Issuance Data |
Maturity data |
Bond issuance maturity, demand forecast data |
ABCP issuance data |
Provision of basic issuance data on ABCP |
Foreign bond issuance data |
Providing issuance information by major country, currency, company, and item |
Derivative issuance data |
Data on derivative-linked securities before and after the subscription deadline |
Rating |
Issuer credit rating |
Corporate data |
Counterparty basic data, company data, credit rating |
Market Data |
Expected closing price of indicator bond |
KTB/MSB expected closing price data |
Spread |
CDS Spread |
Distribution data |
Distribution data (placement) average transaction |
Interest rate |
Interest rate data (IRS, CRS, etc.) |
Inflation-linked |
Inflation-linked coefficient |
Index price data |
KOSPI, KOSDAQ indices, major overseas stock indices |
Volatility product data |
CAP/FLOOR/SWAPTION maturity-specific volatility data |
Data on Interest Rate Prices |
YTM Matrix, CDCP Matrix, LIBOR, foreign treasury bonds |
Price of each institution's swap rate |
Interest rates and currency swap rates |
Pricing Data |
Pricing data |
Prices for general bonds, foreign currency bonds, swaps, and CDCP |
Closing price data |
KTB/MSB benchmark unit prices |
Benchmark price change table |
Final closing price data on treasury/market stabilization/security deposit/national housing bonds |
Corporate credit rating conversion YTM |
Providing YTM changes by company and effective rating |
YTM Matrix |
Matrix based on overseas credit ratings of major currencies |
Overseas credit Rating YTM matrix |
Daily default risk using the default rate of major overseas institutions |
Yield matrix |
YTM Matrix by bond classification code |
Bond classification code-specific ZERO matrix |
Volatility |
Underlying assets, volatility by curve, correlation coefficient |
Index-specific volatility surface data |
Government bond futures correlation coefficient |
Correlation coefficient data between fixed-rate KRW bonds and government bond futures |