BondDroid Credit Curves

Overview

BondDroid® is a proprietary AI system that predicts trade bid and ask levels. It uses a unique approach designed to deliver accuracy across different market regimes, issuer credit quality, and instrument life cycles. BondDroid® deploys over 400 pricing bots — each representing a unique trading persona.

BondDroid Curves offers issuer-level credit spread and hazard rate curves for 11 standard maturity points, dating back to January 2012. This data feed covers a daily snapshot of the issuer-level credit curves and hazard rates for 4,000+ global corporate and sovereign issuers.

Data InformationValue
Refresh CadenceDaily
Historical Coverage2012-present
Geographical CoverageGlobal

Schema

NameDescription
CURVE_TICK_TIMESTAMPThe date and time from which bond pricing signals and rates are used to calculate credit curves.
CURVE_IDUniquely identifies (in combination with bd_le_id) and provides a chronological ordering for each issuer credit curve.
BD_LE_IDA 6-digit unique issuer identifier is assigned by BondDroid.
TICKERBondDroid® ticker symbol of the issuer. Where possible, it is kept consistent with the stock ticker of the issuer's ultimate parent.
ULTIMATE_PARENT_NAMEThe name of the ultimate controlling company within a corporate structure of the obligor.
ISSUER_NAMEThe full legal name of the obligor.
ISSUER_LEIThe open-source 20-character, alpha-numeric code is based on ISO 17442.
BONDDROID_INDUSTRYIssuer industry. NAICS 2017 taxonomy applied to the US and Global Issuers.
BONDDROID_SECTORIssuer sector. NAICS 2017 taxonomy applied to the US and Global Issuers.
COUNTRY_OF_RISKBondDroid® issuer country of risk assigned based on several factors.
REGIONWorld Bank Region based on the issuer's country of risk.
CURRENCYThe ISO currency in which the underlying bonds are denominated.
SPREAD_1MThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_3MThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_6MThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_1YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_2YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_3YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_5YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_7YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_10YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_20YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
SPREAD_30YThe implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk.
HAZARD_RATE_1MThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_3MThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_6MThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_1YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_2YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_3YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_5YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_7YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_10YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_20YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
HAZARD_RATE_30YThe probability of issuer default by the end of a specified time interval, conditional on no prior default event.
YIELD_1MThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_3MThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_6MThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_1YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_2YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_3YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_5YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_7YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_10YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_20YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.
YIELD_30YThe annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve.