Nykredit Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 4197 bonds and 11 indexes. Index coverage includes:

• DMB Index, Inflation Linked Government Index, Inflation Linked Index, Inflation Linked Mortgage Index, Total Index (Short, Long, Long+)

Some of the data items available include:

• Index Items: Average Modified Option Adjusted Duration, Average Nominal Weighted Option Adjusted Swap Spread, Average Option, Adjusted Basis Point Value, Average Option Adjusted Convexity, Average Option Adjusted Duration, Average Option Adjusted Spread, Average Risk Weighted Option Adjusted Swap Spread, Average Vega, Last Price Date, Total Return, etc.
• Bond Items: Accrued Interest, Beginning of Quarter Drawdown, Beginning of Quarter Notional Outstanding, Beginning of Quarter Value, Callable Flag, Capital Loss on an Increase in Option Adjusted Spread, Cash Rate, Clean Price, Coupon, Coupon Frequency, Currency Code, Date of Portfolio, Difference between Current Price and Price at Zero Option Adjusted Spread, Dirty Price, Drawn Amount, Investable Weight, ISIN Code, Issue Date, Loan Type, Macaulay Duration, Maturity Date, Modified Option Adjusted, Convexity/Duration, Notional Outstanding, Option Adjusted Convexity, Option Adjusted Duration, Option Adjusted Spread, Option Adjusted Spread to Danish Swap Curve, Option Adjusted Spread to European Swap Curve, Option Adjusted Swap Spread, Price on Yield Curve, Private Flag, Share of Cash Loans in the Bond, Share Turnover, Sub Index Name, Vega, Weighted Average Life, Year to Date Total Return, Yield to Maturity / Years to Maturity, etc.