: High Yield_____________________________,10/25/2022,176.888379,1,SEK
4860,VLI: High Yield_____________________________,10/25/2022,108.833813,2,SEK
4860,VLI: High Yield_____________________________,10/25/2022,542.617897,1,USD
4860,VLI: High Yield_____________________________,10/25/2022,542.617897,2,USD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,780.637351,1,AUD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,962.851336,2,AUD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,733.678981,1,BRL
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,786.40894,2,BRL
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,358.439568,1,CAD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,366.512044,2,CAD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,253.736227,1,CHF
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,281.822779,2,CHF
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,364.038193,1,CNH
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,407.553413,2,CNH
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,135.855888,1,CZK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,129.203161,2,CZK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,377.18124,1,DKK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,218.478081,2,DKK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,828.862681,1,EUR
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,548.684149,2,EUR
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,942.521308,1,GBP
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,772.366022,2,GBP
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,245.045363,1,HKD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,229.269017,2,HKD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,844.683065,1,JPY
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,352.04588,2,JPY
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,462.859839,1,KRW
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,303.160957,2,KRW
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,161.230684,1,NOK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,126.703458,2,NOK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,335.879822,1,PLN
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,230.99266,2,PLN
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,1092.392289,1,SEK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,627.245738,2,SEK
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,493.773896,1,SGD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,326.991775,2,SGD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,203.898608,1,TWD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,172.962597,2,TWD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,710.031084,1,USD
5273,U.S. High Yield - 2% Issuer Cap_____________,10/25/2022,710.031084,2,USD
5921,U.S. Convertibles Liquid Bond Index_________,10/25/2022,472.688372,1,USD
6112,1-15 Yr. Municipal Index____________________,10/25/2022,201.313902,1,USD
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