Pricing and Market Data

Fixed Income Instruments and Pricing

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Fixed Income Instruments and Pricing

  • We offer global fixed income pricing** from over 800 contributors and over 150 exchanges, including the world’s largest broker price platform.
  • Our Fixed Income content offers market leading global coverage of debt instruments including pricing, indices, curves, league tables, documentation, and terms and conditions information. The flexibility and breadth of our coverage fit virtually any enterprise or application data requirement.
  • Our data is captured and managed by global experts who work with market participants** and the world's leading Fixed Income data vendors to ensure the provision of the fastest, most accurate, and most comprehensive information.

Key Facts 

  • Geographical coverage
    Asia
    EMEA
    United States
    Canada
    Latin America
  • History
    From 1990
  • Data format
    Bitmap
    CSV
    Delimited
    GZIP
    JSON
    PCAP
    Parquet
    Python
    SQL
    String Format
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Excel
    FTP
    SFTP
    SQL
    Website
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Fixed Income Instruments and Pricing

  • Coverage of key asset types including Government Bonds & Bills, Corporates, Convertible, MTNs, Securitized Products, Mortgages, Loans, CDs, CPs, Municipals**. We offer intuitive request-response & bulk access to a wide array of content including instrument & entity reference data, terms & conditions, bond schedules, factor histories, corporate actions, ratings, fund allocation, and ownership. We carry industry-wide & proprietary coding systems such as ISIN**, CUSIP**, SEDOL**, RIC & PermID.
  • Our Evaluated Pricing Service – our evaluated pricing experts calculate the fair market value of 2.8 million instruments daily++.
  • Market leading and exclusive pricing from the world’s biggest electronic trading platforms such as: Tradeweb, MarketAxess, Yield Broker, TRACE, ICAP, Tullett, BGC, Tradition and MiFID APA & Trading Venues**.
  • The evaluations process encompasses strict validation procedures to monitor tolerance breaks, unchanged prices, broker quote consistency and data integrity.
  • Our professional and experienced evaluators apply consistent and transparent pricing methodologies, reflecting regulatory and accounting standards.
  • Over 175 proprietary analytics providing a full view on each fixed-income instrument daily, including duration, convexity, OAS analytics and yield calculations.
  • The Fixed Income databases for reference information are continually updated from hundreds of different sources including third party data feeds** such as WM (Germany) and KOSCOM (Korea). In addition to our existing sources we are adding data from ANNA DSB, ESMA and Trading Venues** to ensure full coverage of Reference Data required to meet the MiFID II regulatory obligation.
  • Pricing from over 800 contributors and over 150 exchanges.
  • End of day pricing for over 4,000 CDS curves across the globe.
  • Mark-to-Market pricing for US syndicated loans, in association with The Loan Syndication and Trading Association.
  • ++ Tier 1, 2 and 3 Derivatives and Structured Notes REPS services are not included as part of LSEG Data Access.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
  • ** Information subject to third-party providers' terms and conditions is not included in LSEG Data Access unless included as part of a capability in LSEG Data Access. Please consult your account manager.

RELEVANT USE CASES

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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