Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 2700 bonds and 310 indices. Index coverage includes: iBoxx ABF China, Hong Kong, Indonesia, Korea, Malaysia, Philippines, Singapore, Thailand, etc.
Some of the data items available include:
- Bond Items: Accrued Interest, Ask Price, Base Market Value (Loc) – Monthly Only, Bid Price, Cash Payment (Loc), Classification Level, Component Weight, Convexity, Country, Coupon (Adj, Freq, Pmt), Daily Return (Loc), Day Count Designation, Dirty Price, Duration, Ex-Dividend Factor – Monthly Only, Final Maturity, First Settle Date – Monthly Only, Frequency, Hedged Market Value (Usd Pan-Asia Index), Industry Description, Market Value, Mid Price, Modified Duration, Month-To-Date Return, Notional Amount, Rating, Redemption Fator, Ticker, Years To Maturity, Yield, etc.
- Index Items: Alias, Annual Index Benchmark Spread, Cash Payment (Usd), Clean Price Index, Convexity, Coupon, Coupon Income Index, Duration, Gross Price Index, Hedged Paid Cash (Usd), Hedged Total Return Index (Usd), Income Index, Index Base Market Value, Market Value, Maturity Band Flags, Modified Duration, Notional Amount (Loc), Number Of Constituents, Portfolio Duration, Portfolio Modified Duration, Portfolio Yield, Redemption Income Index, Symbol, Total Return Index, Years To Maturity, Yield, etc.