The MPF World Government Bond Index (MPF WGBI) is designed to comply with the regulatory requirements governing investments in debt securities by Hong Kong Mandatory Provident Fund schemes. The index is based on the Citi World Government Bond Index (WGBI), which measures the performance of fixed-rate, local currency, investment-grade sovereign bonds. The WGBI is a widely used benchmark that currently comprises sovereign debt from over 20 countries, denominated in a variety of currencies, and has more than 30 years of history available.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 770 bonds and 34 indices. Index coverage includes MPFWGBI Indices.
Some of the data items available include:
- Bond Items – Accrued Interest, Actual Coupon Rate, Clean Price, Convexity to Libor, Country Code, Currency Code, Date of Portfolio, Duration to Worst, Effective Convexity, Effective Duration, Industry Code, Issuer Description, Market Value, Market Weight, Maturity Bands, Maturity Date, Maturity Sector, Modified Duration, Month to Date Income Return, Price Return, Reinvestment Return, Total Return, Next Call Date, Notional Outstanding, OAS to Libor, Option Adjusted Spread, Rating Sector, Registration, Sector Code, Sedol Code, Spread, Ticker, Yield to Call, Yield to Maturity, Yield to Worst, etc.
- Index Items – Average Duration to Worst Call, Average Life, Average Macaulay Duration, Average Modified, Duration, Average Option Adjusted Spread, Average Spread, Average Yield, Average Yield to Worst, Bid Price, Common Frequency Modified Duration, Coupon, Coupon Frequency, Daily Total Return, Effective Duration, Gross Spread, Macaulay Duration, Modified Duration to Worst, Rating, Total Return, Duration to Worst, Last Price Date, Number of Constituents, etc.