Data Operations Facility - August 2007 - Change Management - Standard Operating Procedure - LIM is pleased to announce the availability of the following data sets. To add any optional offering to your LIM data feed, please contact your local account manager:
Tradition Financial Services
Tradition Financial Services provides historical and daily price data including power, natural gas, crude oil, refined products and environmental markets. Since 1989, TFS has had a significant presence in the global energy markets. TFS has a team dedicated to providing derivatives across the entire energy spectrum. TFS is part of Compagnie Financière Tradition (CFT) one of the world's largest brokers in OTC financial and non-financial products.
TFS's policy of direct, wholesale distribution from broking desk to end user ensures reliable, up-to-date information from some of the world's fastest moving markets. TFS's data offers a timely, accurate and independent view across the energy and financial markets, supported by dedicated market professionals.
This optional dataset includes European Coal and US Coal, SoX and NoX, EU Emissions (ETS and CER's %) oil, refined products, UK, Dutch and Eastern European power.
For more information, see the TFS website.
Data Reports from Markit®
LIM has added the following data reports from Markit:
- Credit Default Swap (CDS) Composites:
Markit provides CDS composite and contributor level
data on over 2,600 individual entities with data at
the tier, currency and documentation clause level.
In this regard, Markit has data for over 12,500
individual CDS term structures. Over 4 years of
historical pricing data is available for VaR
analysis. In addition to RedCode, LIM provides
convenient integration allowing the use of the same
security reference keys for listed Equity issuers by
Ticker & Cusip for complete analysis. For more
information, see the
Credit Default Swap Analysis Video and the
Markit Data Guide.
- BOND Composites: Markit provides daily
bond composite and contributor level pricing on over
13,000 investment grade and non-investment grade
bonds. Over 2 years of historical data is available
for VAR analysis.
- Itraxx Europe Index / Itraxx Europe Tranche
Index: Markit provides a full data service on
the iTraxx credit index family. Full index dataset
provided to subscribers with subset publicly
available on the website.
- CDX Index / CDX Tranche Index: Markit provides index history and daily composite pricing spreads to subscribers. Markit is the official pricing agent for the DJ CDX Daily Fixings. Markit publishes definitive closing and intra-day marks for the major credit derivative indices traded in the market today as well as the definitive intrinsic level for each index. Closing levels and associated correlations are also available for the index tranches trading based on CDX and iTraxx.
Standard & Poor's COMPUSTAT® Xpressfeed
LIM had added data from the COMPUSTAT North American Xpressfeed Fundamental data, which includes up to 20 years of Annual and 48 quarters of Quarterly Fundamental data. For more information, please refer to the Standard & Poor's website and the COMPUSTAT Data Guide.
The Chicago Board of Trade (CBOT®) Liquid 50 Credit Default Swap Index
The Chicago Board of Trade (CBOT) launched the Liquid 50 Credit Swap Index Futures, on the e-CBOT platform on June 25, 2007. The Liquid 50 Credit Default Swap Index Futures will trade electronically from 6:02 p.m. to 4:00 p.m. Chicago Time, Sunday through Friday.
On June 25th, LIM added the Liquid 50 Credit Default Swap Index Futures under the symbol name CBOT.CX. LIM also added the Liquid 50 Credit Default Swap Index value under the Cash column for CBOT.CX.
For more information on this data set, see the Chicago Board of Trade website.
