FTSE Fixed Income TPI Index Series

The FTSE Fixed Income TPI Index Series is designed to support investors’ climate commitments and sophisticated sustainability requirements with different investment purposes. The indices reflect the performance of global and regional fixed income markets, where index constituent weights are varied to account for the risks and opportunities associated with the transition to a low-carbon economy.

By bringing together data and analysis from both FTSE Russell and The Transition Pathway Initiative (TPI), the FTSE Fixed Income Series provides investors with support for their climate commitments by mitigating carbon risk, capturing green revenues and incorporating forward-looking metrics.

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The FTSE Fixed Income Corporate TPI Focused Glidepath Index has been developed to serve as a benchmark for investors wishing to implement a low-turnover, low-tracking error decarbonisation investment strategy.

Its methodology supports engagement with fixed income issuers rather than immediate divestment from climate laggards, generating a steady reduction in carbon emissions and intensity over time by comparison with a market-weighted corporate bond index.
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The FTSE Fixed Income TPI Climate Transition Index Series offers investors a solution to support their climate commitments by mitigating carbon risk, capturing green revenues and incorporating forward-looking metrics.

Its methodology is designed to reflect the performance of global and regional fixed income markets, where index constituent weights are varied to account for the risks and opportunities associated with the transition to a low-carbon economy.
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The FTSE Fixed Income Corporate TPI Focused Glidepath Index complements the FTSE Fixed Income TPI Climate Transition Index Series — which uses carbon emissions, green revenues, green bonds and TPI data — to set index weightings.

Compared to the FTSE Fixed Income Corporate TPI Focused Glidepath Index, the FTSE Fixed Income TPI Climate Transition Index Series targets a higher TPI and green revenues uplift and lower greenhouse gas emissions. It is also likely to incur higher internal index turnover and higher tracking error compared to the starting index universe.
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The Transition Pathway Initiative (TPI) is a global initiative led by asset owners and supported by asset managers, aimed at helping investors and other stakeholders assess company, bank and sovereign preparedness for the transition to a low-carbon economy and supporting efforts to address climate change. More than 155 investors globally, representing approximately US$87 trillion [Note 1] combined Assets Under Management and Advice, have pledged support for the TPI. FTSE Russell has been the data provider for the TPI since 2017.

[1] 2025-state-of-the-corporate-transition-2025.pdf | Back to Note 1