CMA ABS Parsing™ Features
Comprehensive ABS pricing and auction information
The ABS parsing service captures all relevant details that are specific to ABS trading and pricing, including:
- pre-auction details such as price talk, info and face values
- post-auction information like cover, colour, traded or did-not-trade
- inventory runs including bid, ask and size information.
The following data is available:
|
Reference data |
Pricing information |
Supplementary information |
|
CUSIP ISIN Bond Entity ticker Deal name Tranche Original face Current face |
Bid size Ask size Bid Ask Cash/discount margin Pre-auction/Post-auction/inventory BWIC, OWIC LM TEENS, MH80s Cover/DNT/traded |
Auction date time (UTC) Auction date time (ET) Email date sent Email date received Email address Email source Email subject |