S&P Global Bond Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 5292 bonds and 613 indices, including S&P Indices in various global regions (e.g. Australia, Belgium, Canada, Chile, Columbia, Denmark, Eurozone, Finland, France, Germany, Global Developed, Hong Kong, etc.) that include various Fixed Income Indices (e.g. Aggregate bonds, Collateralized bonds,  Sovereign bonds, Corporate bonds, Quasi and Foreign Government bonds, etc.).

Some of the data items available include:

• Bond Items – Accrued Interest, Clean Price, Country Code, Coupon, Currency Code, Cusip Code, Daily Price Return, Date of Portfolio, Dirty Price, Effective Duration, Effective Maturity Date, Fitch Rating, Investable Weight in Index (Source), ISIN Code, Market Value, Maturity Date, Modified Duration, Moody’s Rating, Opening Market Value, Option Adjusted Spread, Sedol Code, Standard & Poor’s Rating, Yield, Yield to Worst, etc.
• Index Items – Average Convexity, Average Coupon, Average Effective Duration, Average Life, Average Modified Duration, Average Option Adjusted Spread, Average Price, Average Yield, Average Yield to Worst, Daily Total Return in US Dollars, Index Code, Market Capitalization, Market Capitalization in US Dollars, Notional Outstanding Value in US Dollars, Number of Constituents, Price Index, Price Index in US Dollars, S&P Index ID, Total Return, Total Return in US Dollars, etc.