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Chapter 5 – Bond Markets

This chapter outlines how to locate and interpret bond‑market data within LSEG products, with a focus on search tools, RIC construction, chain navigation, yields, credit ratings, debt indices, and other key fixed‑income topics.

LDLib In this chapter, the Python examples use the LSEG Data Library for Python, and the code below imports the library and opens a session to retrieve data.

import lseg.data as ld

ld.open_session()
    <lseg.data.session.Definition object at 0x1a846e5cfe0 {name='workspace'}>

Tools for Finding Data​

Use the following LSEG Workspace tools to locate equity instruments, related displays, and historical data definitions.

LSEG Workspace – Global Search​

  • Purpose: Single search box at the top of Workspace for finding securities, issuers, news, research, and apps.

  • How to open: Enter names, tickers, RICs, ISINs, or keywords in the search box and click Enter or Shift + Enter.

Global Search

LSEG Workspace – Advanced Search​

  • Purpose: Lets you build more precise queries with filters such as asset class, region, currency, sector, date range, and more.

  • How to open: Enter the Advanced Search (AS) in the LSEG Workpsace - Global Search to open the Advanced Search application.

Advanced Search

LSEG Developer Community - RIC Search Tool​

  • Purpose: A web-based tool on the LSEG Developer Community website that lets you search RICs by criteria such as asset class, country, or exchange.

  • How to open: Go to the LSEG Developer Community website and select RIC Search from the Developer Tools menu.

RIC Search

LSEG Data Library for Python - Search APIs​

  • Purpose: The search family of APIs in the LSEG Data Library for Python provides users powerful free‑text and filtered search, and lookup services over a very large universe of financial instruments, organisations, people, and assets.

  • How to use: Call the ld.discovery.search method with a query or filter parameter to return items that match your specified criteria. For example, the following code searches for active US Treasury Bond items contributed by Refintiv.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter=("RCSGovtBondTypeLeaf eq 'US Treasury Bond' "
            "and  AssetState eq 'AC' "
            "and  ContributorCommonName  eq 'Refinitiv'"),
    top=10
)
BusinessEntityDocumentTitlePIRIC
0QUOTExFIXEDINCOMExGOVCORPUnited States 10 Year Benchmark, Government Bo...0x00040500706e3926US10YT=RR
1QUOTExFIXEDINCOMExGOVCORPUnited States 2 Year Benchmark, Government Bon...0x00040500706c223fUS2YT=RR
2QUOTExFIXEDINCOMExGOVCORPUnited States 5 Year Benchmark, Government Bon...0x00040500706e120dUS5YT=RR
3QUOTExFIXEDINCOMExGOVCORPUnited States 3 Year Benchmark, Government Bon...0x000405006e7c0417US3YT=RR
4QUOTExFIXEDINCOMExGOVCORPUnited States 7 Year Benchmark, Government Bon...0x00040500706e3629US7YT=RR
5QUOTExFIXEDINCOMExGOVCORPUnited States 30 Year Benchmark, Government Bo...0x00040500706e4f50US30YT=RR
6QUOTExFIXEDINCOMExGOVCORPUnited States 20 Year Benchmark, Government Bo...0x00040500706e445bUS20YT=RR
7QUOTExFIXEDINCOMExGOVCORPUNITED STATES TREASURY 10Y Point, Government ...0x0004051959a407e2UST10YT=RR
8QUOTExFIXEDINCOMExGOVCORPUNITED STATES TREASURY 2Y Point, Government B...0x0004051959a3ff1dUST2YT=RR
9QUOTExFIXEDINCOMExGOVCORPUNITED STATES TREASURY 5Y Point, Government B...0x0004051959a402e7UST5YT=RR

LDLib The following code can be used to retrieve all available fields in the GOV_CORP_QUOTES view.

from lseg.data.content import search


response = search.metadata.Definition(
    view = search.Views.GOV_CORP_QUOTES  
).get_data()

response.data.df
TypeSearchableSortableNavigableGroupableExactSymbol
AAACurrencyBondBenchmarkChainStringFalseFalseFalseFalseFalseFalse
AACurrencyBondBenchmarkChainStringFalseFalseFalseFalseFalseFalse
ABSMBSBondsRICStringFalseFalseFalseFalseFalseFalse
ActiveEstimatesExistBooleanTrueFalseFalseFalseFalseFalse
ActivityDateDateTrueTrueTrueFalseFalseFalse
........................
ViewsContentTypeStringTrueFalseTrueFalseTrueFalse
WarrantsCountDoubleTrueTrueTrueFalseFalseFalse
WarrantTypeStringTrueFalseFalseFalseFalseFalse
WarrantTypeNameStringTrueFalseFalseFalseFalseFalse
WertStringTrueFalseFalseTrueFalseTrue

797 rows × 7 columns

Users can then choose the searchable fields and include them in the filter parameter to obtain the instruments they need.

LSEG Workspace – Data Item Browser​

  • Purpose: Explore and look up individual data items (fields), including their definitions, codes, and availability across asset classes and views, so users can choose the right fields for screens, templates, and downstream applications.

  • How to open: In LSEG Workspace, use the global search bar to search for “Data Item Browser” (or “DIB”) and launch the Data Item Browser app.

