Transparent, rules-based indices for the modern credit market. Empowering asset managers, ETF issuers, and hedge funds with absolute benchmark clarity.
Cost efficiency and industrial design — reimagining fixed income benchmarking from the ground up.
Up to 80% lower licensing fees versus legacy providers. Institutional-grade benchmark access without the legacy price tag — built for modern ETF issuers and asset managers.
Cloud-native, modular infrastructure engineered for scale. Every component built for reliability, speed, and seamless integration into institutional data workflows.
Factory-floor precision applied to index construction. Tight tolerances, zero redundancy, and machine-testable rules at every step of the methodology chain.
Indexes built like components — interchangeable, composable, and upgradeable. Swap rules, extend universes, or combine strategies without rebuilding from scratch.
From a single bespoke credit index to hundreds of multi-asset benchmarks — the same production pipeline handles it all, eliminating per-unit cost inflation.
Every index runs through our daily sanctions screening engine. OFAC, EU, UK, and UN lists checked as standard — cost included, compliance guaranteed.
Three regulatory pillars underpin every index we build — IOSCO principles, EU BMR 2025/914, and the UK's new SABR framework.
The Index Company certifies material compliance with the IOSCO Principles for Financial Benchmarks (2013) — the global gold standard for benchmark integrity. These principles form the foundation of all our operations, regardless of regulatory designation.
Strict separation of index design, calculation, and oversight functions to eliminate conflicts of interest.
Fixed income pricing utilises verifiable transaction data, executable quotes, or expert judgment hierarchies where liquidity is thin.
Comprehensive, public-facing Methodology Books for every index, ensuring full replicability and clarity.
Periodic internal audits and a robust complaints-handling mechanism available to all index users.
The EU has significantly narrowed the scope of the Benchmarks Regulation to focus on systemic risk. The Index Company operates as a Non-Significant Benchmark administrator — indexes with total average referenced financial instruments below €50 billion — enabling a leaner, faster governance model.
Below €50B threshold — exempt from exhaustive Title II/III governance requirements.
Faster index customisation and significantly lower licensing costs passed to users.
Voluntary adherence to transparency standards — clear methodology docs and Benchmark Statements for all products.
SABR moves the UK from universal regulation to a designation-based model. Only benchmarks deemed "systemically important" by HM Treasury will be regulated. 80–90% of benchmark administrators are expected to be deregulated — including most niche and credit indexes. TIC is positioned ahead of this shift.
Gilt/SONIA benchmarks remain heavily regulated. Corporate, high-yield, and credit indexes transition to IOSCO self-governance.
The obligation to use only FCA-registered benchmarks is removed. Asset managers gain access to a wider range of global and specialised credit indexes.
Responsibility shifts to the firm. Managers must prove to the FCA that their chosen index is robust. TIC provides full audit trails and Benchmark Statements to satisfy any review.
Without the "FCA Authorized" label, the competitive edge shifts to quality and cost. TIC delivers both — institutional-grade governance at a fraction of legacy provider pricing.
TheIndex.Company was born from a simple observation: the world's most important asset class is still governed by legacy systems that are slow, opaque, and cost-prohibitive.
Sandeep Dhingra is a seasoned leader in global fixed income and credit derivatives with over 25 years of experience. As a founding member of Markit India, he helped develop global credit derivatives products and later founded FactEntry, a fixed income data provider successfully sold to SIX Group.
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Tim Mortimer began his derivatives career at BNP Paribas before moving to UBS, where he spent over five years as a quantitative analyst during the early development of structured products. He later joined Zurich Capital Markets as part of a cross-asset derivatives team. Since 1998, he has been Managing Director of FVC | Future Value Consultants, a leading structured products consultancy.
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Every index governed by a publicly accessible, rules-based framework. No hidden adjustments.
Advanced modeling ensures indices are both accurate and investable for modern institutional trading.
As an independent provider, our sole loyalty is to the accuracy of the data. Always.
Weekly bond market commentary and rebalancing announcements from our index committee.
Fed rate expectations have pushed HY spreads to 18-month wides. We examine the constituent-level impact and upcoming rebalancing implications.
Read Analysis →Monthly rebalancing complete. Green Bond index saw the largest inflow of new eligible securities, with 12 new issuers meeting the $300M threshold.
Read Full Note →Our quant team models the risk-adjusted return of TIC EM Sovereign Index against developed market peers as USD strength persists into Q1.
Read Research →For licensing, data partnerships, or custom index solutions, reach out directly to our team.