New Data Content:
15 Additional Bond Markets in
Datastream Products
Thomson Reuters Datastream is pleased to announce the addition of fifteen
additional domestic government & corporate bond markets on Datastream
related products, bringing coverage up to over 300,000 bond across 66 markets.
This is the third tranche of additional bond markets delivered to Datastream as
part of the ongoing Fixed Income Roadmap.
Additional Bond Market Numbers & Market Lists in Navigator
All individual bonds can be found via Navigator searches or by using the list codes detailed
below.
List Description
Bahrain All Bonds
Bahrain Government
Bahrain Government T-Bills
Bulgaria All Bonds
Bulgaria Government
Egypt All Bonds
Egypt Government
Egypt Government T-Bills
Ghana All Bonds
Ghana Government
Ghana Government T-Bills
Israel All Bonds
Israel Non Government
Israel Government
Israel Government Index Linked
Israel Government T-Bills
Number of
Constituent
Bonds
34
34
29
51
27
177
121
47
201
201
38
674
631
32
12
15
Mnemonic
BAALL
BAGVT
BATBIL
BLALL
BLGVT
EYALL
EYGVT
EYTBIL
GHALL
GHGVT
GHTBIL
ISALL
ISNGVT
ISGVT
ISIXL
ISTBIL
Kenya All Bonds
Kenya Government
Latvia All Bonds
Latvia Government
Latvia Government T-Bills
Morocco All Bonds
Morocco Government
Morocco Government T-Bills
Nigeria All Bonds
Nigeria Government
Qatar All Bonds
Qatar Government
Qatar Government T-Bills
Romania All Bonds
Romania Government
Romania Government T-Bills
Sri Lanka All Bonds
Sri Lanka Government
Sri Lanka Government T-Bills
Tunisia All Bonds
Tunisia Government
Tunisia Government T-Bills
Turkey All Bonds
Turkey Government
Turkey Government Index Linked
Turkey Government Coupon Strips
Turkey Government Principal Strips
Ukraine All Bonds
Ukraine Government
Ukraine Government Index Linked
Ukraine Government T-Bills
60
47
28
25
14
134
84
5
35
20
30
30
18
52
46
18
139
139
90
50
22
8
643
391
206
309
30
452
156
13
3
KNALL
KNGVT
LVALL
LVGVT
LVTBIL
MCALL
MCGVT
MCTBIL
NGALL
NGGVT
QAALL
QAGVT
QATBIL
RMALL
RMGVT
RMIXL
CYALL
CYGVT
CYTBIL
TUALL
TUGVT
TUTBIL
TKALL
TKGVT
TKIXL
TKGVCS
TKGVPS
UAALL
UAGVT
UAIXL
UATBIL
Additional Bond Markets - Terms & Conditions Data Sourcing
All Terms & Conditions data is sourced directly from the Thomson Reuters fixed income database
of record “EJV GovCorp” with data updates and new issues every 20 minutes.
This is the single point of entry database within Thomson Reuters for mastering fixed income
terms and conditions in real time for government and corporate bonds.
GovCorp is supported by a highly skilled global team of 300+ analysts and market specialists
collect data from market participants, prospectuses and best-of-breed third party data providers.
Additional Bond Markets - Timeseries Pricing
Up to six individual price time series datatypes are available for all “liquid” bonds.
Composite bid/mid/ask end of day prices (datatypes CMPB CMPM CMPA) for 8 markets.
Daily prices are archived for product use by 04:00 GMT.
Evaluated bid/mid/ask end of day prices (datatypes TRPB TRPM TRPA) for all 15 markets.
Daily prices are archived for product use by 23:50 for all 15 new markets.
Alternative Yield (datatype YA) which provides yields as calculated for Eikon, is archived by 23:50
GMT daily for all 15 new markets. Historical yield data available from August 2008 (at earliest).
MP datatype will retrieve TRPB (evaluated bid prices).
MPD datatype selects first CMPB (composite bid prices) when available then TRPB (evaluated
bid prices) where available, dependant on bond liquidity and availability of pricing sources.
