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

Interactive Data Now Delivers Intraday Fixed Income Valuations

Subscribe to our newsletter

Interactive Data Corporation, a provider of financial market data, analytics and related solutions, today announced that it now delivers intraday fixed income valuations to help clients around the world more closely monitor portfolio value changes and provide European and Asian domiciled funds with new inputs to their fair value procedures.

Employing a variety of advanced analytics from Andrew Kalotay Associates, Inc. (Kalotay), Interactive Data now generates intraday values for a broad spectrum of fixed income instruments in all the major currencies. The service complements Interactive Data’s Basket Calculation Service, an intraday indicative pricing service, which also utilises Kalotay analytics.

Interactive Data’s extended valuation capabilities include: hourly valuations for fixed rate securities from 07:00 GMT – 15:00 GMT in British pounds, euros, Swiss francs, Danish krone, and Swedish krona. In addition, hourly valuations are available in euros for floating rate securities. Hourly valuations from 07:00 GMT – 18:00 GMT are also available in U.S. dollars for fixed rate corporate, sovereign, treasury, municipal and agency bonds, fixed-rate mortgage-backed securities, and floating rate notes.

For European and Asian domiciled funds that invest in global fixed income securities, current market quotations may not be readily available for certain securities at the time of a fund’s valuation point. For example, a popular valuation point for U.K. domiciled funds is 12:00 GMT (07:00 ET), at which point the US fixed income markets are not open. UK-domiciled funds that invest in US fixed income securities may want to consider these intraday fixed income valuations as part of their fair value procedures. Similarly, the service may be of interest to funds in Asia that value their portfolios at local market close (09:00 GMT).

“We are excited to build on our capabilities in valuations, including in intraday indicative pricing, by offering an expanded intraday fixed income valuation service,” said Roger Sargeant, managing director, International, Interactive Data. “Using Kalotay’s fast, easy-to-implement calculation engines, we were able to respond in a timely fashion to client demand in this important area. Our new offerings enable clients to more closely monitor changes in portfolio values throughout the day, at points that fit in with their workflow, including during times when the local markets for certain securities are not open.”

Interactive Data delivers intraday fixed income valuations to clients through FTS, its flexible portfolio administration tool for the desktop. Intraday fixed income valuations are now also available to clients through PlusFeed, Interactive Data’s consolidated, low-latency datafeed.

“We are very pleased that Interactive Data selected our high-speed libraries to address their valuation needs,” said Andy Porter, managing director, Andrew Kalotay Associates.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Best practice approaches to data management for regulatory reporting

Effective regulatory reporting requires firms to manage vast amounts of data across multiple systems, regions, and regulatory jurisdictions. With increasing scrutiny from regulators and the rising complexity of financial instruments, the need for a streamlined and strategic approach to data management has never been greater. Financial institutions must ensure accuracy, consistency, and timeliness in their...

BLOG

GoldenSource OMNI Evolves as Buy-Side Demands Transform

Data cloud giant Snowflake’s forum in San Francisco last month was closely watched by the data management industry, especially GoldenSource. A year after its launch, the creators of GoldenSource’s OMNI data lake product for asset managers were keenly watching what Snowflake had to offer with an eye to enhancing the app’s own provisions for the...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

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...