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New Data: New Bond Datatypes

A wide range of new fixed income terms and conditions datatypes are being released for customer use in Q3 2012, split into 9 broad categories.

Release #7 4 New Index-Linked/Inflation Protected


Bond Datatypes

All Terms & Conditions data is sourced directly from the Thomson Reuters fixed income database of record EJV GovCorp with data updates and new issues every 20 minutes. This is the single point of entry database within Thomson Reuters for mastering fixed income terms and conditions in real time for government and corporate bonds. GovCorp is supported by a highly skilled global team of 300+ analysts and market specialists collect data from market participants, prospectuses and best-of-breed third party data providers.

IX Inflation Protected bond Debt Factor Amount


Time series numeric datatype with values to 5 decimal places.

Data values represent the indexation factor that is applied to coupon and principal bond payments. Available for selected liquid government & corporate inflation protected bonds (a type of index linked bond) across all 53 markets (excluding Colombia, Chile & Mexico). Note: Instances where IX values at source are dated on a non-week day, Datastream will store this value on the Friday previous.

PRNIXL - Principal Protected by Index Flag


Static datatype to return 1 character Y or N flag for bond DS codes. Y flag indicates if a bond has the payment of principal at maturity protected by direct link to an index.

BEIN Breakeven Inflation Value (Inflation Protected Bonds)


Time series numeric datatype with values to three decimal places. Breakeven inflation values for selected Government Index/Inflation Linked Bond markets. This is a calculated value to express the simple break-even inflation percentage value for inflation protected government bonds. Markets included: United States, United Kingdom, France, Italy, Australia, Canada, Greece, Japan, South Africa, Sweden. The datatype (when applied to a specific government inflation linked bond or list of government inflation linked bonds) will return the difference between the real yield of the index linked bond (BY) and the interpolated yield from nominal government benchmark bonds (EBRY). The relative yield difference between index linked and nominal bonds reflects a simple value of expected inflation in units of 1 percent). Note : Each index linked market is only linked to one measure of inflation. For example for France, we use the Harmonized Index of Consumer Prices (excluding tobacco) for Eurozone, not the French Inflation rate.

IXLB - Index Linked Base


Static datatype to return up to 9 character RIGS code for bond DS codes. The Code of the underlying index to which bond coupon or principal payments are linked (see table of domain values below). Datatype Value ARCER1D BRIGPDS BRIGPMS BRINPC BRIPCA BRRXS BRSELI1D BRTRS CACPIRS02 FRDCPIS HICPDS ITCPI02 Description COEFICIENTE DE ESTABILIZACION DE REFERENCIA DIARIO BRAZILIAN GENERAL PRICE INDEX BRAZILIAN GENERAL MARKET PRICE INDEX BRAZILIAN NATIONAL CONSUMER PRICE INDEX BRAZIL CONSUMER PRICE INDEX - IPCA PTAX 800 OPCAO 05 - VARIATION OF US DOLLAR EXCHANGE RATE BRAZILIAN SELIC OVERNIGHT RATE BRAZIL TAXA REFERENCIAL CANADIAN CONSUMER PRICE INDEX - REFERENCE RATE FRENCH DAILY INFLATION - REFERENCE RATE DAILY EUROZONE HARMONIZED INDEX OF CONSUMER PRICES (HICP) REFERENCE RATE ITALIAN CPI FOR THE FAMILIES OF WORKERS AND EMPLOYED (BASE 2010=100) EXCLUDING TOBACCO

ITDCPIS02 JPCPINF05 PEVAC1Y PLCPIRS RPI SECPIS THCPIRS UKRPIS USCPIRS UYUUI ZARCPI01

ITALIAN CPI FOR THE FAMILIES OF WORKERS & EMPLOYED (BASE 2010=100) EXCL. TOBACCO - REFERENCE RATE JAPANESE CPI (EXCLUDING FRESH FOOD) MONTHLY (2005=100) REBASED EVERY 5 YEARS PERUVIAN VALOR ADQUISITIVO CONSTANTE POLISH CPI RATE UK RETAIL PRICE INDEX - ALL ITEMS (JAN 1987=100) SWEDISH CONSUMER INDEX - REFERENCE RATE THAILAND DAILY INFLATION - REFERENCE RATE UK RETAIL PRICE INDEX (ALL ITEMS) - REFERENCE RATE US CONSUMER PRICE INDEX - REFERENCE RATE URUGAYAN INFLATIONARY CURRENCY SOUTH AFRICA CPI - REFERENCE RATE

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