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Markit iBoxx Target Duration TIPS Indices

The Markit iBoxx Target Duration TIPS Indices measures the performance of Treasury Inflation Protected Securities (TIPS) as determined by Markit iBoxx’s proprietary index methodology with an annual modified adjusted duration. The index is used as a basis for tradable products, including ETFs.

Multi-contributor pricing and support for the index from leading financial institutions ensure that the index is a tradable reflection of the TIPS bond market.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the Market iBoxx Target Duration TIPS Index, with annual modified adjusted durations of 3 years and 5 years.

Some of the data items available include:

  • Bond Items: Accrued Interest, Annual Convexity, Annual Modified Duration, Annual Yield, Ask Price (Nominal/Real), Assumed Inflation, Base Market Value (Capped), Base Weight (Capped), Beta, Bid Price, Bloomberg Ticker, Capped Base Market Value, Capped Notional Outstanding, Convexity, Country Code/Description, Coupon (Adjustment, Frequency, Payment), Currency Code, Cusip Code, Date of Portfolio, Day Count, Dirty Price, First Coupon Date, Fixing, Flag 15 Plus Years, Index Identifier/Price/Ratio, Index Price, Inflation Index, Interest Accrued Date, ISIN Code, Issuer Class Level/Description, Market Value (Capped), Maturity Date, Modified Duration, Notional Amount (Capped), Redemption, Redemption Factor (For GBP Indexes), Sector Classification, Straight Duration, Street Convexity/Duration/Modified Duration/Yield, Weight in Index, Work Out Date, Yield, Yield to Maturity, etc.
  • Index Items: Adjusted Duration, Capped Market Capitalization, Convexity, Coupon, Daily Price Return, Daily Return, Macaulay Duration, Market Value (Capped), Modified Adjusted Duration, Modified Duration, Number of Constituents, Paid Cash, Portfolio Convexity, Portfolio Modified Duration, Portfolio Yield, Previous Price Index, Price Duration, Price Index, Price Return, Rating, Top Level Index Membership, Total Return, Year to Date Total Return, Yield, Yield to Maturity, etc.

 

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