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Markit iBoxx ASIA Indices

The Markit iBoxx Asian indices are compiled for JGBs in Japan and local currency sovereign and quasi-sovereign issues in China, Hong Kong, Indonesia, Korea, Malaysia, Philippines, Singapore and Thailand, as well as India and Taiwan. Since the ex-Japan indices cover countries with small, medium and large bond markets at different stages of development, their weights in the Pan-Asia index combine market size with liquidity, credit quality and market openness factors.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 3200 bonds, 350 indices and 11 currencies. Index coverage includes iBoxx Asia, Markit iBoxx ABF Pan-Asia, and more.

Currency coverage includes: 

  • Spot rates for KRW/USD, IDR/USD, MYR/USD, PHP/USD, HKD/USD, INR/USD, TWD/USD, SGD/USD, and CNY/USD.

Some of the data items available include:

  • Bond items: Accrued Interest, Annual Convexity/Modified Duration/Yield, Ask Price, Base Market Value, Bid Price, Cash Payment In Local Currency, Component Weight, Country, Coupon, Currency, Daily Return, Database Domain, Day Count Designation, Dirty Price Used In Valuations, Duration, Ex-Dividend Factor/Flag, First Coupon Date/Settle Date, Frequency, Hedged Market Value, Interest Accrued Date, Isin Identifier, Issuer, Level Sector Classification, Market Value/Base Weight, Maturity Bands/Date, Mid Price, Notional Amount/ Outstanding, Paid Cash, Portfolio Date, Rating, Redemption, Sinking Factor (For Gbp Indexes), Street Convexity/Modified Duration/Yield, Symbol, Ticker, Top Level Index Membership, Years To Maturity, etc.
  • Currency Items: Ask Price (Fx Rates), Bid Price (Fx Rates), Forward One Month Price (Fx Rates), Mid Price (Fx Rates), Price (Fx Rates), Last Price Date, etc.
  • Index Items: Base Market Capitalisation In Us Dollars, Convexity, Coupon, Duration, Gross Price Index, Hedged Base Market Capitalisation In Us Dollars, Hedged Coupon Income Index In Us Dollars, Hedged Gross Price Index, Hedged Income Index In Us Dollars, Hedged Index In Us Dollars, Hedged Market Capitalisation In Us Dollars, Hedged Paid Cash In Us Dollars, Hedged Redemption Income Index In Us Dollars, Hedged Return In Us Dollars, Income Index, Income Index In Us Dollars, Index Base Market Value (Usd), Index Market Value (Usd), Market Capitalisation In Us Dollars, Modified Duration, Notional Amount Us Dollars, Number Of Constituents, Paid Cash In Us Dollars, Price Duration, Price Index, Redemption Income Index, Total Return Index, Yield, YTM, etc.

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