S&P US Treasury Index

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 1553 bonds and 130 indices, including various S&P US Treasury Indices (Bills and Bonds) and various S&P/BGCantor Indices.

Some of the data items available include:

• Index Items – Average Coupon, Average Life, Average Modified Duration, Average Price, Average Yield, Average Yield to Worst, Market Capitalization in US Dollars, Notional Outstanding in US Dollars, Number of Constituents, Price Index in US Dollars, Total Return in US Dollars, etc.
• Bond Items – Accrued Interest, Clean Price, Country Code, Coupon, Currency Code, Cusip Code, Daily Price Return, Date of Portfolio, Dirty Price, Effective Maturity Date, Investable Weight in Index (Source), Market Value, Maturity Date, Modified Duration, Notional Outstanding, Opening Market Value, Yield, Yield to Worst, etc.