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PiP Indices

Published in Fixed Income Indices

PIP is the official source of valuations, independent from financial assets in Latin America thus being the precise and consistent source of timely and auditable information of Latin-American financial markets that distribute official closings. It provides complete financial solutions, timely and consistent, high-technology and creative engineering, being innovative in the field of assets and liabilities, valuation of derivatives, index creation, financial advisory and risk management.

In 2014, FTSE TMX Global Debt Capital Markets signed a cooperation agreement with Proveedor Integral de Precios (“PiP”) to provide a range of fixed income indices. PiP currently manages over 100 of the most widely used government and corporate bond indices in Mexico, Colombia, Costa Rica and Peru; these indices will be rebranded as FTSE PiP.

Key Features and Coverage on RIMES

For this data source, RIMES currently hosts seven PIP indices, including:

  • PIPGFIX (1A, 3A, 5A) – invests in all issuances of Federal Government fixed nominal rate,
  • PIPUMSDOLAR1A & 5A, PIPGREAL5A – simulates an index fund that invests resources in real rate instruments, and
  • PIPUMSD=LAR1A. Available data items include: Adjusted Price Index (Next Day Open), Price Index, and Last Price Date.

For the FTSE PIP data source, RIMES hosts approximately 950 bonds and 80 indices. Available data items include:

  • Index items – Average Annual Yield, Average Modified and Macaulay Durations, Average Yield to Maturity / Average Years to Maturity, Currency Code, Last Price Date, Market Capitalization, Number of Constituents, Total Return, Volatility 1 Year Annualized, Volatility 3 Year Annualized, etc.
  • Bond items – Accrued Interest, Annual Yield, Clean Price, Coupon, Daily Total Return, Dirty Price, Investable Weight, ISIN Code, Issue Date, Issuer Code, Issuer Description, Macaulay Duration, Market Value, Maturity Date, Modified Duration, Next Coupon Date, Notional Outstanding in Local Currency, Yield to Maturity / Years to Maturity, etc.



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