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. This service provides an early valuation point for inclusion in net asset value calculations, or to price funds or trusts for investors.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 22 indexes, including various FTSE Actuaries UK Conventional, and Index-linked Gilts Indices. Some of the data items available include:
- Index Items – Accrued Interest to Index Base Value Accrued Interest Ratio, Accrued Interest to Maturity Band, Average Price to Maturity Band, Base Value to Maturity Band, Convexity – Market Value Weighted, Coupon Income Index, Cumulative Year to Date Accrued Interest, Gross Redemption Yield, Interest Received Per Index, Last Interest Payment Date to Index Base Value Ratio, Last Price Date, Macaulay Duration, Market Value, Modified Convexity, Modified Duration, Number of Constituents, Sum of Nominal to Maturity Band, Total Return, Year to Date Ex Dividend Adjustment, etc.