Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 1800 bonds and 200 indices.
Index coverage includes:
- JACI – Asia, China, Hong Kong, India, Korea, Malaysia, Philippines, Singapore, Taiwan, Thailand, Vietnam, etc.
Some of the data items available include:
- Index Items: currency code, date, description, market capilization, mpfflag, total return, etc.
- Current Company Items: composite rating, country, country code, coupon rate, industry description, investment grade flag, isin, issuer description, maturity date, moody rating, non-investment grade flag, sector description, source, standard and poors rating, symbol, tenor, ticker, etc.
- Historical Company Items: accrued interest, asset swap spread, benchmark yield, coupon rate, market value, modified duration, outstanding face value, price, spread over government curve, weight, yield, etc.
- Historical Bond Items: adjusted duration (semi-annual basis), adjusted duration convexity (semi-annual basis), average blended spread/ yield, average effective convexity/ duration, average life, blended spread/ yield, blended yield to maturity, country weight, current face price bid/ offer, dirty price, EIR duration, investable weight, market value (in percentage term), market value in usd, market weight, number of constituents, outstanding face value in usd, price, quote method, spread duration, total return in usd, etc.