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 DataMetrics
, contact one of our
sales offices. For specific support issues, email questions
directly to datametrics.support@riskmetrics.com.
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NOTICE |
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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.
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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.
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| datametrics.support@riskmetrics.com |
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| This page last updated: |
Wed Feb 8, 2012 at 22:20 (EST)
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| Current Datasets for close-of-business: |
Wed Feb 8, 2012
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| Next Datasets due: |
Thu Feb 9, 2012 at 23:05 (EST)
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| Messages: |
RiskMetrics datasets have now been issued.
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Current data sets: Subscribers
only
Historical datasets available in Standard RiskMetrics Data
sets Archive.
Current data sets: Subscribers
only
Current Data Sets: New Format
Current Data Sets: Original Format
