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FTSE Yield Book Analytics & Treasury + Swap Curves

The Yield Book is the trusted and authoritative source for fixed income analytics that enables market makers and institutional investors to perform complex and accurate portfolio analysis and risk management.  Yield Book products offer analytical insight into an extensive range of financial products in the fixed income space including Governments, Agencies, Corporates, High-Yield, Emerging Markets, Mortgages, ABS, CMBS, CMOs, and Derivatives.  Powerful technology utilizing dedicated centralized servers ensures reliable, prompt data delivery.  The Yield Book’s global team of analysts and engineers provide training, analytics, usage, and technical support to customers around the world.

Key Features and Coverage on RIMES

Through RIMES, the Yield Book can be used as an analytics tool to address complex mandates through our extensive benchmark choices, or through custom benchmarks that you specify. Choose from a comprehensive range of global debt market indexes, including: RIMES and Yield Book pricing related to JPFI, SBFD, and SBFI.

Securities currently available include approximately 16400 bonds, 35 indexes, 70 money markets and 2 futures. Some of the more popular items available include: Yield curves at 1-30 years, Key rates (partial), Durations, at 1, 2, 3, 5, 10, 20 and 30 years, and various bond items, including:

  • Accrued Interest, Asset Class, Base Currency, Clean Price, Composite Rating, Corporate Sector Description, Country, Coupon Rate, Currency, Curve Date, Daily Total Return, Description, Dirty Price, Dollar-Value Of 01 (Nominal), Effective Convexity/Duration, Factor, Industry, ISIN, ISO Country Code, Market Value, Maturity Date, Modified Duration, Notional Outstanding, Option-Adjusted Spread, Par Amount, Partial Durations, Pricing Date, Pricing Source, Real Yield, Sector Classification, Security Type, Spread Duration, Ticker, Weight, Average Life, Country Code, Years To Maturity, Yield Curve Margin, Yield to Maturity, etc.


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