Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 60 indices and 2300 bonds.
Index coverage includes:
- Asia ex-Japan USD HG Credit indices, EUR Fixed Indices, EUR Float Indices, EURO ABS Bond Indices, EURO Fixed ABS Bonds, EURO Floating ABS Bonds, GBP Fixed Indices, Pan European indices, Sterling Fixed ABS Bond Index, Sterling Floating ABS Bond Index, etc.
Some of the data items available include:
- Index Items: Average Coupon, Average Duration Spread, Average Life, Average Price, Average Spread, Average Spread Duration, Average Yield, Coupon Return Over Month, Number Of Constituents, Price Return, Total Return, etc.
- Bond Items: Collateral Type, Coupon Type, Date, Duration, Duration Spread, Gov Spread, Index Component Weight, Isin, Libor Spread, Market Value, Notional Outstanding, Price Rating , Weighted Average Life, Yield