Markit iBoxx Infrastructure Indices include companies in the energy, telecommunications, transportation and utilities sectors and use a targeted classification system, which provides investors with a dedicated benchmark for tracking the performance of infrastructure investments that meet specific criteria. Deutsche Asset Management collaborated with Markit iBoxx on the development of the indices by providing research and market expertise on infrastructure debt.
These infrastructure debt benchmarks track the investment grade USD, EUR and GBP markets as well as the high yield USD market. The history for the investment grade indices is available from 2006, while history for the USD high yield index starts at the beginning of 2010. The indices were created as sub-sets from existing Markit iBoxx corporate indices and
use a targeted infrastructure classification system based on sector criteria to determine bond eligibility.
Key Features and Coverage on RIMES
For this data source, RIMES currently hosts 18 indices, including various maturity ranges, ratings (AAA, BBB), and sectors (Telecommunication, Transportation and Utilities).
Some of the index items available from this source include the following:
- Alternative Ticker (TR series), Annual Convexity to Maturity, Annual Index Benchmark Spread, Annual Index Benchmark Spread to Benchmark Curve, Annual Modified Duration to Maturity, Annual Portfolio Convexity, Annual Portfolio Convexity to Maturity, Annual Portfolio Modified Duration, Annual Portfolio Modified Duration to Maturity, Annual Portfolio Yield, Annual Portfolio Yield to Maturity, Annual Yield to Maturity, Asset Swap Margin, Average Annual Convexity, Average Annual Modified Duration, Average Annual Yield, Average Coupon, Average Dollar Value Change for 1 Basis Point, Average Effective Duration, Average Macaulay Duration, Average Option Adjusted Convexity/Spread, Average Semi-Annual Convexity/ Modified Duration/ Portfolio Yield, Average Spread to LIBOR, Average Spread to Spot Curve, Average Yield to Maturity, Base Market Value, Base Market Value in US Dollars, Cash, Cash US Dollars, Cost Factor, Coupon Income Index, Coupon Income Index in US Dollars, Currency Code, Daily Excess Return Over Libor, Sovereigns, USD, Daily Total Return, Duration to Maturity, Duration Weighted Exposure
- Maturity Flag (1 to 10 Years, 1 to 3 Years, 1 to 5 Years, 10 Plus Years, 10 to 15 Years, 15 Plus Years, 3 to 5 Years, 5 to 10 Years, 5 to 7 Years, 7 to 10 Years), Gross Price Index, Income Index, Interest on Cash, Interest on Cash in USD, ISIN Code, ISIN Code Price Index Level, Last Price Date, Market Value, Month to Date Excess Return, Month to Date Total Return, Month to Date Total Return in US Dollars, Notional Outstanding, Notional Outstanding Value in US Dollars, Number of Constituents, Paid Cash, Paid Cash in US Dollars, Portfolio Duration to Maturity, Portfolio ID, Price Duration, Price Index, Price Index Cost Factor, Price Index in US Dollars, Quarter to Date Total Return, Quarter to Date Total Return in US Dollars, Redemption Income Index, Redemption Income Index in US Dollars, Semi Annual Convexity, Semi Annual Index Benchmark Spread, Semi Annual Index Benchmark Spread to Benchmark Curve, Semi Annual Modified Duration to Maturity, Semi Annual Portfolio Convexity, Semi Annual Portfolio Modified Duration, Semi Annual Portfolio Modified Duration to Maturity, Semi Annual Portfolio Yield to Maturity, Semi Annual Yield to Maturity, Semi-Annual Portfolio Convexity to Maturity, Tax Rate, Ticker, Top Level Index Membership, Total Market Value in US Dollars, Total Return, Total Return in US Dollars, Year to Date Total Return, Year to Date Total Return in US Dollars, etc.
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