Fixed Income

High-value, accurate, and comprehensive pricing and analytics from an award winning supplier.

Overview

Fundata has teamed up with CanDeal Data & Analytics (CanDeal DNA) to distribute the most comprehensive set of Canadian fixed income pricing and analytics.

Summary Level

Rates and Credit
Money Market
Asset Backed Securities
Yankees
MBS Fixed
MBS Floating

Advanced Analytics

A suite of analytics that ensure that you glean deep insights from our comprehensive pricing of more than 80,000 securities to make better, confident decisions.

Available analytics

BOND ANALYTICS

V01
Convexity Macaulay Duration
Modified Duration Z-Spread
G-Spread Effective Maturity Date Yield to Maturity
Yield to Call, Yield to Worst NHA MBS: Weighted Average Life
Collateral Value Real Return Bonds: Inflation Index Factor

TRADE ANALYTICS

CanDeal DNA Trade Class (Liquidity)

Coming Soon:

TRADE ANALYTICS

Volume
Weighted Average Price (VWAP)
Transaction and Quote Price Volatility
Participant Breadth & Population (Retail vs Institutional)
Average Trade Size
Market Impact Metric (How long to sell position)
Traded Price Volatility (TVOL)
Quote Price Volatility (QVOL)
Relative Volatility

ADVANCED ANALYTICS

Relative Value
Sentiment Rating
Probability of Default

CanDeal DNA uses dealer-sourced pricing-and-terms and conditions data to provide industry practitioners with best-in-class independent, accurate, and transparent pricing, enabling clients to better monitor, understand, and manage their market exposure and optimize their models and analyses.