The S&P 500® Bond Index is a real-time Index designed to be a corporate bond counterpart to the S&P 500, tracking the bonds of S&P 500 companies. This tracking allows investors to monitor the performance differences of the firms’ stock and debt performances. Weighted by the market value of the bonds and with a maturity requirement of greater than one month, the S&P 500 Bond Index is liquid enough to serve as a benchmark for exchange traded funds and structured products. The index undergoes a re-balancing process once a month, with the intent of keeping the index current.
Key Features and Coverage on RIMES
For this data source, RIMES hosts the S&P 500 Bond Index and various S&P 500 Corporate Bond Indices (e.g. Investment Grade, High Yield, Consumer Staples, Energy, Financials, Health Care, Industrials, Consumer Discretionary, etc.).
Some of the data items available include the following:
- Index level items – Constituent Count, Convexity, Coupon, Daily Return, Effective Date, Effective Duration, Fitch Rating, Index Price Return Value, Index Total Return Value, ISO Code, Market Value, Modified Duration, Moody Rating, OA Spread, Option Adjusted Rating and Yield, Par Amount Outstanding, Price, Years To Maturity, Yield To Worst, etc.
- Bond Level Items – Adjusted Market Value, Beginning Market Value, Bond Description, Cash, Country, Coupon, Currency Code, CUSIP, Daily Price & Total Return, Effective Duration, Effective Maturity, Fitch Rating, FX Rate, GICS Code, Index Weight, ISIN, Issuer Description, Market Value, Maturity Date, Modified Duration, Moody’s Rating, Option Adjusted Spread, Par Amount, Price, Price To Date, Price With Accrued, Pricing Source, SEDOL, SP Rating, Years To Maturity, Yield To Worst, etc.
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