Fixed Income Data

Reliable fixed income coverage across a broad range of domiciles, currencies, and sub-asset types

Overview

Based primarily on observations from regional fixed income/credit voice and e-broking desks, Parameta’s fixed income data packages cover an extensive range of assets in 36 domiciles. Assets currently include treasury notes, UST, government benchmarks, government bonds, semi-government bonds, inflation-linked bonds, corporate bonds, bond spreads (benchmark to benchmark), and treasury spreads (IRS to benchmark).

Key Benefits

Explore the benefits of our fixed income data.

01

Observable, Indicative Rates

Access independent and reliable prices to execute trades with confidence whilst risk managers can monitor, identify, measure, analyse, and mitigate market risk with reliable inputs.

02

Deeper Insight into the Credit Markets

Access our live bid/offer and trade data from our APAC fixed income/credit desks that can be used for both price discovery and valuations. Unique datasets include our agency credit curves from Mumbai as well as our China bond feed offering live prices and trades for over 20K bonds daily.

03

Effective Risk Management

Manage portfolio interest rate risks and credit risks with real time data. In addition, our suite of bond benchmarks provide a reference point for evaluating the risk of bonds relative to government bonds or other highly rated securities.

04

Reliable Valuation Control

Use our reliable pricing to perform independent price verification and ensure that securities and inventory are held at fair value.

Data Highlights

36

countries of domicile

Real-Time

delivery

20+

years historical data

Coverage Details

Request a Data Sample

Coverage Details

Request a Data Sample

Record Count

36 countries of domicile

Regions

AMER, APAC, EMEA

Sub-Asset Types

T Notes
UST
Govt Benchmarks
Govt Bonds
Semi-Govt Bonds
Inflation-Linked Bonds
Corp Bonds
Bond Spreads (Bmk vs Bmk)
Treasury Spreads (IRS vs Bmk)

Currencies

USD, BRL,CAD,COP,MXN, AUD, CNY, HKD,IDR, INR ,JPY, KRW, MYR, NZD, PHP, SGD, THB, TWD, BWP, CZK, DKK, EUR, GBP, GHS, HUF, KES, NGN, NOK, PLN, RSD, SEK, TRY, UAH, UGX, ZAR, ZMW

History Start Date

Variable, historical data as far back as May 2005

Brands

TP, ICAP, TP Sitico, Crest Finserv

Field Count

Variable

Direct Delivery Options

WebSocket, SFTP, Snowflake

Third Party/Channel Options

Bloomberg, Blackrock, BT Radianz, Cogencis, FactSet, FIS, ICE, IRESS, KG ZEROIN, KOSCOM, LSEG, QUICK, S&P (CapIQ), SIX Telekurs, Yonhap

Update Frequency

Real-Time, Intraday, and End-of-Day

All figures are sourced from the Parameta Data Inventory as of 1 April 2025.

Insights

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