Historical Analytics

LSEG Historical Fixed Income Analytics

Advanced analytics tools for your historical data needs.

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For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.
  1. Overview
  2. Features and benefits
  3. Available Timeseries
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Analytics you can count on

With over 35 years of fixed income expertise, LSEG is a trusted and authoritative source for single security fixed income analytics. By leveraging Yield Book’s inherently open architecture, clients can create a ‘golden source’ of accurate, consistent and bespoke historical analytics.

Flexible pricing framework

LSEG Historical Fixed Income Analytics allows customers to select between precalculated historical analytics utilising levels from LSEG’s Pricing Services or to provide their own levels to leverage Yield Book models for custom-made analytics.

Delivery via Snowflake

LSEG Historical Fixed Income Analytics is available via Snowflake Data Sharing, allowing for delivery and analysis in a market-leading data solution with pre-configured dashboards tailored to LSEG content.

You might be creating a modelto quantify riskor a strategy to find the edge.But do you have the history to build it on?They say you can't change the past,but with LSEG analytics,you can change the way you access itprecisely and on your terms.With 20 years of market historyunique to you,stress testing your portfolioshouldn't take so much set up.With clean historical time seriesPre-calculated and updated daily.You can benchmark internal models,calibrate with confidenceand move to production with ease.Generic analyticscan limit your edge.With tailor made precision.You can spot correlations,test ideas to find insight fastand execute decisively.The past is now on demand.The future is yours to model.
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Useful links

Key insights

  • 3.1+ million
    unique bonds globally
  • 20+ years
    of historical daily data
  • Coverage
    across corporates, governments and municipal bonds

Features and benefits

Flexibility of analytics, universe and pricing source

Custom Prices: Clients can use LSEG pricing or supply their own pricing source. Bespoke Analytics: Pricing parameters including curve and partial duration tenors can be set by users

History

Clients can purchase up to 22 years of history to meet their specific requirements

Filtering

Users can filter by the bond terms and conditions in order to size the universe to their needs. Choose just the required analytics or size the universe based on analytic measures

Available Historical Analytics Timeseries

Request details

Email your local sales team

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about events, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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