ECPI Bond Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 9400 bonds and 22 indices; including various ECPI Indices (e.g. EM ESG, EMU Govs, Euro Ethical Corp, Global Developed, etc.). Some of the data items available include:

• Bond Items – Accrued Interest, Annual Modified Duration, Annual Yield, Ask Price, Base Market Value in Local Currency, Bid Price, Bloomberg Ticker, Convexity, Country Code, Coupon, Currency Code, Daily Total Return, Day Count, Dirty Price, Exchange Rate, First Coupon Date, Index Price, Industry Level, Investable Weight in Index (Source), ISIN Code, Issuer Description, Macaulay Duration, Market Value, Maturity Date, Month to Date Total Return, MOODY’s Rating, Notional Outstanding, Paid Cash, Previous Coupon Date, Semi Annual Modified Duration, Semi Annual Yield, Standard & Poor’s Rating, Yield, Yield to Maturity / Years to Maturity, etc.
• Index items – Annual Portfolio Modified Duration, Average Annual Convexity, Average Macaulay Duration, Average Yield to Maturity, Base Market Capitalization, Hedged Total Return in Euros, Market Capitalization, Number of Constituents, Semi Annual Portfolio Modified Duration, Total Return, etc.