Solactive Canadian Bond Indices

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.