Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 18435 bonds and 9 indices, including:
- Barclays MSCI Euro and Global Corporate Catholic Values
- Barclays MSCI Global Corporate Catholic Values
- Barclays MSCI US Corporate SRI Index
- Barclays MSCI Global Treasury ex-CHF ESG Wei
- Global Green Bond Index
Some of the data items available include:
- Index Items – Adjusted Duration, Average Coupon, Average Maturity, Average Option Adjusted Spread, Average Price, Average Spread, Average Yield, Convexity, Duration to Worst, Excess Return Year to Date, Hedged Total Returns, Index Family, Last Price Date, Market Value, Month to Date Coupon/Currency Return, Number of Constituents, Price Index, Returns Modified Duration – ISMA, Total Excess Return, Total Return, etc.
- Bond Items – 1 Month CPR, 144A Index Flag, Accrued Interest, Amount Outstanding at Issue, Average Life, Average Macaulay Duration, Average Modified Duration, Average Quality, Bid Spread, Callable Indicator Flag, Classification Code, Classification Level 2 Code, Clean Price, Constrained Market Value, Constrained Notional Outstanding, Convexity Computed As Per Country’s Local Convention, Convexity to Maturity, CPI Ratio, Currency Return, D&P Rating, Daily Return (Coupon, Currency, Price, Total), Debt Subordination, Duration to Maturity, Environmental Pillar Score, ESG Rating, Exchange Rate, Family Currency, First Coupon Date, Fitch Rating, Governance Pillar Weight, Government Pillar Scores (Env., Gov., Social), Government ESG Rating, Instrument Type, Investable Weight, ISIN Code, IVA Rating, Key Rate Duration, Libor Option Adjusted Spread, Lognormal Model OAS, Market Capitalization Percentage/Value, Maturity Bands/Dates, Maturity Date, Modified Duration, Moody’s Rating, Native Currency, Notional Outstanding, Option Adjusted Convexity/Spreads/YTM/YTW, Price, Price Return, Put Flag, Returns Universe, Social Pillar Score, Sovereign Rating, Spread, SRI Criteria, Ticker, Total Return, Weight in Index, Years to Maturity, Yield Computed As P, Yield to Worst, etc.