Data services
Yieldbroker market data provides investors with superior pre-trade price transparency with the most complete, accurate and timely estimate of where Australia’s leading dealers are valuing Australian and New Zealand debt securities and derivatives.
Our pricing algorithm continually aggregates price data from the thirteen Yieldbroker dealers, removing inconsistent observations and individual bias to produce a single realistic estimate of where the leading market participants are valuing a comprehensive range of debt securities.
Real-time indicative prices are available in over 700 securities, with markets covered including Australian and New Zealand government and semi-government debt, AUD denominated fixed rate corporate securities, AUD Supranational, Sovereign, Agency debt securities and FRNs. Further security classes, including inflation linked securities, swaps and credit default swaps are being added in coming months.
Accessing Yieldbroker price data
Yieldbroker real-time price data can be accessed by front-office, back-office, accounting and compliance staff at all trading platform users. To obtain access to live price data through the Yieldbroker DEBTS application contact the Yieldbroker helpdesk or call 1800 220 550.
End-of-day valuation sheets are also emailed daily and are available upon request from the Yieldbroker helpdesk.
Yieldbroker price data can also be accessed through a number of third-party vendors: Reuters, Interactive Data and DataScope.
Yieldbroker price data on Reuters
Yieldbroker’s high quality live and end-of-day indicative pricing data for Australian and New Zealand debt products is available through Reuters services, including Reuters 3000Xtra. Over 700 securities are priced with the data set covering Australian and New Zealand government and semi-government securities, AUD denominated corporate, supra-national, agency and sovereign fixed rate securities and FRNs. Further security classes, including inflation linked securities, swaps and credit default swaps are being added in coming months.
Data can be easily accessed by typing the item code “YIELDBROKER” into the Reuters quote window.