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Daiwa Bond Indices

Published in Fixed Income Indices

The Daiwa Bond Index (DBI) is a daily bond index calculated and released by Daiwa Institute of Research, based on a world-standard calculation method. Using this index, investors can monitor the general movement of the bond market in a timely way. DBI covers all categories of Japanese publicly-issued coupon bonds. DBI is designed for the purpose of measuring the comprehensive performance (total return), using the market-value weighting method. Additionally, the index can be used as a benchmark for evaluating a portfolio, because it is calculated on the concept of time-weighted return.

Indexes selected for calculation include publicly-issued coupon bonds issued in Japan.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 60 indices, including:

  • DBI Bank Debentures
  • DBI Composite
  • DBI Fiscal Loan
  • DBI Float
  • DBI Government
  • DBI Inflation Indexed Bond
  • DBI Municipals
  • DBI Rimbs
  • DBI Yen Denominated Foreign

Some of the data items available include:

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


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