FactSet Fixed Income

FactSet's fixed income database contains comprehensive current and historical pricing, ratings and terms data for hundreds of thousands of public debt issues for public and private companies. Data from providers like Mergent, ISMA, TRACE, and Telekurs is organized to ensure proper linking to an issuer's bond terms, ratings, prospectuses, debt schedules, capital structures, and more.

You can access FactSet fixed income data through FactSet applications.

Scope and Coverage

(as of January 2010)

Dataset Features:

• Entity Mapping: The process of mapping securities from the parent to issuer to issue is maintained and monitored by FactSet for a timely and accurate breakout of the capital structure of both public and private companies.
• Historical Data: With historical data back to 1980 for terms, 1987 for pricing, and all redeemed or matured bonds stored, the data set is a complete record of Treasury, corporate, and agency issues for over 20 years. Access to this data is available in online applications and through various delivery methods.
• Covenant Data: A number of flags are in place to identify many covenants attached to individual bond issues. Allows for quick sorting of restrictions for easy identification. In addition, links to many bond prospectuses allow for quick research and more detailed analysis.
• Source Document Links: Links to10-K debt schedules for U.S. bonds of U.S. companies are available, as well as U.S. prospectus links.
• Derived Values: Includes over 40 derived values (out of hundreds in our library) calculated by FactSet.
• Quality Assurance: Data is cross-referenced across sources to flag any possible data errors. Data is stored in a fashion that allows multiple databases to be referenced and entities to be linked for seamless retrieval.