The government securities index calculated by the Argentine Institute of Capital Markets (IAMC) came from the need of having an indicator that would allow observing the performance and profitability evolution of the bond market, given the importance of bond trading in the Argentinean capital market (on both, the exchange and Over-The-Counter). The IAMC Bond Index is an index of price variation with fixed weights for each bond in the portfolio in the current quarter. It is the calculation of four (4) sub-indices, according to the currency of denomination of the bonds and their average maturity horizon.
Key Features and Coverage on RIMES
For this data source, RIMES hosts 11 indices, including the Libor 180 and various IAMC bond indices.
Some of the data items available include:
- Last Price Date, Series Value, Total Return, Investable Weight in Index, etc.