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