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The section “prices by trading systems” displays trading results from world exchanges and OTC on an end-of-the day basis. In this section subscribers can find indicative quotes by Cbonds Estimation, calculated by Cbonds talking into consideration bid / ask quotes received from various price providers (stock exchanges and OTC market participants).
The page features a search form which allows users to find quotes for domestic and international bonds using various filters, including: country, region, industry, sector, yield, duration. Data can be presented both for a specified timeframe and for a specific date.
The search results show various types of prices, selective bond parameters, data on the turnover and number of transactions as well as calculated analytical indicators.
The indicative price column shows the quote selected by Cbonds based on the following price priority: weighted average price (Average), market price (Market), close price (Close), admitted price (Admitted), mid price (Mid), last price (Last). The column “indicative price type” shows the type of price which was selected as indicative at the previous stage. The indicative price is used for the calculation of effective yield, duration, modified duration and spreads.
Cbonds independently calculates different types of yield, duration, ACI and spread using the Cbonds bond calculator. All formulas used in the calculation of analytical indicators are provided in the “guide for the bond calculator”.
Effective yields are shown in the quotes search results (unless otherwise indicated). In the indicative yield column, the yield is calculated from the indicative price. If it’s possible to calculate YTM, yield to put/call and current yield, then Cbonds selects the indicative yield according to the following priorities: YTM effective, effective yield to put/ call (Put / Call) and current yield (Current). The column “Indicative yield type” displays the type of yield which was selected as indicative at the previous stage.