The Pricing Data
Latin American bond prices, ready for your daily workflow.
Get evaluated end-of-day pricing and reference data for Latin American bonds, alongside SQX's coverage of every other fixed-income market.
We price sovereign, quasi-sovereign, and corporate bonds in hard and local currencies, every covered bond every business day. Each business day's file carries one row per bond per pricing date, keyed on ISIN and pricing date, in seven groups of columns:
- Identifiers and reference. ISIN, CUSIP, issuer, issuer country and type, coupon terms, day count, issue, dated, first coupon and maturity dates, seniority, issue size and amount outstanding.
- Price and yield. Clean and dirty price, accrued interest, yield with its type and the date it is worked to, and current yield.
- Spreads. SQX's credit spread with the basis it was set on, the spread over the government curve and the spread over the swap curve.
- Interest rate risk. Modified and Macaulay duration, DV01 and convexity.
- Credit. Agency ratings where they are held, and SQX's rating band where a spread is set from one.
- Structure. Call and put flags, make-whole calls, the next call date and price, and years to that call.
- Liquidity and trading. The consensus close across the exchanges that list the bond, the venues and their count, the gap between SQX's price and that close, and the last TRACE trade where one is reported.
The sample file shows real rows for bonds across the region, each column explained, and the data dictionary gives every field with its type, unit and definition.
Delivered your way
We'll deliver your data where you need it, in a way that fits your workflow.
- SFTP. Receive daily files on your server.
- S3. Get daily files in your bucket.
- API. Pull prices into your systems on request.
Built for the teams who use it
- Portfolio managers and analysts. Daily pricing for emerging-market and LatAm-dedicated fixed-income teams.
- Fund administrators, custodians, and auditors. Evaluated prices for your daily valuation of Latin American holdings.
- Wealth platforms and private banks. Pricing for the Latin American hard-currency bonds your clients hold.
- Risk and compliance teams. An independent price to support your oversight.
When we're not the right fit
Our prices are end-of-day evaluations, delivered once each business day. If you need intraday or streaming quotes to trade on, you'll want an exchange or dealer feed. We're glad to price the same bonds for your valuation, risk and reporting.
Fees set by your bond list
We'll check coverage, send you sample prices for your bonds, and propose a fee based on the bonds you need priced and your preferred delivery method. How an engagement works walks you through each step.