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S&P ASX Australian Fixed Income Index Series

The S&P/ASX Australian Fixed Interest Index Series is a broad benchmark index family designed to measure the performance of the Australian bond market, which meets certain investability criteria. The S&P/ASX Australian Fixed Interest Index is the flagship bond index. The index measures the performance of the Australian fixed rate bond market. It is a broad, market value weighted benchmark split across investable investment grade, Australian dollar denominated bonds issued in the local market with maturities greater than one year. Indices are also offered across defined maturity buckets and sector level indices.

Key Features and Coverage on RIMES

For this data source, RIMES hosts data for approximately 900 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.


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