Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 160 bonds and 90 indices, including the Iboxx Euro Inflation-Linked Euro Inflation Ex-Italy Ex-Greece Index.
Some of the data items available include:
- Index Items: Annual Portfolio/ Nominal Annual/ Nominal Average Portfolio/ Nominal Semi Annual Portfolio – Convexity/Modified Duration/Portfolio Yield, Average Annual Convexity/Modified Duration/Yield, Average Coupon/Duration/Macaulay Duration, Average Semi Annual Convexity/Modified Duration/Yield, Average Yield To Maturity, Base Market Capitalisation, Cash Payment, Daily Return, Expected Remaining Life, Hedged Index/Price Index/Return/Total Return, Market Capitalisation, Month-To-Date Total Return, Next Day Market Capitalization, Nominal Base Market Capitalisation/Cash Payment/Daily Return/Hedged Index/Market Capitalisation/Month-To-Date Total Return, Nominal Price Duration/Index, Nominal Total Return, Number Of Constituents, Paid Cash, Price Duration, Price Index, Real Annual Portfolio/ Average Annual Convexity/Modified Duration/Yield, Real Average Coupon/Duration/Semi Annual Convexity/Modified Duration/Yield, Real Base Market Capitalisation, Real Cash Payment/Daily Return/Hedged Return/Market Capitalisation/Month-To-Date Total Return/ Price Duration/ Semi Annual Portfolio Convexity/Modified Duration/Yield, Real Total Return, Semi Annual Portfolio, Convexity/Modified Duration/Yield, Total Return, Database Domain Code/Source/Symbol, Notional Outstanding, Rimes Subscription Level, Top Level Index Membership, etc.
- Company Items: Accrued Interest, Annual Convexity/Modified Duration/Yield, Ask Price, Assumed Inflation, Base Market Value, Bid Price, Bloomberg Ticker, Combined Database Source & Symbol Code, Convexity, Coupon, Coupon Frequency/Payment, Currency Code, Current Redemption Payment, Cusip Code, Daily Return, Date of Portfolio, Day Count, Dirty Price, First Coupon Date, Fixing, Index Price, Index Ratio, Inflation Index, Interest Accrued Date, ISIN Code, Issuer Class, Macaulay Duration, Market Value, Maturity Date, Modified Duration, Month to Date Total Return, Nominal and Real Accrued Interest/Convexity/Modified Duration/Annual Yield/Ask Price/Base Market Value/Bid Price/Coupon/Daily Return/Dirty Price/Index Price/Market Value/Month to Date Total Return/Straight Convexity/Duration/Modified Duration/Yield, Notional Outstanding, Rating, Redemption Factor (For GBP Indexes), Semi Annual Convexity/Modified Duration/Yield, Straight Convexity/Duration/Modified Duration, Ticker, Weight in Index, Work Out Date, Years to Maturity, Yield, etc.