The S&P 500®/MarketAxess Investment Grade Corporate Bond Index seeks to measure the performance of corporate debt issued in the U.S. by S&P 500 companies.
Key Features and Coverage on RIMES
For this data source, RIMES hosts the S&P 500/Marketaxess Investment Grade Corporate Bond Index and approximately 1400 bonds.
Some of the items available include:
- Bond Items – Adjustment Factor, Beginning of Month Market Value in US Dollars, Cash, Clean Price, Country Code, Country Description, Coupon, Currency Code, Daily Price/Total Return in US Dollars, Daily Total Return in US Dollars, Dirty Price, Effective Duration, Effective Maturity Date, Exchange Rate, Fitch Rating, GICS Industry Level 4 Code, Index Currency Code, Industry Level Code, Issuer Description, Market Value in US Dollars, Maturity Date, Modified Duration, MOODY’s Rating, Notional Outstanding Value in US Dollars, Opening Investable Weight in Index (Source), Option Adjusted Spread, Price To Date, Pricing Details, Security Adjusted Market Capitalization in US Dollars, Sedol Code, Standard & Poor’s Rating, U.S. State, Years to Maturity, Yield, Yield to Call, Yield to Worst, etc.
- Index Items – Average Convexity, Average Coupon, Average Effective Duration, Average Fitch Rating, Average Modified Duration, Average MOODY’s Rating, Average Option Adjusted Spread, Average Option Adjusted Spread in US Dollars, Average Option Adjusted Yield to Worst, Average Price, Average S&P Rating, Average Yield, Average Yield to Maturity, Average Yield to Worst, Branding, Factor, Index Family, Index Type, Market Capitalization in US Dollars, Number of Constituents, Price Index in US Dollars, Total Return in US Dollars, Weight Type, etc.
Our Managed Data Services
- Working with 400+ data and 1400 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.