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FTSE GILT Government Bond Indexes

Published in Fixed Income Indices

The FTSE UK GILTS Indexes are a comprehensive family of indexes and related bonds data (e.g. duration) and are based on all eligible British Government Securities. The indexes are divided into conventional GILTS and index linked GILT indexes. There is a headline index for each sub-division and the indexes are also available in maturity bands.

The FTSE Actuaries UK Gilts Indexes are a broadly-based family of Indexes and related bonds data (e.g. duration) and are based on all eligible British Government Securities. The Indexes are divided into conventional gilts and index linked gilt indexes. There is a headline index for each sub-division. The Indexes are also available in maturity bands. Additionally there is a yield index that provides the term structure of the gilt market from one year up to 50 years. In addition to end-of-day values, a midday index calculation service is also available.

Key Features and Coverage on RIMES

For the FTSE GILT Government Bond Index source, RIMES hosts approximately 35 indexes and 150 bonds, including British Gov. Fixed Income IRREDEEMABLES, FTSE Actuaries UK Conventional Gilts, Medium and High Coupon Gilt Averages, etc. For the FTSE GILT Government Bond Midday Index source, RIMES hosts approximately 22 indexes, including FTSE Actuaries UK Conventional, and Index-linked Gilts Indices.

Some of the data items available include:

  • Bond Items: % Weight Within Band Index/Overall Index, Accrued Interest Per Price, Band Of Which Stock Is Constituent, Base Rpi, Closing Clean Price, Closing Clean Price + Accrued Interest, Current Rpi Divided By Base Rpi, Daily Return, Equilibrium Price Per Formula, Market Value, Including Accrued Interest, Months Between Rpi At Last Payment And Current Rpi*Frequency/12, Month-To-Date Change In Closing Clean Price/Total Return (In Gbp), Number Of Days Accrued To Next Payment Date, One-Day Change In Closing Clean Price/Total Return (In Gbp), Part Period From Settlement Date To Next Pay Date/ Total Period Rpi 8 Months Ago, Symbol, Term In Periods And Fractions Thereof From Settlement Date Redemtion, Year-To-Date Change In Closing Clean Price (In Gbp), Year-To-Date Change In Closing Total Return (In Gbp), etc.
  • Index Items: Accrued Interest / Index Base Value (Accrued Interest), Accrued Interest For Each Band, Average Price For Each Index Band, Base Value For Each Band, Convexity, Cumulative Aciadd Year To Date, Description, Gross Redemption Yield (%), Interest Received Per Index, Interest Xd Today / Index Base Value, Macaulay Duration (Years), Market Value For Each Band ‘000s, Modified Duration (Years), Number Of Constituents Per Index, Sum Of Nominal For Each Index Band, Today’s Closing Capital Index, Today’s Closing Total Return Index, Xd Adjustment Year-To-Date, etc.

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