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S&P/NZX Fixed Interest Indices

Published in Fixed Income Indices

S&P provides broad fixed income benchmarks and investable product indices. All S&P Fixed Income indices are independently governed, competitively differentiated and rely on transparent pricing. The variety of fixed income insights range from municipal bonds, leveraged loans, money markets, corporate bonds, and sovereign debt to innovative thematic investment themes.

The S&P/NZX NZ Fixed Interest Composite Index seeks to track the performance of the investment-grade New Zealand fixed interest market, including government, local authority, corporate, and Kauri bonds.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 287 bonds and 36 indices, including various Swap Indices, Bank Bills, Composites, NZ Governments, Kauri bonds, etc.

Some of the data items available include:

  • Index Items, Average Coupon, Average Macaulay Duration, Average Maturity, Average Price, Average Yield, Market Capitalization, Number of Constituents, Opening Market Value, Price Index, Total Return, etc.
  • Bond Items, Accrued Interest, Clean Price, Country Code, Coupon, Currency Code, Cusip Code, Daily Price Return, Daily Total Return, Dirty Price, Effective Duration, Effective Maturity Date, Fitch Rating, Investable Market Value in New Zealand Dollars, Investable Weight, Investable Weight in Index (Source), ISIN Code, Issuer Description, Last Price Date, Market Value, Market Value in New Zealand Dollars, Maturity Date, Modified Duration, Moody’s Rating, Notional Outstanding, Notional Outstanding in New Zealand Dollars, Option Adjusted Spread, Sedol Code, Standard & Poor’s Rating, Weight in Index, Yield to Call, Yield to Maturity / Years to Maturity, Yield to Worst, etc.

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