Thomson Reuters Fixed Income content provides access to reference data, pricing data, time series data and analytical data for various fixed income instruments.
Securities include: Standard bonds, mortgage bonds, credit default swaps (CDS), loans, various types of fixed income indices, etc.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 3908500 bonds, 205000 companies, 53000 convertibles and 4950 states and provinces.
Some of the data items available include:
- Company Items: Bridge Identifier, Country Code – Bond And Issuer, Bankruptcy Flag, Industry Code Of Issuer, Issuer Domicile Country Code, Moody’s Issuer Ratings, Naic Code Of Issuer, Org Id (To Link With Rteq), Original Parent Code Of Issuer, Parent Code Of Issuer, S&P Issuer Ratings, Sector Code of Issuer, Sector of Issuer, etc.
- Convertible Items: Conversion Notice Period/Ratio (Shares)/Type Code, Convertible Terms End Date/Terms Leg Number, Datascope Fixed Income Identifier, Delivery Option, Dilution Protection, Exercise Type, Foreign Exchange Rate, Hurdle Allocation Type/Currency/Day Code/Day Type/Duration/End Date/Notice Code/Notice Value/Price, Type/Redemption Price/Type Code/Value, Interest On Conversion, Premium At Issue, Refix Cap/Days Code/Days Value, Refix Floor, Refix Hurdle Currency/Lower Price/Upper Price, Refix Premium/ Redemption Price/Setting Date/Type, Settlement Period, Start Date, Stock Buyback Effect Type, Underlying Asset Basket/Conversion/Asset Description/ Identifier/Asset Ric/Unit Type, etc.
- Bond Items: Business Days From Trade to Settle, Accrued Interest At End Of Month, Additional Sinking Amt Flag, Ask Disc Price, Ask Price, Bid Disc Price, Bid Price, Bond Description, Call Method/Notice/Option/Redemption Type/Schedule, Callable For Tax Reasons – Y/N, Comparable Benchmark At Issuance, Composite Ask/Bid/Price, Convexity/ To Worst, Corp Beq Cash-Flow Yield/ To Worst, Coupon Class/Currency/First Date/Frequency/History/Last Date/Period/Type, Coupon Return, Currency At Issuance/Of Security, Current Coupon/Outstanding, Cusip Identifier, Date Of Eligibility For Remarketing, Dated Date, Debt Type Code, Disc Ask Price, Dominion Bond Rating Services (Dbrs), Duff & Phelps Ratings, Duration/To Worst, Effective Convexity/Duration, Eligible For Remarketing, Evaluated Price Type, Ex-Div Calendar Rule Code, Extend To Date, Extendible History, Fees Paid To Underwriter For Distributing Securities, Final Maturity, Fitch Bond Ratings, Inflation Protected, Interest Day Count Code, Isin Identifier, Isma Native Yield To Maturity/Worst, Issue Date/Type (Sovr,Corp,Supr), Management And Underwriting Fees, Modified Duration To Worst, Month Price Return, Moody’s Bond Ratings, Native Yield, Next Reset Date, Notice Day Max/ Min/Type/Code, Option Holder/Type Code, Original Amount Issued/Issue Price/Issue Yield, Outstanding Notional History, Payment In Kind Flag, Portion Of Management Fee That Goes To Lead Manager, Price By Convention Includes Accrued Interest, Price Quote Convention/Rounding, Price Return, Price Time Zone, Principal Currency/Return, Prospectus On File, Put Method, Reinvestment Return, Reuters Status Code, Ric Identifier, S&P Bond Ratings, Schedule, Securities Issuer Code, Sedol Identifier, Settlement Date, Sinking Notice Day Type Code/Days Max/Days Min, Sinking Price/Schedule/Type Code/Units/Units Code, Spread To Benchmark At Issuance, Total Fees Expense, Total Return, Trade Date, Type Code, Underwriter Fee, Wertpapier Identifier, etc.