CMA Datavision™ Bonds Features

Reliable pricing for corporate, convertible and emerging market government bonds with vital contextual information

In addition to the features you expect as standard, CMA Datavision™ Bonds includes vital contextual information including liquidity measures:

• pricing and bid/ask spread data sourced directly from the buy-side ensures independence
• buy-side contribution model produces consensus-based pricing based on observed quotes across multiple price types: cash, Govie, Z-spread, yield, ASW, OAS, Convert & Ref
• covers over 12,000 liquid and illiquid bonds including:

     - corporate fixed and floating rate bonds

     - convertible bonds

     - emerging market government bonds

• proven aggregation methodology, enhanced to deliver reliable pricing for illiquid names
• liquidity measures such as aggregation time stamp, quote volumes, number of front office sources and buy-side contributions provide contextual background
• Excel™-compatible .csv files delivered same day (22.00 New York time) via email or FTP
• data includes the following instrument identifiers