Bond Σ – Fixed Income Derived Data






Transform portfolio & investment strategies with bond analytics data

Get all the necessary data you need to:

  • Efficiently control the risk associated with fixed income portfolios
  • Project security and/or portfolio returns

BondΣ combines Exchange Data International’s worldwide fixed income data and bond pricing data with an algorithm provided by a partner, specializing in Cloud based financial applications.

The technology behind the application allows you to:

  • Ensure you comply with regulatory reporting requirements
  • Screen bonds to enable investment decisions

Get insight into the global fixed income market

Fixed Income Derived Analytics Data provides you with detailed information on 150,000 debt securities including:

  • Government and corporate bonds
  • Fixed rate, floating and convertible issuance

An initial BondΣ set includes 11 fixed income derived data fields:

  • Yield
  • Yield to Maturity
  • Yield to Call
  • Yield to Put
  • Yield to Worst
  • Accrued Interest
  • Macaulay Duration
  • Effective Duration
  • Modified Duration
  • Key-Rate Duration
  • Convexity

Together with 10 fields from the Last Trade data set including open, high, low and traded volume.

BondΣ provides clients with the necessary data to efficiently control the risk associated with fixed income portfolios, project security or portfolio returns, as well as complying with regulatory requirements.

Data Delivery

Delivery options


Delivery format


Your Fixed Income Derived Analytics Data file will be delivered to you next day at 8am (UTC).