Nasdaq has introduced additional analytics content which are available for Nordic Fixed Income Subscribers. The new analytics provide independent non-biased valuations and risk measures. The analytics can be used as reference benchmark, for reporting, asses risk/sensitivities and for comparison versus other models used in the market as well as comparison of different bond investments.
Content:
The new Nordic Fixed Income Analytics product includes:
- Valuation and advanced instruments analytics covering over 1,000 bonds listed on the Danish and Swedish fixed income exchanges.
- Theoretical bond prices, prepayment/option adjusted sensitivities, and spreads for the Danish callable mortgage bonds.
Additional key ratios:
- Theoretical (Option adjusted) price OAP
- Option adjusted duration OAD
- Option adjusted convexity OAC
- Option adjusted spread OAS
- Modified OAP, Modified OAC
- YTM, Duration, convexity, etc. for Swedish bonds
Product availability and pricing:
Nordic Fixed Income Analytics data are available via the below product entitlements and pricing.
| Service Level | Distributor Fee | Subscriber Fee |
| Nordic Fixed Income TotalView | €3000/month | €61/month |
| Nordic Fixed Income Level 2 | €3000/month | €56/month |
The new pricing will be effective from April 1, 2016.
Data Access:
The new Nordic Fixed Income Analytics will be available in Genium Consolidated Feed via the TIP message BondAnalytics.
An end-of-day flag that indicates tge end-of-day values will be introduced on February 22, 2016 in the Bond Analytics message.
Contact:
DataProducts@nasdaq.com