In addition to overall indices, separate indices are published for Domestic, Eurodollar issues, as are maturity, rating and sector indices.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 14140 bonds and 3260 indices.
Index coverage includes:
- iBoxx Domestic indices, Eurodollor indices, USD indices (Banks, Corporates, Financials, Insurance, Liquid High Yield, Real Estate, etc.).
Some of the index items available include:
- Average Convexity, Average Duration, Average Life, Average Yield, Description, Face Value, Present Value Of All Future Liabilities, Total Return, etc.