Refinitiv/SGX Singapore Fixed Income Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 80 indices and 500 bonds, including R/SGX SFI indices. Index history is available from January 2009, 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 available.

Some of the data items available include:

• Bond Items – Annual Yield, Convexity, Current Yield, Macaulay Duration, Price Return, Accrued Interest, Clean Price, Coupon, Currency Code, Investable Weight in Index (Source), ISIN Code, Market Value, Maturity Date, Notional Outstanding, Years to Maturity, Yield, etc.
• Index Items – Average Annual Yield, Average Convexity, Average Coupon, Average Current Yield, Average Life, Average Macaulay Duration, Average Yield, Ex-Dividend, Gross Index, Last Price Date, Market Capitalization, Price Index, Reuters Identification Code (RIC), Total Return. etc