Quantitative Analysis /
Global

End-of-month EM bond prices: October 2022

  • Full download of end-of-month prices for EM hard-currency sovereign and corporate bonds

  • Powered by 7 Chord’s BondDroid® – an AI system that implies trade bid/ask levels using executed prices and firm quotes

  • The download includes all EM bonds that triggered a price signal in the past 30 days

End-of-month EM bond prices: October 2022
Tellimer Data
31 October 2022
Published byTellimer Data

Insights Pro clients now have access to end-of-month prices for thousands of EM hard-currency corporate and sovereign bonds on the Tellimer platform.

This price feed is powered by 7 Chord’s BondDroid® – an AI system that implies trade bid/ask levels using executed prices, firm quotes and an ensemble of models designed to deliver accuracy across market regimes, issuer credit quality and instrument life cycles.

This institutional-quality price feed includes:

  • A key metrics worksheet that lists just the most relevant data for each instrument and price signal.

  • A comprehensive data tab that includes 50+ fields: bid and ask prices, option-adjusted spreads, liquidity indicators, accuracy metrics, and basic bond and issuer information.

  • Unique by-appointment data sources: trade levels, firm and indicative quotes. 

  • Granular, millisecond timestamps.

The history of intraday prices is available back to 2012 for interested clients and the dataset is free of survivorship bias and includes matured, inactive and defaulted bonds.

Download the end-of-month data here:

Download .xlsx