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Markit iBoxx Asian Local and USD Bond Indices

Published in Fixed Income Indices

The Markit iBoxx Asian Local Bond indices (iBoxx ALBI) and Markit iBoxx Asian USD Bond indices (iBoxx ADBI) cover the local currency and USD segments of Asian fixed income markets. The iBoxx ADBI also contains the Markit iBoxx Asian USD High Yield Bond index (iBoxx AHBI). The iBoxx ALBI and ADBI indices form part of the iBoxx Asian Bond indices. The iBoxx Asian USD Bond Index family represents the fixed income market for USD denominated bonds from Asian issuers. The index family also contains a separate index covering the sub-investment grade universe of Asian USD bonds – Markit iBoxx AHBI. The Markit iBoxx Asian Local Bond Index family (iBoxx ALBI) is designed to reflect the performance of local currency bonds from 11 Asian local currency bond markets. The index offers a broad coverage of the universe of internationally accessible bonds from China‘s on and off-shore markets (Hong Kong, India, Indonesia, Korea, Malaysia, etc.), whilst upholding minimum standards of investability and liquidity. The iBoxx ALBI Index family comprises an overall index and indices for each currency. Sovereign and non-sovereign sub-indices are calculated for those markets where the index includes non-sovereign bonds.

Key Features and Coverage on RIMES

For this data source RIMES hosts approximately 2800 bonds and 700 indices.

Index coverage includes:

  • Markit iBoxx Asian USD Dollar Bond Index and various Markit iBoxx ALBI Indices and Markit iBoxx ADBI Indices.

Some of the data items available include:

  • Index Items – Asset Swap Margin, Average Z-Spread, Base Market Value, Cash Paid in Local Currency, Coupon Income Index, Daily Excess Return, Daily Total Return, Duration Weighted Exposure, Gross Price Index, Hedged Values, Income Index, ISIN Code, Issuer Class Level 1, Market Value, Month to Date Excess Return, Notional Outstanding, Number of Constituents, Paid Cash, Price Duration, Price Index, Redemption Income Index, Top Level Index Membership, Total Return, Total Return Index Value in Euros, etc.
  • Bond Items – Accrued Interest, Annual Benchmark Spread to Benchmark Curve, Annual Convexity, Annual Modified Duration, Annual Spread, Annual Yield, Ask Price, Asset Swap, Base Market Value in Local Currency, Base Market Value Investible Weight, Benchmark ISIN Code, Bid Price, Bloomberg Ticker, Cash Paid in Local Currency, Clean Price, Convexity, Country Code, Coupon, Currency Code, Currency Investable Weight, Daily Excess Return, Daily Total Return, Day Count, Dirty Price, Dollar Value Change for 1 Basis Point, Effective Duration, Ex-Dividend, First Coupon Date, First Settle Date, Flag Is Perpetual, Index Price, Industry Level 1 Description, Interest Accrued Date, Investable Weight, Issuer Class, Issuer Description, Macaulay Duration, Market Value in Local Currency, Maturity Bands, Maturity Date, Modified Duration, Month to Date Total Return in Local Currency, Next Call Date, Next Coupon Date, Notional Outstanding in Local Currency, Number of Price Contributors, Option Adjusted Spread, Price Return Base Market Value, Price Return Investable Weight, Price Return Market Value, Pricing Type, Rating, Reference Date, Weight in Index, Work Out Date, Years to Maturity, Yield, Z-Spread, etc.


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