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Investment Analytics

Fixed Income Cost Analysis

To show you the market impact by bond issue for each of your portfolios, we offer specialized analysis that tracks execution costs for each fund’s daily activities. The analysis, available in PDF or in an interactive web format and covering more than 32,000 global bonds*, includes:

  • Costs compared to a universe of similar costs — including US Treasury, agency, municipal, corporate and mortgage — so you can monitor and evaluate individual, trader and broker costs for the entire fund
  • Intra-day analysis with real-time price data, and a listing of the highest and lowest cost trades
  • Market impact measured against the average price or benchmark price of the issue on the day of trade
  • Separate analysis for trades on the announcement date of approximately 20 macroeconomic indicators
  • An executive summary with key quarterly results
  • The opportunity for you to measure added value of your investment manager, trader and/or broker; one basis point in trading cost reduction may pay for the analysis
     

*As of December 31, 2014