Announcement: SQX Now Covers Structured Products, Yield Curves, and Volatilities
We at SQX are excited to announce a massive increase in our data coverage.
As an organization, we aim to be an innovative leader in streamlining the flow of information across the finance industry. To realize this vision more fully than ever before, we’re adding several new products—some that are entirely new, some that expand our existing coverage. As of this summer, the new datasets we offer include new fixed-income securities (including structured products), new types of yield curves, and volatility data! We’ll have more to say about each asset class in the coming months, but let’s take a quick look at each of our new products:
Fixed Income
Our new fixed-income coverage includes common and niche asset classes—including structured products:
- Agency MBS – Over 1,000,000 Mortgage-Backed Securities
- ABS – Around 20,000 Asset-Backed Securities, covering a wide range of collateral types and structural features
- CMBS – Approximately 23,000 Commercial Mortgage-Backed Securities
- CMOs – Over 265,000 Non-Agency Collateralized Mortgage Obligations
- CLOs and CDOs – 20,000 Collateralized Loan Obligations, including Collateralized Debt Obligations
- Syndicated Bank Loans – Around 3,000 global syndicated bank loans
- “Green” Bonds – Pricing for bonds across sectors.
These new securities join our existing fixed-income offerings, which include municipal bonds, corporate/sovereign bonds, catastrophe bonds, and private bonds. For all fixed-income securities that SQX offers, we provide informational transparency, explaining the methodologies behind the valuations we create. Our new fixed-income products are backed by our responsive customer service and our flexible support team.
New Yield Curves
Our expanded yield curve coverage now includes four all-new types of curves:
- Quoted Swap Curves – Bid and ask yields for a wide range of global currency
- Swap-Implied Curves – Yield curves for 33 global currencies
- FX Forward Curves – Quoted pricing on FX spot curves and FX forward curves across a wide range of global currency pairs
- Credit Default Swap Curves – Spread curves for over 2,000 reference entities and popular indices, alongside a wide range of currency, restructuring clause, and tier of debt combinations
These four new yield curves will be provided alongside the global, corporate, and municipal yield curves we already offer. For all SQX yield curves, we provide historical data, and our pricing updates arrive on a daily or intraday basis.
Volatilities
Last but certainly not least, SQX now offers volatility data:
- FX Option Volatilities – Daily volatility surfaces for FX options, including skew, across 30 global currencies and precious metals
- Swaption Volatilities – Daily normalized volatility cubes for interest rate swaptions, including skew, across 20 popular global currencies
Our new volatility data has been added to our existing portfolio of derivative data. For both volatilities, we provide an updated file on an intraday or end-of-day basis. We can also supply up to 5 years of historical data, if desired.
Comprehensive Data Coverage
With these additions, SQX now delivers one of the most comprehensive and transparent data offerings in the market—spanning fixed income, yield curves, and volatility. If any of our new data offerings are interesting to you or your firm, please contact us! We’d love to share some more specific details. Stay tuned—we’ll be sharing deeper dives into each of these new datasets in the months ahead.
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