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Full Quote - bond

Below the elements explained in the general Full Quote section, the "Full Quote" widget for bonds also shows the following data:

Prices

Field

Description

Bid/ask price

The current bid and ask price at the trading venue selected.

The arrow next to a particular price flashes to indicate updated prices. The direction and colour of the arrow next to the price illustrate the current price development.

Bid/ask quantity

The quantity for the bid and ask price indicated above.

Bid/ask timeThe time for the bid and ask prices indicated above.

Open/
Close

The current open and close price of the bond.

High/Low

The daily highest and lowest price at the trading venue selected.

Cum. volume

The total volume of the bond at the trading venue selected on the current day.

Paid price supplementThe rate supplement to the paid price.
Close previous dayThe previous day's date.
Total turnover of the previous dayThe total volume of the bond at the trading venue selected on the previous day.

Interest rate

FieldDescription

Interest rate

The interest rate of the bond.

Maturity date

The date when the bond matures.

Coupon frequency

The coupon frequency of the bond.

Type

The interest rate type, for example, "fixed" or "variable".

Calculation method

The yield calculation method used for the bond, for example:

  • ISMA (International Securities Market Association)
  • Moosmüller & Knauf
  • US SIA (Securities Industry Association)
  • US Treasury

Indicators

Field

Description

CurrencyThe accrued interest days of the bond.

Yield

The yield of the bond.

ISMA

The ISMA yield of the bond.

Accrued interest

The current interest rates of the bond.

Duration

The duration of the bond.

The duration is the weighted average of all future payment streams resulting from an investment. Furthermore, they express the average commitment period of the capital invested and is influenced by the nominal interest rate and the market interest rate.

Convexity

The convexity of the bond.

Further statistics

Field

Description

Issue date

The issue date of the bond.

Issue volume

The issue volume of the bond.

90D vola.

The 90 days volatility of the bond.

Min. traded vol.

The minimum traded volume of the bond.

Min. amount traded vol.The value of the "Minimum amount traded volume" field for the bond.

BPV

The basis point value of the bond. The basis point value is the change in bond price for one basis point change in the bond yield.

Annual high/low

The highest and lowest price in the current year at the trading venue selected.

52W High/Low

The highest and lowest price in the last 52 weeks at the trading venue selected.

All-time high/low

The highest and lowest price at the trading venue selected.

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