Note: RY calculated yield data is not available for Inflation Protected bonds at this time.
Additional Bond Markets – Historical Pricing Availability
Market
Composite Price
History Start Date
Evlauated Price
History Start Date
Bahrain
n/a
Sep 2012
Bulgaria
Jan 2011
Jan 2011
Egypt
Jan 2011
Jan 2011
Ghana
n/a
Jan 2011
Israel
Jan 2011
Jan 2011
Kenya
Aug 2012
Jan 2011
Latvia
Jan 2011
Jan 2011
Morocco
Aug 2008
Aug 2008
Nigeria
n/a
Jan 2011
Qatar
n/a
Feb 2013
Romania
Jan 2011
Jan 2011
Sri Lanka
n/a
Jan 2011
Tunisia
n/a
Sep 2012
Turkey
Jan 2011
Jan 2011
Ukraine
n/a
Dec 2011
Additional Datastream Government Bond Indices?
No new Datastream calculated Government Bond Indices are available at this point for the
additional markets, but subject to demand, priority & resourcing these will be created and added
to product during 2014 as part of ongoing FI expansion roadmap.
Datastream Government & Corporate Bond Market Coverage
Datastream now hosts over 300,000 government & corporate bonds.
Datastream Active
Bonds
Status
Country
Region
Argentina
Latin America
444
Australia
Asia/Pacific
1030
Austria
Europe
7580
Bahrain
Middle East
34
Belgium
Europe
363
Brazil
Latin America
5526
Bulgaria
Europe
51
Canada
North America
13662
Chile
Latin America
190
China (govt)*
Asia/Pacific
212
Colombia
Latin America
417
Croatia (govt)*
Europe
68
Cyprus (govt)*
Europe
46
Czech Republic
Europe
552
Denmark
Europe
2197
Ecuador
Latin America
3
Egypt (govt)*
Middle East
177
Eurobonds
Other
149332
Finland
Europe
974
France
Europe
2223
Germany
Europe
25108
Ghana
Africa
201
Greece
Europe
58
Hong Kong
Asia/Pacific
302
Hungary
Europe
603
India (govt)*
Asia/Pacific
153
Indonesia (govt)*
Asia/Pacific
75
Ireland
Europe
47
Israel
Middle East
674
Italy
Europe
16737
Japan
Asia/Pacific
11965
Kenya
Africa
60
Korea, South (govt)*
Asia/Pacific
322
Latvia
Europe
28
Luxembourg
Europe
1
Malaysia
Asia/Pacific
928
Malta (govt)*
Europe
80
Mexico
Latin America
993
Morocco
Africa
134
Netherlands
Europe
374
New Zealand
Asia/Pacific
392
Nigeria
Africa
35
Norway
Europe
2350
New
New
New
New
New
New
New
New
New
Peru
Latin America
332
Philippines
Asia/Pacific
106
Poland
Europe
475
Portugal
Europe
944
Qatar
Middle East
30
New
New
Romania
Europe
52
Russian Federation
Europe
1277
Singapore
Asia/Pacific
353
Slovakia
Europe
24
Slovenia (govt)*
Europe
28
South Africa
Africa
1310
Spain
Europe
1444
Sri Lanka
Asia/Pacific
139
Sweden
Europe
3745
Switzerland
Europe
3518
New
Taiwan
Asia/Pacific
1108
Thailand (govt)*
Asia/Pacific
71
Tunisia
Africa
50
New
Turkey
Europe
643
New
New
Ukraine
Europe
452
United Kingdom
Europe
1351
United States
North America
36467
Venezuela
Latin America
81
TOTAL
300701
For enquiries on Datastream Fixed Income Security data, please contact:
Paul Godden (Content Manager - Fixed Income, Interest Rates & Warrants)
paul.godden@thomsonreuters.com
For enquiries on Datastream Fixed Income Indices data, please contact:
Joe Swan (Content Manager – Fixed Income Indices, Exchange Rates & CDS)
joe.swan@thomsonreuters.com
For general content enquiries on Datastream, please contact:
Paul Bacon (Head of Content Management)
paul.bacon@thomsonreuters.com