Thomson Reuters/SGX Singapore Fixed Income (SFI) Indices offer a comprehensive and independent benchmarking solution for Singapore Dollar denominated government, corporate and statutory board debt. The flagship Thomson Reuters/SGX SFI covers over 200 issues and represents over 80% of the SGD plain vanilla bullet bond market, with over 60 sub-indices for different bond types, maturities and risk profile. Underlying bond prices are based on Thomson Reuters proprietary evaluated pricing service for maximum independence. Indices are weighted by nominal market value outstanding, are rebalanced monthly and follow the European Federation of Financial Analysts Societies (EFFAS) guidelines.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 64 indices and 370 bonds, including TR/SGX SFI indices. Index history is available from January 2009, in clean price; gross price and total return variants. Index analytics such as interest paid, average redemption yield, coupon, life, duration, convexity and current yield are also available.
Some of the data items available include:
- Bond Items – Annual Yield, Convexity, Current Yield, Macaulay Duration, Price Return, Accrued Interest, Clean Price, Coupon, Currency Code, Investable Weight in Index (Source), ISIN Code, Market Value, Maturity Date, Notional Outstanding, Years to Maturity, Yield, etc.
- Index Items – Average Annual Yield, Average Convexity, Average Coupon, Average Current Yield, Average Life, Average Macaulay Duration, Average Yield, Ex-Dividend, Gross Index, Last Price Date, Market Capitalization, Price Index, Reuters Identification Code (RIC), Total Return. etc