Refinitiv/SGX Singapore Fixed Income (SFI) Indices offer a comprehensive and independent benchmarking solution for Singapore Dollar denominated government, corporate and statutory board debt. The flagship Refinitiv/SGX SFI covers over 200 issues and represents over 80 percent of the SGD plain vanilla bullet bond market, with over 60 sub-indices for different bond types, maturities and risk profile.
Underlying bond prices are based on Refinitiv proprietary evaluated pricing service for maximum independence. 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 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:
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