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Fixed Income Data

Fixed income datasets covering pricing, trading data, reference data, End-of-Day (EoD) history and derived analytics across global debt markets.

Fixed Income Data catalogue
  1. Overview
  2. Features & benefits
  3. Most-adopted
  4. Key datasets
  5. All categories
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Understanding Fixed Income Data

Navigate global bond markets with confidence

  1. Analyse bond pricing, yield and credit spread movements.
  2. Monitor fixed income activity across issuers and sectors.
  3. Support valuation, risk and investment decision workflows.

Fixed income data across debt markets

  1. Coverage spans 4.5 million active fixed income instruments globally.
  2. Includes pricing, reference, derived and trading datasets.
  3. Supports government, corporate and municipal debt markets.

Designed for fixed income workflows

  1. Delivers 3.1 million daily fixed income instrument evaluations.
  2. Connects pricing, reference and analytics across markets.
  3. Powered by 1,700 contributors and 9.7 million active fixed income RICs.

Features & Benefits

What our Fixed Income Data offers 

  • 9.7 million
    Active fixed income RICs
  • 4.5 million
    Active fixed income instruments
  • 120,000
    Active fixed income public companies
  • 3.1 million
    Fixed income instruments daily evaluations
  • 1700
    Price Contributors

A closer look at our Fixed Income Data category

Fixed Income Data catalogue

Most-adopted Fixed Income Data datasets across customers

Composite - Credit Default Swap (CDS)

CDS MARKET INTELLIGENCE
Derived composite credit default swap data for credit risk, pricing and fixed income market analysis.

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Curves - Swap Derived Zero Curves

SWAPS ZERO CURVE
Swap derived zero curve data for fixed income rates analysis and curve monitoring.

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CDS Single Name - Brokers

CDS SINGLE NAME INSIGHTS
Broker-sourced pricing data for CDS single name instruments in credit default swap markets.

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Fixed Income Data dataset-level view

All categories

Full list of all categories

Frequently asked questions

  • LSEG's evaluated pricing service calculates bond prices by blending dealer quotes, trade prices, and comparable instrument data, adjusting for credit, liquidity, and market risks. Yields are derived from those prices using standard discounting conventions. Spreads are measured against yield/credit curves built from at least five bonds per currency/rating/sector, smoothed via cubic splines to ensure continuity.
  • LSEG offers historical fixed income data via DataScope Select, Tick History REST API, and the LSEG Data Library. Yield curve archives are accessible in LSEG Workspace's Curve Chart app (government, issuer, and credit curves, with historical/rolling date options) using speed guides like BENCHMARKS Q. For time series, Datastream provides 625M+ series across 45M securities in 215 countries, with up to 120 years of history and 70+ analytical functions.
  • LSEG, via FTSE Russell, offers a broad range of fixed income indices: the FTSE WGBI (sovereign bonds, 20+ markets), FTSE EMGBI (emerging markets), inflation-linked indices (22 countries), FTSE Impact Bond Series (sustainable/GSS bonds), and FTSE Asia Pacific Liquid Government Bond indices. The Russell Fixed Income Series tracks US corporate bonds aligned with Russell 3000/1000/2000 equity indices. Data is available via LSEG platforms, feeds, and APIs.