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Markit iBoxx Singapore Indices

Published in Fixed Income Indices

Markit is the leading independent fixed income index provider committed to open and transparent markets. Markit iBoxx Asian 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. Bond indices are published both as price and total return indices. Bond and index analytical values are calculated each business day using the daily closing prices.

The Markit iBoxx ABF Index family is designed to reflect the performance of local currency denominated sovereign and quasi sovereign debt from 8 Asian countries/territories. The index offers a broad coverage of the sovereign and subsovereign bond universe of China, Hong Kong, Indonesia, Korea, Malaysia, Philippines, Singapore and Thailand, whilst upholding minimum standards of investability and liquidity. The indices are an integral part of the global Markit iBoxx index families, which provide the marketplace with accurate and objective benchmarks by which to assess the performance of bond markets and investments. The Markit iBoxx ABF Index family is split into three major indices: Overall, Sovereigns, and Subsovereigns.

The Markit iBoxx Singapore Dollar (SGD) Bond Index is designed to reflect the performance of Singapore dollar (SGD) denominated debt. The index rules aim to offer a broad coverage of the SGD bond universe, whilst upholding minimum standards of investability and liquidity. The index family forms an integral part of the existing Markit iBoxx index families, which provide the market place with accurate and objective benchmarks by which to assess the performance of bond markets and investments.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 350 bonds and 330 indices. Index coverage includes:

  • iBoxx ABF Singapore Government Indices
  • iBoxx SGD Overall Indices
  • Markit iBoxx ABF Singapore Government Indices
  • Markit iBoxx SGD Indices

Some of the data items available include:

  • Bond Items – Accrued Interest, Alternative Ticker (TR series), Ask Price, Average Life, Base Market Value, Bid Price, Bloomberg Ticker, Capped Cash, Clean Price, Constrained Base Market Value, Constrained Notional Outstanding, Convexity, Country Code, Coupon, Currency Code, Daily Total Return, Day Count, Dirty Price, Duration Weighted Exposure, Ex-Dividend, First Coupon Date, First Settle Date, Frequency, Interest Accrued Date, Investable Weight, ISIN Code, Issuer Class Level, Issuer Country, Issuer Description, Last Price Date, Macaulay Duration, Market Value, Maturity Bands, Maturity Date, Mid Price, Modified Duration, Native Markit Identifier, Next Call Date, Next Coupon Date, Notional Outstanding, Paid Cash in Singapore Dollars, Portfolio ID, Price Return, Rating, RIMES Alias Symbol, Semi-Annual Benchmark Spread to Benchmark Curve, Ticker, Top Level Index Membership, Weight in Index, Work Out Date, Yield, etc.
  • Index Items – Annual Index Benchmark Spread to Benchmark Curve, Average Yield to Maturity, Base Market Value, Coupon Adjustment, Coupon Income Index, Daily Total Return, Gross Price Index, Income Index, Market Value, Month to Date Total Return, Notional Outstanding, Number of Constituents, Paid Cash, Previous Price Index, Price Duration, Price Index, Price Return Market Value, Redemption Income Index, Semi Annual Index Benchmark Spread, Semi Annual Portfolio Convexity, Semi Annual Portfolio Modified Duration, Total Market Value in Singapore Dollars, Total Return, etc.

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