Interactive Data adds Excel add-in to fixed income pricing service

Source: Interactive Data Corporation

Interactive Data Corporation, a leading provider of independent evaluated pricing and reference data services, today announced the addition of the Excel Add-in to the client delivery options for its Continuous Fixed Income Evaluated Pricing service.

The Excel Add-in allows clients to stream up-to-the-minute price, yield and spread data directly to their desktop, providing an important new input for custom workflow applications and trading models, such as:

  • Intraday P&L tracking, risk monitoring, collateral and portfolio valuations.
  • Easy to view intra-day price swings and tolerance breaks.
  • ETF premium/discount tracking throughout the trading day.
  • For authorized participants, the ability to monitor the relative value of the current day's create and redeem baskets.

"Excel has long been the tool of choice for traders and portfolio managers around the world. This new feature positions Interactive Data's streaming pricing front and center on their desktops and at the heart of our clients' fixed income workflow," said Andrew Hausman, President, Pricing & Reference Data for Interactive Data. "Our clients' ability to stream fixed income data directly into Excel gives them deeper insight into the pre-trade price transparency, price discovery and risk profiles that are key to their trading decisions."

Launched in August 2014, continuous fixed income evaluated pricing extends Interactive Data's independent pricing beyond end-of-day applications, offering clients a new tool that helps them see and react to intraday market moves and adapt their processes to the changing landscape of today's fixed income market.

With the addition of the new Excel Add-in, clients can now choose from four delivery options:

(1) Excel Add-In

(2) FIX Market Data Feed

(3) Display via Vantage(SM), Interactive Data's web-based transparency portal

(4) FTP Snapshot Delivery

The following fixed income asset classes are available as part of the new pricing service:

  • US Corporate Bonds - Investment Grade and High Yield, including US Dollar-denominated Emerging Market bonds
  • US Treasur
  • US Treasuries
  • US Agencies
  • Mortgage-Backed Security Pass-Throughs
  • TBA Mortgage-Backed Securities

Interactive Data provides evaluated pricing to the world's top money managers and liquidity providers. Interactive Data is also a leading provider of independent, end-of-day fixed income evaluations, and real-time fixed income pricing to global ETF sponsors for use in calculating intraday indicative values (or iNAVs).

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