Bloomberg Expands Index Suite Measuring US Short-Duration Treasury Inflation-Protected Securities (TIPS) Markets

The Bloomberg US Ultrashort TIPS 1-13 Months Index was selected as the benchmark for the F/m Ultrashort Treasury Inflation-Protected Security ETF (RBIL)

NEW YORK, March 12, 2025 /PRNewswire/ -- Bloomberg announced the launch of the Bloomberg US Ultrashort TIPS 1-13 Months Index, which measures the performance of the US Treasury Inflation-Protected Securities (TIPS) markets with maturities from 1 month up to 13 months. This index isolates the shorter duration component of the US TIPS markets, which Bloomberg index research has shown is potentially a better hedge against unexpected inflationary shocks than the longer-dated TIPS markets.

Today's new index is an expansion of the Bloomberg Fixed Income Indices, including the 0-1 Year indices built in 2023. This new Ultrashort TIPS 1-13 Month Index is a composite of 1-month subcomponents, with each being equally weighted, and excludes Federal Reserve holdings of TIPS. The index was created this year, and it has history back to January 1, 2015.

"Opportunities within TIPS have been a focus area for investors since inflationary periods kicked off in 2022 and ultra-short maturity TIPS can offer an efficient hedge against near term inflation shocks combined with low interest rate risk," said Nick Gendron, Global Head of Fixed Income Index Product for Bloomberg Index Services Limited. "This launch is yet another reflection of Bloomberg Indices' dedication to supporting client needs to adapt for today's markets environment, and also to power the creation of bespoke ETF solutions that speak to those unique needs."

The index has been licensed by F/m Investments as the underlying benchmark for the new F/m Ultrashort Treasury Inflation-Protected Security ETF (RBIL).

Alexander Morris, CEO, F/m Investments, LLC, said, "We identified ultrashort TIPS as a strong antidote for investors' inflation anxiety. The ETF markets overlooked the sector. Bloomberg's rich data and index expertise made partnering with them an easy choice. Bloomberg delivered an innovative, investable index that is timely and will prove timeless."

Bloomberg provides an independent, transparent approach to indexing for customers across the globe. Bloomberg clients can access the new indices on the Bloomberg Terminal at {I39232US INDEX <GO>} and all research and methodology for the indices are available on the Bloomberg Indices Documentation page.

About Bloomberg Index Services Limited
Bloomberg's index team has a proven track record in creating industry-leading and bespoke indices across asset classes, including their flagship fixed income, commodity and equity indices. Bloomberg Index Services Limited (BISL) takes an innovative approach to delivering strategic benchmarks that help market participants address their evolving investment needs. The indices, which are seamlessly integrated with other Bloomberg solutions, draw on a comprehensive range of trusted data and reliable technology for calculations, analytics and workflow automation, along with distribution capabilities that can help amplify the visibility of our customers' products. For more information, visit www.bloombergindices.com.

About Bloomberg
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SOURCE Bloomberg L.P.