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Bloomberg Strategy Indices

Published in Strategy Indices

Bloomberg’s strategy indices leverage years of experience in systematic strategies research as well as tradable index development, calculation and administration.

The Bloomberg SDR Interest Rate 3M Constant Maturity Index reflects the performance of a rolling synthetic money market instrument based on the 3 month SDR Interest Rate.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the SDR Interest Rate 3M Constant Maturity Index. Some of the data items available include:

  • Description
  • Database Domain Code
  • Database Source
  • Database Symbol
  • Total Return

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