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Solactive Indices – Fixed Income Indices

Since its creation in 2007, Solactive has become one of the key players in the indexing space. The German index provider is focusing on tailor-made indices across all asset classes, which are developed, calculated and distributed them worldwide. Solactive is compliant with the IOSCO Principles for Financial Benchmarks as well as with the ESMA-EBA Principles for Benchmark-Setting Processes in the EU. Products include government bonds and corporate bonds indices, as well as bonds with different features such as fixed or variable coupons, etc.

The Solactive USD High Yield Corporates Total Market Indices are rules-based, market value weighted indices engineered to mirror the performance of High Yield rated corporate bonds denominated in USD. The issuers’ domicile is not relevant.

The Solactive USD High Yield Corporates Total Market Index is distributed as a Total Return Index (i.e. coupon payments will be reinvested in the index on each Adjustment day) and as a Price Return Index (i.e. coupon payments will not be considered in the index).

Key Features and Coverage on RIMES

For this data source, RIMES hosts the following indices:

  • Solactive AG Canada Total Short-term Bond, Total Bond, Preferred Share, 1-5 Year Corporate Bond, 1-5 Year Government Bond; Solactive Corporate Bond Indices

Some of the data items available include:

  • Index Items – Average Convexity, Average Dollar Value Change for 1 Basis Point, Average Macaulay Duration, Average Modified Duration, Average Term, Average Yield to Maturity, Hedged Total Return in British Pound Sterling, Total Return, etc.
  • Bond Items – Accrued Interest, Capping Factor, Cash, Clean Price, Constrained Market Value, Convexity, Corporate Action Factor, Country Description, Coupon, Coupon Frequency, Currency Code, CUSIP Code, Date of Portfolio, Dirty Price, Dividend Ex Date, Dollar Value Change for 1 Basis Point, Duration to Maturity, Exchange Rate, Interest Calculation, Investable Weight in Index (Source), ISIN Code, Macaulay Duration, Market Value, Maturity Date, Modified Duration, Notional Outstanding, Reuters Identification Code (RIC), SEDOL Code, Seniority, Ticker, Weighted Return, Yield to Call, Yield to Maturity / Years to Maturity, Yield to Worst, etc.

 

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