CMA Datavision™ ABS Features
Key features
- Up to 3,000 OTC securities priced daily, 10,000 over a monthly period
- Sourced from over 40 buy side and sell side institutions
- Available Same Day
- Pricing data is available same-day
- Prices sourced from auction and offering lists
- Linkages to track auction processes.
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 Original face Auction List ID Current Face
|
Price Price (decimal) Spread Spread (decimal) Spread reference curve Quote type (cover, trade, price talk) |
Offer date Settle date Time stamp |
- Receive ExcelTM-compatible CSV file via email or download via FTP.
- CMA DatavisionTM ABS can be integrated into a wide range of data vendors, portfolio and risk management platforms, hedge fund administrators and in-house systems.