Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 20090 bonds and 5 indices (described above). Some of the data items available include:
- Bond Items – Accrued Interest, Clean Price, Convexity, Coupon Frequency – Chinese, Daily Total Return – RIMES Calculated, Database Source and Symbol Code, Date of Portfolio, Dirty Price Index Description Chinese, Industry Classification Code – Chinese, Investable Factor, Investable Weight, Last Price Date, Market Value, Modified Duration, Notional Outstanding, Opening Daily Total Return Market Value, Opening Market Value in Local Currency, Price Return, etc.
- Index Items – Country Code, Country Description, Coupon, Coupon Frequency, Identifier, Issue Date, Issuer Rating, Listed Market, Maturity Date, Portfolio Headline Index Symbol, Rating, Average Convexity, Average Macaulay Duration, Average Modified Duration, Average Price, Average Yield, Currency Code, Market Capitalization, Number of Constituents, Price Return, Reinvest Return Index, Total Return, etc.
