General Pricing Data
List of Data Provided
Category 1 Category 2 Category 3
Issuance Data Maturity data Bond issuance maturity, demand forecast data
ABCP issuance data Provision of basic issuance data on ABCP
Foreign bond issuance data Providing issuance information by major country, currency, company, and item
Derivative issuance data Data on derivative-linked securities before and after the subscription deadline
Rating Issuer credit rating
Corporate data Counterparty basic data, company data, credit rating
Market Data Expected closing price of indicator bond KTB/MSB expected closing price data
Spread CDS Spread
Distribution data Distribution data (placement) average transaction
Interest rate Interest rate data (IRS, CRS, etc.)
Inflation-linked Inflation-linked coefficient
Index price data KOSPI, KOSDAQ indices, major overseas stock indices
Volatility product data CAP/FLOOR/SWAPTION maturity-specific volatility data
Data on Interest Rate Prices YTM Matrix, CDCP Matrix, LIBOR, foreign treasury bonds
Price of each institution's swap rate Interest rates and currency swap rates
Pricing Data Pricing data Prices for general bonds, foreign currency bonds, swaps, and CDCP
Closing price data KTB/MSB benchmark unit prices
Benchmark price change table Final closing price data on treasury/market stabilization/security deposit/national housing bonds
Corporate credit rating conversion YTM Providing YTM changes by company and effective rating
YTM Matrix Matrix based on overseas credit ratings of major currencies
Overseas credit Rating YTM matrix Daily default risk using the default rate of major overseas institutions
Yield matrix YTM Matrix by bond classification code
Bond classification code-specific ZERO matrix
Volatility Underlying assets, volatility by curve, correlation coefficient
Index-specific volatility surface data
Government bond futures correlation coefficient Correlation coefficient data between fixed-rate KRW bonds and government bond futures