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Investment Analytics

Fixed Income Trade Cost Analysis

To show you the market impact by bond issue for each of your portfolios, we offer a specialized analysis that tracks execution costs for each fund’s daily activities. The analysis, available in PDF or in an interactive web format, 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 the 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