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: Are you making the most of the business-critical structured data stored in your mainframes?

Fewer than 30% of companies think that they can fully tap into their mainframe data even though complete, accurate and real-time data is key to business decision-making, compliance, modernisation and innovation. For many in financial markets, integrating data across the enterprise and making it available and actionable to everyone who needs it is extremely difficult....

BLOG

Experts Urge Data-Focussed Prep for Asset Management AI Adoption

Leading data practitioners have urged financial institutions to ensure they have suitable data management and infrastructural setups to accommodate artificial intelligence (AI) applications following a report that suggested asset managers are struggling to roll out the technology. The latest in an annual study by professional services giant KPMG found that while asset managers in the...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...