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
Our Managed Data Services
- Working with 400+ data and 1400 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.