Your SEO optimized title page contents
Ask About Our Solutions

Markit iBoxx Indices and CDS Data

Markit iBoxx cash bond indices are designed to replicate investible investment grade and high yield fixed income markets. Markit CDX indices are a family of tradable CDS indices covering North America and emerging markets. Markit iTraxx indices are a family of European, Asian and Emerging Market tradable credit default swap indices.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 48000 Credit Default Swaps, 5820 bonds, and 10500 companies, 7600 indices.

Index coverage includes:

  • CDX.EM, CDX.NA, CDXEMDIV, CDXLATAMCORP, CDXNAIGCONS, Dow Jones CDX.EM, Dow Jones CDX.NA, iTraxx EUR, Japan, SDI-75, ITRAXX CDS Indices, etc.

Some of the data items available include:

  • Bond Items: Accrued Cash, Accrued Interest, Ask Price, Asset Swap Margin, Benchmark Isin, Benchmark Spread, Benchmark Spread To Bm-Curve, Bid Price, Bloomberg Ticker, Cash Accrued (Mid Day Values), Component Weight, Convexity, Country, Coupon, Daily Excess, Return, Daily Return, Database Domain, Day Count Designation, Debt, Description, Dirty Price Used In Valuations, Dollar-Value Of 01, Duration, Duration Weighted Exposure, Effective Duration, Excess Retrun, Ex-Dividend, First Coupon Date, First Settle Date, Frequency, Industry Description, Interest Accrued Date, Isin Identifier, Issuer, Market Value, Market Value Base Weight, Market Value For A Particular Liquid Index, Maturity Bands, Maturity Date, Mid Price, Modified Duration, Notional Outstanding, Number Of Price Contributors, Option Adjusted Convexity/Spread, Outstanding Eurl, Paid Cash, Portfolio Date, Pricing Type, Rating, Redemption, Redemption Factor (For Gbp Indexes), Sector Classification, Seniority Level, Sinking Factor (For Gbp Indexes), Street Convexity/Modified Duration/Yield, Symbol, Tier, Top Level Index Membership, Total Return, Work Out Date, Years To Maturity, Yeild To Worse, Yield, Z-Spread, etc.
  • Index Items: Asset Swap Margin, Average Ytm, Cash Accrued Interest (Liquid Indices), Convexity, Cost Factor, Coupon Income Index, Excess Return, Gross Price Index, Income Index, Index Benchmark Spread, ISIN of Price Index, Last Price Date, Market Value Base, Modified Duration, Number of Constituents, Option Adjusted Convexity/Spread, Price Duration, Price Index, Redemption Income Index, Semi Annual Portfolio Convexity, Ticker, Total Return Index, Yield, Yield To Worse, Z-Spread, etc.

Looking for specific data?

Get in touch. We can source specific data, just for you.