Key Features and Coverage on RIMES
For this data source, RIMES hosts data for approximately 750 bonds and 25 indices.
Index coverage includes:
- S&P/ASX Australian Fixed Interest Index, S&P/ASX Bank Bill Index, S&P/ASX Commonwealth Government Bond Index, S&P/ASX Corporate Bond Index, S&P/ASX Government Bond Index, S&P/ASX State-Government Bond Index, S&P/ASX Supranational & Sovereign Bond Index, etc.
Some of the data items available include:
- Bond Items: Alternate Weight Factor, Clean Price, Country Code, Coupon, Currency Code, Cusip Code, Daily Price Return, Daily Total Return, Date of Portfolio, Dirty Price, Effective Duration, Effective Maturity Date, Exchange Rate, Fitch Rating, Instrument Type, Investable Market Value, Investable Weight, ISIN Code, Market Value in Australian Dollars, Maturity Date, Modified Duration, Moody’s Rating, Notional Outstanding, Option Adjusted Spread, Sedol Code, S&P Rating, Weight in Index, Yield, Yield to Maturity, Yield to Worst, etc.
- Index Items: Database Domain Code, Database Source, Database Symbol, Description, Market Value, Average Coupon, Average Maturity, Average Modified Duration, Average Price, Average Yield, Number of Constituents, Total Return, etc.