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Market iBoxx Indices (Fixed Income)

Markit is a leading global index services provider, covering corporate, municipal and sovereign bonds, as well as loans and securitized products. They offer a comprehensive set of benchmark indices for performance measurement and liquid indices for product structuring.

The Markit iBoxx fixed income indices are independent and based on multi-source pricing for improved accuracy. Fixed Income Markets include Global, US, Europe, Asia. iBoxx indices comprise real time-indices for fixed-income government bonds, sub-sovereign bonds, collateralized bonds and corporate bonds.

Key Features and Coverage on RIMES

For this data source, RIMES hosts over 13400 bonds, 1800 indices and 500 companies.

Index coverage includes:

  • iBoxx £ Collateralized, iBoxx £ Corp., iBoxx £ Gilts, iBoxx £ Overall, iBoxx £ Sovereigns, etc.

Some of the data items available include:

  • Bond Items: Accrued Cash, Accrued Interest, Ask Price, Asset Swap Margin, Benchmark Isin, Benchmark Spread, 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/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, Total Return, Work Out Date, Years To Maturity, Yield 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/Index, Redemption Income Index, Semi Annual Portfolio Convexity, Ticker, Total Return Index, Yield, Yield To Worse, Z-Spread, etc.

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