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FTSE Russell/Bank of China Hong Kong Offshore RMB Indices

The FTSE-BOCHK Offshore RMB Bond Index Series measures the performance of RMB-denominated bonds issued and settled outside the People’s Republic of China. The series is designed to provide an international industry standard benchmark and to offer market participants exposure to RMB-denominated bonds. The indexes are reviewed on a monthly basis. At the review bonds may be removed or added to the indices. A total return version of all the indexes is also available. The total return index takes into account the price changes, interest accrued and coupon payments of each bond. The full amount of coupon receipts and interim cash flows of each bond are treated as cash, earning zero interest intra-month, and will be re-invested in the index at the monthly review.

Key Features and Coverage on RIMES

For this data source, RIMES hosts 5 indexes; including FTSE-BOCHK Offshore RMB  – Bond Index, Chinese Sovereign Bond Index, Investment Grade Bond Index, High Yield and Unrated Bond Index, and 1-3 Years Central Government Bond Index.

Some of the data items available include:

  • Average Macaulay Duration, Average Modified Duration, Average Yield, Coupon, Convexity, Description, Daily Interest Rate Return, Database Domain Code, Daily Price Return, Daily Price, Return in Chinese Yuan, Daily Total Return, Daily Total Return in Chinese Yuan, Number of Constituents, Notional Outstanding, Notional Outstanding in Chinese Yuan, Database Symbol, Total Return, Total Return in Chinese Yuan, Years to Maturity, etc.

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