Institutional-grade Fixed Income data across US, European, and Asian markets — reference data, SEC prospectuses, pricing, evaluated marks, municipal bonds, swaption volatility, and Treasury rates in one integrated set of datasets. Anchored by our flagship reference data with SEC prospectus PDFs, variable coupon conditions, full call schedules, and coupon formulas — fields standard bond feeds leave out.
Reference data for US, European, Asian Corporate bonds and US Municipal bonds. This dataset is enhanced by reference fields, including all of the necessary fields for any analytics, willing to be counted within your own resources. The dataset is being refreshed daily and expanded upon any client requests. We track new issues and add them to the dataset daily. Currently data for more than 1,000,000 ISINs is provided.
Key fields: ISIN, FIGI, Company Name, Company ticker, Bond Ticker, Exchange Code, MIC, Market Sector, Security Type, Currency, ParAmount, Coupon Type, Coupon Frequency, Coupon, Day Count Fraction, Issue Date, First Coupon Date, Call Date, Maturity, Is Callable, Call Feature, Call Price, Amount Issued, Amount Outstanding, Variable Condition, Coupon Formula, Debt Seniority, Full Call Schedule
PDF Prospectuses - instant access to primary documents without searching the SEC; foundation for AI-driven document analysis and prospectus Q&A. PDF storage per security with a direct link to the SEC filing.
Key fields: PDF documents
Data and pricing services for U.S. corporate and municipal bonds. This set includes both pre-trade and post-trade data (TRACE and EMMA). A proprietary bond valuation model is also available.
Key fields: Open Price, High Price, Low Price, Last Price, Bid Price, Ask Price, Bid Size, Ask Size, Volume, Last Price Time
Calculated indicator data for U.S. corporate and municipal bonds, including key yield and risk metrics.
Key fields: Accrued Interest, Yield, YTM Corrected, YTM Effective, Convexity Corrected, Convexity Effective, Duration Corrected, Duration Effective, Macaulay Duration, Z-spread
U.S. Treasury constant-maturity rates across the full curve — used for discounting, risk-free benchmarking, spread calculations, and rate scenario analysis.
Key fields: Date, Maturity (1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y), Yield
Daily implied volatility grids for interest rate swaptions across 5+ major currencies. Volatility smiles are available at varying granularity. Each currency surface spans 14 option expiries (1M through 10Y) and 12 swap tenors (1Y through 30Y) — 168 vol points per currency per day.
Key fields: Date, Currency, Option Expiry, Swap Tenor, Strike (ATM offset in bp), Implied Volatility
Issuer discount curves are essential tools for evaluating the value of debt instruments, including bonds. They allow you to calculate the present value of future cash flows. These curves also help assess how the specific risk of an issuer compares to market rates and yields.
Key fields: Date, Company Ticker, Zero Rates
A Discount Curves dataset provides time-series data on discount factors used to calculate the present value of future cash flows. It is essential for pricing fixed-income securities, derivatives, and risk management.
Key fields: Date, Company Ticker, Discount Factor
A Bond Cashflows dataset provides detailed information about the expected cash flows from a bond, including the dates and amounts of coupon payments. This dataset is essential for modeling and analyzing the timing and magnitude of bond payments, and it plays a key role in pricing, risk management, and performance analysis.
Key fields: Date, Company Ticker, ISIN, Payment Date, Payment Sum
The goal of IVolatility MBS Data product is to assist MBS traders, portfolio managers, quants, risk managers, loan originators, and tech professionals in making informed, data-driven business decisions to generate additional revenue.
IVolatility MBS Data product offers comprehensive data covering more than $13 trillion Agency MBS market, and a suite of business intelligence tools designed to facilitate the analysis and forecasting of MBS prepayment and credit performance.
The main advantages of IVolatility MBS Data product are its ease of use and transparency. It provides a consistent approach to pricing and risk management across all securitized and non-securitized MBS products.
Our clients leverage IVolatility MBS Data product to generate additional revenue by conducting data-driven relative value, pricing, and risk management analyses. Additionally, they reduce costs by performing analyses and reporting in a more efficient, timely, and streamlined manner.
Key fields: All Standard Loan Level fields and derived performance fields VPR, CDR, Delinquencies, Burnout, Severity, Cumulative Losses/Defaults etc. This data set is enriched from other data by probabilistically modelling using our AI algorithm on aggregate security level such fields as: Geo HPA, Perm & Temp Buydown, Borrower Age, Income, Discount Points, Lender Credits, Loan Costs, Burnout, Severity, Cumulative Losses/Default
The End-of-Day Transaction File is a TRACE (Trade Reporting and Compliance Engine) data product offered by FINRA (Financial Industry Regulatory Authority). It provides daily transaction data on TRACE-eligible securities, offering a comprehensive record of all trades reported on a given day.
• Includes all publicly disseminated TRACE transactions reported during a trading day.
• Covers all trade activity in TRACE-eligible securities.
Key fields: Includes trade details such as trade price, execution time, trade size, yield, and buy/sell indicators and trade counts.
Gain access to SOFR, ESTR, and other benchmark currency curves with our comprehensive data sets. Suitable for investment analysis, banking research, and economic forecasting. For professional market participants, our SOFR and ESTR benchmark data can be used to optimize risk management, maintain compliance, and make informed business decisions. By using our data, you can gain a competitive edge in your industry, reduce costs, and stay ahead of regulatory changes.
Key fields: Date, Rate, Tenor
Daily flat files over SFTP, REST API access, or native Snowflake shares — the same datasets, in whatever form your infrastructure consumes them.
IVolatility has expanded its Fixed Income Data offering with new security-level fields that go deeper than standard market data providers — especially for structured notes, floaters, callable bonds, and complex instruments. This data is analytics-ready, API-deliverable, and purpose-built for pricing, risk, portfolio analytics, AI document workflows, and credit research.
Structured note complexity is underserved. Standard market data providers supply minimal machine-readable data on contingent coupon conditions and barrier levels — IVolatility delivers it at the field level.
AI document workflows need source data. PDF prospectus links enable LLM-driven analysis, RAG pipelines, and covenant screening without manual SEC searches.
Full call schedules matter for YTW. First-call-date-only data understates call risk. Complete schedules enable accurate yield-to-worst and OAS calculations.
Capital structure drives recovery analysis. Debt seniority at the security level supports relative value screens and distressed credit workflows.
Request a quote and data samples — our team will follow up with coverage details and pricing.
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