The S&P Global Developed Inflation-Linked Bond Index is a broad, comprehensive, market value weighted index designed to track the performance of the inflation-linked securities market in developed countries.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 3120 bonds and 20 indices. Index coverage includes:
- S&P Sovereign Inflation-Linked Bond Indices (Canada, Denmark, Eurozone, France, Germany, Global Developed, Israel, Italy, Japan, New Zealand, Poland, South Africa, South Korea, Spain, Sweden, Turkey, U.K. Gilt, US Treasury Tips, Asx Government, etc.)
Some of the data items available include:
- Bond Items – Accrued Interest, Clean Price, Currency Code, Cusip Code, Daily Price Return, Date of Portfolio, Dirty Price, Effective Duration, Effective Maturity Date, Fitch Rating, Investable Weight in Index, 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, Market Capitalization, Notional Outstanding, Number of Constituents, Price Index, S&P Index ID, Total Return, etc.