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J.P. Morgan Daily Analytics

J.P. Morgan produces proprietary index products that track emerging markets, government debt, and corporate debt asset classes. The Global Index Research group develops index products comprising tradable strategies, ETFs/ETNs, Credit, and Commodities. Index products and research provide analytics to evaluate client portfolios. The indices define and increase the visibility of the asset classes they represent and provide a tool to measure the performance of the asset class.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 21960 bonds.

Some of the data items available include:

  • Accrued Capitalization, Accrued Interest, Ask Price, Average Life, Average life interpolated on the US Treasury curve, Benchmark Spread, Bid Dirty Price, Bid Price, Bid Side Blended Spread Over Average Life Interpolated Treasury, Bid Side Stripped Spread, Bid Side Yield To Maturity, Blended Spread Over Average Life Interpolated Treasury, Blended Yield to Maturity, Bond Type, Country Description, Coupon, Coupon Frequency, Currency Code, Current Coupon Rate, Current Yield, Daily Price Return, Daily Return, Date Of Nearest Put Option, Discount Margin, Convexity, Duration, Settlement Value Bid, Spread Convexity, Spread Duration Yield, ISIN Code, Maturity Date, Name of Nearest Treasury, Nearest Treasury Rate, Net Present Value of Interest/Principle Collateral on a Brady Bond, Next Call Date, Next Coupon Amount, Next Coupon Date, Offer Dirty Price, Price Scalar Remaining Face Amount for Amortizing and Capitalizing Bonds, Put/Call Indicator, Quote Clean/Dirty Price Indicator, Quote Method, Remaining Face Amount of Amortizing and Capitalizing Bonds, Second Order Term of Yield Value of Basis Point Change, Settlement Date, Spread Over Treasury To Worst, Strike Price, Stripped Spread/Yield, Total Return, Trade Date, Underlying Benchmark Used For Analytics Calculations, Yield To Nearest Call/Put, Yield To Worst, Yield Value of Basis Point Change in Price, Yield Value of Basis Point Change in US Interest Rates, etc.

 

JPMorgan Chase & Co.

 

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