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 time | The time for the bid and ask prices indicated above. |
Open/ | 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 supplement | The rate supplement to the paid price. |
| Close previous day | The previous day's date. |
| Total turnover of the previous day | The total volume of the bond at the trading venue selected on the previous day. |
Interest rate
| Field | Description |
|---|---|
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:
|
Indicators
Field | Description |
|---|---|
| Currency | The 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. |