OTC Bond Liquidity Data is a daily dataset designed to provide information on the liquidity profile of bond instruments traded OTC. It aggregates some simple key metrics such as free-floating holdings, concentration of holders and median holding size and some more advanced liquidity scores such as composite liquidity and weighted concentration.
Key features
- Coverage of Italian bonds traded OTC
- Aggregated at ISIN level
- Insights into liquidity metrics
- Available for distribution and non-distribution use
- Structured data format for automated processing
- SFTP delivery
Product benefits
- A full view of liquidity drivers including holding distribution and ticket size metrics
- Insights into strong or weak liquidity profiles
- Reliable data that shows patterns in turnover and concentration
Frequency and delivery
- Subscription model: Daily
- Delivery frequency options: Daily, weekly, or monthly
- Delivery method: SFTP
Use cases
Risk management
Helps firms proactively adjust positions and avoid exposure during market stress events
Trading opportunity
- Spot securities with improving liquidity trends
- Generate signals from the settlement activity
Compliance
- Incorporate liquidity scores into stress testing models
- Predict adverse market conditions and assess portfolio resilience under liquidity shocks
- Prepare contingency plans
Academic and quantitative research
- Liquidity trend studies
- Market structure research
