About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Callable and Putable Bonds added to SIX Telekurs’ Fair Value Pricing Service

Subscribe to our newsletter

SIX Telekurs has enhanced its Fair Value Pricing Service by adding a new asset class and hence increasing the number of instruments covered to over 110,000 investment grade fixed income securities.

SIX Telekurs is a provider of international financial data. Its Fair Value Pricing Service offers analytically calculated prices for roughly 110,000 investment grade fixed income securities in eleven different currencies. It covers money market instruments, fixed and floating rate bonds, plain vanilla structures as well as bonds with caps, floors and quantos. The service has been enhanced and now includes approximately 17,000 bonds with embedded options in seven currencies, namely EUR, USD, GBP, CHF, JPY, NOK and DKK. The embedded options can be of European, American or Bermudan style. The service covers different redemption types, including free callability, holder’s sudden death, make whole and taxation.

The Fair Value Pricing Service has been developed to help customers deal with the high illiquidity of the fixed income market sector. The product is based on SIX Telekurs’ Valordata Feed (VDF), a database containing reference data for more than 5.5 million financial instruments.

The fair values are calculated and made available to clients four times per day at 8:40am, 11:50am, 2:50pm and 8:45pm (+1 GMT). All inputs, parameters and details of the calculation methodology are disclosed to the user. These details can be found on the Fair Value Web, a web-based interface available to customers.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: A practical guide to dual UK and EU regulatory reporting as the Temporary Permission Regime comes to a close

The Temporary Permission Regime (TPR) allowing capital markets participants in the European Economic Area (EEA) to continue to operate in the UK post Brexit will be withdrawn by the end of 2023, calling on firms that want to stay in the UK to gain full authorisation from the FCA and prepare to comply with both...

BLOG

Arteria AI Plans Global Growth Acceleration of Digital Documentation Solution Following Strategic Investment

Arteria AI is planning to accelerate global growth of its enterprise digital documentation software following strategic investments from Citi SPRINT (Spread Products Investment Technologies), the strategic investing arm of the bank’s Global Spread Products division, and the Business Development Bank of Canada (BDC). Citi and BDC Capital join investors in Arteria AI including Information Venture...

EVENT

ESG Data & Tech Summit London

The ESG Data & Tech Summit will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

Regulatory Data Handbook 2022/2023 – Tenth Edition

Welcome to the tenth edition of A-Team Group’s Regulatory Data Handbook, a publication that has tracked new regulations, amendments, implementation and data management requirements as regulatory change has impacted global capital markets participants over the past 10 years. This edition of the handbook includes new regulations and highlights some of the major regulatory interventions challenging...