Sovereign Debt & Asset-Backed Securities Data

Fixed Income Data

Real‑time and historical government bond pricing data from TP ICAP brokerage desks and joint ventures support price discovery and independent valuation.
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Fixed Income data sourced from:

The Parameta Solutions Difference

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  • Global provider of sovereign debt & reference data

    Sourced directly from our global brokerage activity and other leading liquidity sources, our extensive bond data delivers high‑quality, market‑reflective pricing grounded in real trading.

  • Extensive coverage across regions

    We provide data from across multiple countries in the Americas, EMEA, and APAC including the USA, Japan, India, South Africa and Australia.

  • Real-time & 25+ years of historical data

    We provide real-time, intraday snaps, end-of-day and historical data dating back to 2002 to support with back-testing strategies.

  • Independent pricing & execution insights

    Our data is the intelligence behind electronic trading, research models, risk and compliance applications, and portfolio pricing and management processes.

  • Data delivered how & where you need it

    Seamless and secure data delivery sent direct, via third‑party cloud providers or through your preferred platform.

  • Strong data governance

    Our data goes through multiple layers of quality control before it reaches our customers to ensure the highest levels of accuracy.

Our Fixed Income Data Coverage

Sovereign Debt

High‑quality government bond pricing from the global markets, giving you clarity and confidence in macro‑driven decisions.

Asset-backed Securities

Transparent, unbiased insights across the ABS landscape to help you uncover value in consumer, commercial and structured credit.

Inflation Linked Bonds

Accurate, timely pricing of inflation-protected securities worldwide so you can stay ahead of real-yield and inflation trends.

Data to support across the trade lifecycle

Pre-trade

Assess illiquid and complex markets, turn raw data into actionable insights and find alpha in opaque instruments.

Point-of-trade

Use real time data for price discovery and to assist with entry and exit decisions.

Post-trade

We provide data to compliance teams to monitor market activities in real-time and detect potential compliance violations.

All your OTC data needs in one place

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Three easy ways to connect to our data

Direct

Instant access through API or SFTP channels.

Cloud delivery

Access via our cloud partners including Snowflake and AWS.

Channel partners

Connect via our extensive network of partners including Bloomberg, LSEG and ICE.

The numbers speak for themselves

4
brands
35
+
currencies
14
locations

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Complete the form and tell us which asset class/instrument you would like to see.

fixed income data FAQs

Where do you source your fixed income data from?

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Our Fixed Income data is sourced primarily from TP and ICAP’s voice and electronic broking desks, our in‑house Parameta price reporters and our joint ventures.

How is fixed income data delivered to clients?

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We offer flexible delivery options to suit your infrastructure needs.

Our data can be accessed via real-time streaming (WebSocket), snapshots (SFTP) and cloud delivery (Snowflake, AWS).

We also deliver access via third party platforms including:

  • LSEG
  • Bloomberg
  • ICE

How can fixed income/government bonds data be used?

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1. Yield curve construction & benchmarking

Government bond yields form the foundation for:

  • Risk‑free curves used in valuation
  • Discount rates for DCF models
  • Swap curve bootstrapping and forward rate extraction
  • Macro indicators (e.g., slope, inversion signals)

2. Pricing & valuation of financial products

Government bond data is essential for valuing:

  • Corporate bonds (credit spread over gov’t curve)
  • Interest rate derivatives (IRS, futures, options)
  • Structured notes and fixed‑income ETFs
  • Collateralised products using sovereign bonds as benchmarks

3. Risk management & stress testing

Government bond data feeds risk systems to calculate:

  • Interest rate risk (duration, key rate duration, DV01)
  • Scenario shocks (parallel shifts, curve twists)
  • Liquidity risk (bid/ask spreads, volumes)
  • Value‑at‑risk (VaR) using historical sovereign yield data

4. Trading, market making & execution

  • Fixed‑income trading platforms use government bond data for:
  • Real‑time pricing, quoting, and RFQ workflows
  • Relative value strategies (e.g., curve steepeners, butterfly trades)
  • Algorithmic bond trading

5. Portfolio optimisation

Government bond data helps:

  • Construct risk‑based model portfolios
  • Optimise asset allocation using bond yields and volatilities
  • Build low‑risk or inflation‑protected portfolios with sovereign securities

6. Bond issuance, auctions & primary market analytics

Government bond data is used to:

  • Track auction results (bid-to-cover, yield spreads)
  • Predict issuance patterns and funding needs
  • Benchmark sovereign credit risk (ratings, CDS, yields)

7. Collateral, repo & margining analytics

Government bonds are top‑tier collateral; data is essential for:

  • Repo pricing and haircuts
  • Collateral optimisation engines
  • Clearing/margin models (variation & initial margin)
  • Funding cost calculations (xVA)

What types of fixed income instruments are covered?

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We provide comprehensive coverage across key fixed‑income instruments commonly used for market analysis and portfolio strategy, including:

  • T‑notes
  • Government benchmarks
  • Government bonds
  • Semi‑government bonds
  • Inflation‑linked bonds
  • Bond spreads (benchmark vs. benchmark)
  • Treasury spreads (IRS vs. benchmark)