S&P Taiwan Bond Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts 12 Indices and 154 bonds. Index coverage includes:

• S&P Taiwan Agency Bond Index
• S&P Taiwan Bond Index
• S&P Taiwan Corporate Bond 5+ Year Index
• S&P Taiwan Corporate Bond Index
• S&P Taiwan Financials Bond Index
• S&P Taiwan Government Bond Index
• S&P Taiwan Industrials Bond Index
• S&P Taiwan Provincial Bond Index
• S&P Taiwan Sovereign Bond 10+ Year Index
• S&P Taiwan Sovereign Bond 5+ Year Index
• S&P Taiwan Sovereign Bond Index
• S&P Taiwan Utilities Bond Index

Some of the data items available include:

• Bond Items – Adjusted Market Value in Taiwan Dollars, Adjustment Factor, Beginning of Month Market Value in Taiwan Dollars, Clean Price, Country Code, Country Description, Coupon, Currency Code, CUSIP Code, Daily Price Return in Taiwan Dollars, Date of Portfolio, Dirty Price, Effective Duration, Effective Maturity Date, Exchange Rate, Fitch Rating, Index Currency Code, ISIN Code, Issuer Description, Market Value in Taiwan Dollars, Maturity Date, Modified Duration, Moody’s Rating, Notional Outstanding in Taiwan Dollars, Opening Investable Weight in Index (Source), Option Adjusted Spread, Price To Date, Pricing Details, S&P Rating, Years to Maturity, Yield, Yield to Worst, etc.
• Index Items – Average Convexity, Average Coupon, Average Effective Duration, Average Modified Duration, Average Notional Outstanding in Taiwan Dollars, Average Option Adjusted Spread, Average Option Adjusted Yield to Worst, Average Price, Average Yield, Average Yield to Maturity, Average Yield to Worst, Branding, Index Family, Index Type, Market Capitalization in Taiwan Dollars, Number of Constituents, Price Index in Taiwan Dollars, Sector Description, Total Return in Taiwan Dollars, etc.