Refinitiv Canadian Fixed Income Indices are a series of 70 government, provincial and corporate Canadian bond indices. The series includes bullet bonds, bonds with purchase funds, partly paid bonds, redemption bonds and graduate rate bonds and are based on contributed prices, exchange prices and Refinitiv evaluated prices to provide as timely pricing as possible. Indices are weighted by nominal market value outstanding, are rebalanced monthly and follow the European Federation of Financial Analysts Societies (EFFAS) guidelines.
For this data source RIMES hosts approximately 2691 bonds and 70 indices. Index history is available from January 2003, in clean price; gross price and total return variants. Index analytics such as interest paid, average redemption yield, coupon, life, duration, convexity and current yield are also provided.
Bond indices include Corporate, Financial, Government, Industrial, and Provincial.
Some of the data items available include:
Get in touch. We can source specific data, just for you.