PiP Indices

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.