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Bloomberg AusBond Indices

Published in Fixed Income Indices

The Bloomberg AusBond Indexes (former UBS Australia Bond Indices) can be used as a basis for evaluating the performance of the Australian debt markets. The update cycle for the indexes is daily, and the data history goes back to January, 1992. Bloomberg AusBond Indexes meet the criteria for a global world bond index and can be customized with other world bond indexes to access the performance of international bond funds. These indexes offer coverage of the investable securities in Australian debt markets, including government debt, investment-grade debt, inflation-linked securities, asset backed and floating rate securities.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 540 indices and 2376 bonds.

Index coverage includes the following:

  • Bloomberg Ausbond – Master Index, Composite Bond Index, Government Index, Treasury Index, Semi-Govt Index, Non-Govt Index, Credit Index, Supra/Sov Index, Govt Inflation Index, Credit Inflation Index, Credit Frn Index, New Zealand Bank Bill Index, New Zealand Inflation Index, New Zealand Treasury Index, etc.

Some of the data items available include:

  • Company/Issuer Items – accrued interest, cash, cash flow amount, convexity, coupon, daily total return, date of issue, description, dirty price, fitch rating, frequency of coupon payments, index flag, index highest maturity band, index lowest maturity band, index maturity band, index name, ISIN, issuer, market value, maturity, modified duration contribution, Moody’s rating, outstanding amount, previous dirty price, price, S&P rating, sector, security id, spread, spread duration contribution, symbol, ticker, weight, yield, etc.
  • Portfolio Items – currency, date, market value in local currency, outstanding amount in local currency, weight in index, etc.
  • Index Items – average convexity, average life, average yield, duration, high end of maturity band, low end of maturity band, maturity band, modified duration, spread duration, total return, etc.

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