Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 100 bonds and 11 indices. Index coverage includes: Dow Jones Sukuk Index – 1-3 Yrs, 3-5 Yrs, 5-7 Yrs, A, AA, AAA, BBB, etc.
Some of the data items available include:
- Index Items: Average Convexity, Average Coupon, Average Effective Duration, Average Macaulay Duration, Average Modified Duration, Average Price, Average Rating, Average Years To Maturity, Average Yield To Maturity, Average Yield To Worst, Daily Price/Total Return In USD, Market Value in USD, Notional Outstanding in USD, Number of Constituents, Option Adjusted Spread, Total Return Index in USD, etc.
- Company Items: Accrued Interest, Call Date, Cash Adjusted Modified Duration, Common Frequency Modified Duration, Convexity, Coupon, Cusip, Date, Effective Duration, Isin, Level 1 Industry Code (Glic, Cobs), Macaulay Duration, Market Value In USD, Maturity, Modified Duration, Mtd Interest Return In USD, Mtd Principal Return In USD, Mtd Reinvestment Return in USD, Mtd Total Return in USD, Notional Outstanding in USD, Option Adjusted Spread, Price, Rating, Registration Type, RIMES Calculated Daily Total Return in USD, Security Id, Sedol, Treasury Benchmark Spread, Weight, Years to Maturity, Yield to Call/Maturity/Worst, etc.