Primary market datapoints

Issuer details, instrument class, face value, notified issue size, greenshoe option, allotment date, coupon type, coupon frequency, conversion type, conversion date/value, allotment date, first coupon date, coupon dates, redemption date, put/call option date(s), put/call price, issuer rating , ISIN number, etc.

Secondary market datapoints

Clean price, gross number of trades, volume, turnover, yield, modified duration, tenure, accrued interest, etc.

Under this service, rating changes on fixed income instruments are tracked at a security-wise level from all the five rating agencies. This data is disseminated as a feed file via email or FTP. We cover over 11,500 securities under this service.

Crisil's fixed income database has valuations data for over 20,500 securities over 12 years and yield curve data across rating categories and duration buckets for over 16 years.