The European BASI is calculated using quoted price information available through an end-of-day pricing feed from MarketAxess subsidiary, Trax®. The quoted prices from Trax are also enriched with traded prices on European bonds, as a means of validating the data. Trax processes approximately 65% of all fixed income transactions in Europe through its post-trade services.
Read our blog to learn more about the Sector and Specialty BASIs.
This information is provided "AS IS." Although the data presented has been obtained or compiled from sources MarketAxess® believes to be reliable, MarketAxess® cannot and does not warrant, either expressly or impliedly, the accuracy, validity, timeliness or completeness of this information, or its suitability for any particular purpose.