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Through Bloomberg I have downloaded some data related to the Bloomberg Euro Aggregate Bond Index, however I think I am wrong. I was convinced to have taken the historical prices of the index (in particular the closing at the end of the month), because what interested me was then to calculate the returns. However, once back home, and comparing them with quotes seen on the internet, I realized that these data were all around 100. I bring you an extract: enter image description here

Could it be that the data is all scaled to 100 since the start of the period? Does it change anything if I calculate the returns or does the return between months remain the same?

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  • $\begingroup$ The LBEATREU Index was started on June 1, 1998. The total return in each month can be found as $(I_t-I_{t-1})/I_{t-1}$ $\endgroup$ – noob2 Mar 19 at 20:50

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