Over the last two years, Barclays has focused on the development of its in-house quantitative investment strategy (QIS) index business as well as the Barclays strategy indices, which include the Shiller Barclays CAPE indices.

SRP data also shows that the UK bank has a number of strategy & custom indices linked to live products across markets including the Barclays Trailblazer Sectors 5 Index (207 products/ US$256.98m; Barclays ARMOUR II Gross USD 7% ER Index (nine products/US$26.57m; Barclays Overnight SGD Index (three products/ US$56.97m; and Barclays Armour EUR Index (two products/US$41.55m; as well as risk control indices recently deployed in the US indexed annuities such as the Barclays Transitions 12 VC Ind

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