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 5000 bonds and 290 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: Annual Yield, Base Market Value, Convexity, Coupon, Coupon Income Index, Dollar Value Change for 1 Basis Point, Duration Weighted Exposure, Effective Duration, Excess Return Over Libor/Over Sovereigns, Expected Remaining Life, Gross Price Index, Hedged Return in US Dollars, Income Index, Index Benchmark Spread, Issuer Class, Last Price Date, Macaulay Duration, Market Value, Modified Duration, Notional Outstanding, Number of Constituents, Option Adjusted Convexity/Spread, Paid Cash, Portfolio Convexity, Portfolio Modified Duration, Portfolio Yield, Price Duration, Price Index, Redemption Income Index, Spread to Spot Curve, Swap Margin, Top Level Index Membership, Total Return, Yield to Maturity / Average Years to Maturity, etc.
- Bond Items: Accrued Interest, Ask Price, Asset Swap, Average Spread to LIBOR, Base Market Value in Local Currency, Benchmark Spread to Benchmark Curve, Bid Price, Bloomberg Ticker, Call Date, Cash Paid, Clean Price, Convexity, Country Code of Risk, Coupon, Currency Code, Cusip Code, Day Count, Dirty Price, Dollar Value Change for 1 Basis Point, Effective Duration, Excess Return Over Libor, Ex-Dividend, First Coupon Date, First Settle Date, Flag Is Hybrid Capital, Flag Is Perpetual, Interest Accrued Date, Investable Weight, ISIN Code Index Level, Issue (Description, Class Level, Country), Macaulay Duration, Market Value, Maturity Bands, Maturity Date, Mid Price, Modified Duration, Notional Outstanding, Option Adjusted Spread, OAS Convexity, PIK Flag, Price Return Market Value, Pricing Type, Rating, Redemption, Seniority Level, Sinking Factor, Sinking Flag, Spread, Spread to Spot Curve, Total Return, Weight in Index, Work Out Date, Yankee Bond Flag, Yield, Yield to Maturity, etc.