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BONDTICKER
CONVERTS
BondTicker
Convertible Bond Data Service
MarketAxess
now offers a product specifically tailored to investment managers
and hedge funds employing a convertible arbitrage investment strategy.
The product, BondTicker Converts, combines the Financial Industry Regulatory Authority (FINRA) TRACE data for convertible bonds with
the underlying equity price at the time the bond trade was executed.
BondTicker Converts provides professional market participants with
a comprehensive set of convertible bond price data that are critical
for convertible arbitrage trading models.
Linking Bond
and Equity Prices
Approximately
2,000 convertible bond trades are disseminated by FINRA on a daily
basis. MarketAxess collects and matches these bond trades with the
equity price (open, high, low and last) based on one-minute increments
from equity exchange feeds. The data set allows traders to identify
relative value and exploit anomalies in convertible bond prices.
Delivery
Options
Delivery is
simple and straightforward. We provide our clients with a daily
CSV file, which can be automatically downloaded from our FTP server.
Click on one of the following links to download a day's trading
activity from the sample set of data listed below.
| March
11, 2005 |
March
17, 2005 |
March
23, 2005 |
| March
14, 2005 |
March
18, 2005 |
March
24, 2005 |
| March
15, 2005 |
March
21, 2005 |
March
28, 2005 |
| March
16, 2005 |
March
22, 2005 |
10
day sample |
For More
Information:
Please contact Chris McGuigan at (212) 813-6367 or by email at cmcguigan@marketaxess.com
for more information on BondTicker Converts data.
About MarketAxess:
MarketAxess operates one of the leading platforms for the electronic
trading of corporate bonds and certain other types of fixed-income
securities, serving as an electronic platform through which our
more than 500 active institutional investor clients can access the
liquidity provided by our broker-dealer clients. MarketAxess' multi-dealer
trading platform allows our institutional investor clients to simultaneously
request competitive, executable bids or offers from multiple broker-dealers,
and to execute trades with the broker-dealer of their choice. MarketAxess
offers our clients the ability to trade U.S. high-grade and high
yield corporate bonds, European high-grade corporate bonds, agency
securities and emerging markets bonds. MarketAxess also provides
data and analytical tools that help our clients make trading decisions,
and we facilitate the trading process by electronically communicating
order information between trading counterparties. MarketAxess' current
participating dealers are: ABN AMRO, Banc of America Securities,
Barclays PLC, Bear Stearns, BNP Paribas, Citigroup Global Markets,
Credit Suisse First Boston, Deutsche Bank Securities, DZ Bank, FTN
Financial, Goldman Sachs, HSBC, ING Financial Markets, J.P. Morgan
Chase, Lehman Brothers, Merrill Lynch, Morgan Stanley, The Royal
Bank of Scotland, Santander Investment Securities, SG Corporate
& Investment Banking, UBS and Wachovia Securities.
About BondTicker:
MarketAxess'
Corporate BondTickerTM combines the Financial Industry Regulatory Authority (FINRA) TRACE data with MarketAxess tools and
data to provide professional market participants with a comprehensive
set of corporate bond price information. The data include actual
execution prices-as well as MarketAxess-estimated spread-to-Treasuries-for
every trade disseminated by FINRA, as well as prices for certain
trades executed on the MarketAxess U.S. platform, many of which
are not otherwise publicly disseminated. Corporate BondTicker can
be customized, exported into Excel, and is available in real time.
The service is intuitive and, simple to use and can be accessed
through an Internet website, or through an automated download service
(FTP). For more information please go to www.marketaxess.com/bondticker.html
Member SIPC
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