Fixed Income

  • Access to over 8.5 million active and retired securities
  • Terms and conditions for over 1.3 million US taxable fixed income securities, 200,000 loan facilities, 2.3 million US municipal securities (1.2m live), non agency CMO's, Asset Backed securities and 450,000 international bonds spanning all asset subtypes
  • Mark-to-market pricing for US syndicated loans, in association with The Loan Syndications and Trade Association, and European syndicated loans
  • Global premium evaluated pricing from the Thomson Reuters Pricing Service together with the Thomson Reuters Composite Pricing
  • Global broker/dealer contributions from over 600 contributors and exchange pricing from over 70 exchanges
  • 60 global government yield curves with histories dating back to 1993
  • Over 175 proprietary analytics providing a full view on each fixed-income instrument daily – including duration, convexity, OAS analytics and yield calculations
  • Global ratings data from over 20 top agencies including S&P, Moody's, Fitch, ICMA and Dominion Bond Ratings Service, and key regional agencies in Asia such as JCR

GLOBAL FIXED INCOME COVERAGE

  • Governments
  • Semi-Governments (Agencies)
  • Corporates
  • Supranationals
  • Certificate of Deposits
  • Commercial Paper
  • Eurobonds
  • Convertibles
  • Asset-Backed Securities (ABS, RMBS)

BREADTH OF COVERAGE

  • Global Government/Corporate and US Municipal bonds
  • Call, Put, Sink, Extended, Coupon and Capitalization Schedules data
  • Government/corporate and CMO/ABS instruments
  • Coupon schedules: Retrieve past, present and future coupon rates, rate changes and associated dates

DEPTH OF COVERAGE

  • Duration, spread, yield, and discount margin
  • Prepayment model / prepayment speed
  • Bankruptcy flags
  • Call refunding dates, call final price
  • Amortization type

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