The hit on fixed-income ETFs in March was a wake-up call to many investors. What was viewed as a safe-haven asset wasn’t as safe as originally thought. Liquidity issues stretched the discrepancy between their NAVs and their intrinsic value. Use Overbond’s liquidity-adjusted pricing to screen for the best performing bond ETFs. Source: The Globe and…
Historically a fractured market for data dissemination, OTC bond market participants have been yearning for a consolidation, similar to that of the public equities markets. With the emergence of machine-learning technology, the hopes of a fully transparent market are now on the horizon. Overbond can solve this problem for clients through its unique data aggregation…
To address the liquidity challenges of the IG bond ETF market, some active managers have focused on creating baskets of the most liquid part of the market. Use Overbond to classify bonds into liquidity buckets for more effective rebalancing and tracking. Track historic liquidity scoring to ensure constituents in your basket remain stable over the…
The coronavirus crisis caused market volatility and dislocation in the EUR IG bond market that surpassed those seen in 2007 and 2008, with “some market participants report[ing] that the market had become dysfunctional.” Overbond’s deep liquidity score uncovers dealable ISINs from issuers with the highest liquidity profile by incorporating settlement-layer data. This adds the dimension…
Last Thursday, that US debt boom reached an astonishing milestone: $1 trillion worth of investment-grade corporate debt sales had been brought to market in the first 149 days of the year. In 2019, a fairly typical year in the bond market, that figure wasn’t reached until November. With new issuance not letting up, equipt your…
Great progress on single-venue pricing from TradeWeb and good article by Ted Husvelh! For clients sourcing liquidity from TradeWeb and want to aggregate data from numerous data vendors and venue sources for a deeper liquidity perspective, use Overbond’s R&D Sandbox + COBI-Pricing Live + settlement-layer data from OTC flows that are not visible on electronic…
Issuers have rushed to market to sell more than US$660bn of the US high-grade bonds in the roughly two months since the Federal Reserve announced its corporate bond purchasing program. Although there is no sign of the issuance slowing, the looming risk of a second wave of Covid-19 only heightens the uncertainty for issuers seeking…
The Fed’s support has driven up prices for ETFs, after announcing recently it would buy corporate bond exchange-traded funds for its corporate credit facility. Use Overbond to screen for the bond ETFs by pricing with deep liquidity profiling to view individual constituents. Source: MarketWatch The numbers: The Federal Reserve’s balance sheet increased to $7.09 trillion for…
Bond ETF pricing has come into question over the last several months. Blame it on liquidity. Blame it on arcane NAV methodologies. But let’s agree that we need more science, and less art in ETF pricing. Over the last three months, COBI ETF Pricing has been tight to iShares pricing of LQD, and often has…
The pervasiveness of Artificial Intelligence in all industries is a testament to its versatility and its growth, but from an investment perspective, AI is still in its early innings and that’s good news for investors. Explore how Overbond leverages AI to screen for best investment grade bond ETF’s and produce intraday and EOD NAV calculations….
LONDON, UNITED KINGDOM, ENGLAND, February 27, 2024 /EINPresswire.com/
