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Standard RiskMetrics Data sets

The RiskMetrics Standard datasets. These classic datasets contain only a fraction of the total data available through the DataMetrics service, including Credit Curves, Implied volatilities, Emerging markets data and much else.

To learn more about the many types of data and services provided by DataMetricsR, contact one of our sales offices. For specific support issues, email questions directly to datametrics.support@riskmetrics.com.

NOTICE

Change in UNIX Compression Format

DataMetrics will be discontinuing the .Z formatted Unix files on January 28, 2010. These files will be replaced with gzipped files that will end in a .gz file extension. The files compressed with gzip are now available to allow a time of transition to the new format. This is only a change in file compression methods; individual file formats will not be impacted by these changes.

Unleaded Gas Risk Factor Replacement

Effective Friday,October 27th, the gasoline risk factors (UNL.C01, UNL.C03, and UNL.C06) will have an underlying time-series change. The risk factors previously referenced the NYMEX Unleaded Gas future contracts, which are being phased out by the exchange. The exchange is replacing this product with the NY Harbor RBOB Gas futures. As a result, RiskMetrics will now use these contracts in population of the gasoline risk factors. Volatility comparisons between the two contracts are similar. However, levels will change by a factor of 100. Levels for the Unleaded Gas contracts were expressed in USc, while the RBOB contracts are expressed in USD.

datametrics.support@riskmetrics.com

This page last updated: Wed Feb 8, 2012 at 22:20 (EST)
Current Datasets for close-of-business: Wed Feb 8, 2012
Next Datasets due: Thu Feb 9, 2012 at 23:05 (EST)
Messages: RiskMetrics datasets have now been issued.

Current data sets: Subscribers only
Historical datasets available in Standard RiskMetricsR Data sets Archive.

Current data sets: Subscribers only

Current Data Sets: New Format


Dos/Win/Mac Unix
Daily Files: RMD.zip RMD.tar.gz
Monthly Files: RMM.zip RMM.tar.gz
Regulatory Files: RMB.zip RMB.tar.gz

Current Data Sets: Original Format


Dos/Win/Mac Unix
Daily Files: rm3dly.zip rm3dly.tar.gz
Monthly Files: rm3mth.zip rm3mth.tar.gz
Regulatory Files: basel3.zip baselRM3.tar.gz