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

A-Team Insight Blogs

FT Interactive Adds Constituent Prices to iBoxx Service

Subscribe to our newsletter

FT Interactive Data is adding iBoxx constituent prices to complement the existing iBoxx indices that it has carried since 2001. The iBoxx indices and constituent pricing data are used by investors as a benchmark for European bonds.

The vendor will now offer both intra-day for fund accounting and end-of-day for mainstream portfolio valuation purposes. The service features iBoxx real-time index levels and bid/ask quotes for more than 1,800 investment-grade euro- and sterling-denominated fixed-income securities, including government bonds, state-guaranteed bonds, collateralised bonds and corporate bonds.

iBoxx was set up in 2001 to calculate and publish an independent family of fixed-income indices by using a selection of multiple-contributor pricing sources. In co-operation with iBoxx, Deutsche Borse has now made available the constituent pricing of the securities that encompass the iBoxx bond indices in a real-time environment.

The iBoxx product family has been developed by seven leading market-makers, together with Deutsche Borse, as a benchmark for the euro and sterling bond markets. The seven – ABN-Amro, Barclays Capital, BNP Paribas, Deutsche Bank, Dresdner Kleinwort Wasserstein, Morgan Stanley and UBS – have a commitment to supply their trading prices to Deutsche Borse once a minute during the trading day. Each price is put through a series of validation checks and the valid quotes are then consolidated into an iBoxx price. FT Interactive Data receives the iBoxx prices in real time and will distribute the prices and index levels on an intra-day and end-of-day basis

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: FRTB: What still needs to be done before the global deadline of January 2023?

While implementation of Fundamental Review of the Trading Book (FRTB) regulation has been delayed twice for reasons first of complexity and second of the coronavirus pandemic, the final deadline of January 1, 2023 is less than a year away. For banks in scope of the regulation, the time to put necessary risk infrastructure and data...

BLOG

Liontrust Implements Fundipedia Platform to Gain Golden Source Data

Liontrust Asset Management has implemented Fundipedia’s data management platform to provide golden source, validated, and trustworthy data for both the company and its downstream data vendors. The project was delivered by Fundipedia’s implementation team, which onboarded Liontrust’s data in less than 12 weeks. Vinay Abrol, chief financial officer and chief operating officer at Liontrust, says:...

EVENT

Data Management Summit New York City (Redirected)

Now in its 8th year, the Data Management Summit (DMS) in NYC explores the shift to the new world where data is redefining the operating model and firms are seeking to unlock value via data transformation projects for enterprise gain and competitive edge.

GUIDE

Dealing with Reality – How to Ensure Data Quality in the Changing Entity Identifier Landscape

“The Global LEI will be a marathon, not a sprint” is a phrase heard more than once during our series of Hot Topic webinars that’s charted the emergence of a standard identifier for entity data. Doubtless, it will be heard again. But if we’re not exactly sprinting, we are moving pretty swiftly. Every time I...