Data Item browser

LDLib The items found in the Data Item Browser can be used with the ld.get_data method in the LSEG Data Library for Python to retrieve data for those items. For exmample, the following code retrieves the company name, last trade price, and unscaled accumulated number of shares traded for LSEG.L.

Bonds Guide and Speed-Guides​

Bonds Guide​

Workspace In LSEG Workspace, users can access Bonds Guide information by typing BNDG in the global search bar and pressing Enter.

Equities Guide

Otherwise, users can still use the speed-guides page RICs to access the reference information.

Speed-Guides​

Speed-guides are pre-defined reference pages that list important codes for bonds, indices, news and more.

Key bond-related speed-guides

  • BONDS – Guide to all bonds. (Chain)
  • TREASURY – Guide to all government bonds. (Chain)
  • EUROBONDS – Guide to all eurobonds. (Page)
  • FUT/IR1 – List of interest rate futures. (Page)
  • BENCHMARKS – World benchmarks. (Chain)
  • US/DEBT – US debt data. Use the two-character country code for other countries (for example, DE/DEBT for Germany). (Chain)
  • DE/DEBT - Germany debt data. (Page)
  • LIQUIDCREDIT – Breakdown of liquid bonds by amount outstanding, rating and currency. (Chain)
  • RPSBONDS – Breakdown of USD-denominated domestic and foreign issues. (Page)
  • CONVERTIBLES – Convertible bonds. (Chain)
  • CDSINDEX – Credit Default Swaps indices. (Chain)

Workspace In LSEG Workspace, users can enter a page RIC in the global search bar and press Enter to open the page and view its contents.

Bonds Page

LDLib The same page data can also be retreived through LSEG Data Library for Python by using page RICs and the ROW80_1 to ROW80_25 fields. However, some speed-guide RICs are chain RICs that contains other speed-guide RICs and the code also handles those speed-guide chain RICs.

import pandas as pd
from lseg.data.discovery import Chain

pd.set_option("future.no_silent_downcasting", True)

RIC = "BONDS"
fields = [f"ROW80_{i}" for i in range(1, 26)] + ["REF_COUNT"]
df = ld.get_data(
    universe=RIC,
    fields=fields
)

#check if df['REF_COUNT'].iloc[0] is not na, if not print the fields. Otherwise, use Chain to get the constituents and print the fields for each constituent.

if pd.isna(df['REF_COUNT'].iloc[0]):
    for i in range(0, len(df)):
        print(*df.iloc[i, 1:26], sep="\n")
else:
    chain = Chain(RIC)
    df = ld.get_data(
        universe=chain.constituents,
        fields=[f"ROW80_{i}" for i in range(1, 26)]
    )    
    for i in range(0, len(df)):
        print(*df.iloc[i, 1:26], sep="\n")
    


    GLOBAL FIXED INCOME GUIDE                                                 BONDS1
                  G L O B A L   F I X E D   I N C O M E   G U I D E                 
                                                                                    
     ========= SEARCH BY MARKET ==========  ========= SEARCH BY COUNTRY =========   
     COMMERCIAL PAPER...........<CPAPER/1>  G20 COUNTRIES..............<G20/DEBT>   
     CONVERTIBLES...........<CONVERTIBLES>  EUROPE/MIDEAST/AFRICA.....<EMEA/DEBT>   
     CORPORATE DEBT...........<CORPORATES>  ASIA/PACIFIC..............<APAC/DEBT>   
     CREDIT DEFAULT SWAPS.......<CDSINDEX>  AMERICAS.................<AMERS/DEBT>   
     DERIVATIVES...................<DERIV>                                          
     EUROBONDS.................<EUROBONDS>  ==========SEARCH BY SOURCE===========   
     EURO MARKETS...............<EUR/DEBT>  BROKER GUIDE.................<BROKER>   
     FUTURES.....................<FUTURES>  CONTRIBUTOR GUIDE.....<CONTRIBUTIONS>   
     GOVERNMENT DEBT............<TREASURY>  SPECIALIST SERVICES......<DEBT/SPEC1>   
     GOVERNMENT STRIPS............<STRIPS>  LSEG CAPITAL MARKETS DATA......<RT1>    
     INSURANCE LINKED SEC...<REFINITIVILS>  DEBT INDICES...........<DEBT/INDICES>   
     ISLAMIC DEBT................<ISLAMIC>                                          
     JUMBOS/GLOBALS...............<JUMBOS>  =========== BOND TRADING ============   
     LOANS.....................<CASHLOANS>  TRFIT Fixed Income                      
     MEDIUM TERM NOTES..........<MTNINDEX>  Transactions..................<TRFIT>   
     MORTGAGE DEBT..............<MORTGAGE>  TRFIT Composite Prices.........<CMPT>   
     OPTIONS.....................<OPTIONS>  TRADEWEB Pricing Service...<TRADEWEB>   
     SOVEREIGN/MUNICIPAL.......<SOVEREIGN>  TRACE Bond Trades.........<NASDBONDS>   
     PRICING BY MARKET.....<0#FIXEDINCOME>                                          
     DEFAULTED BONDS.........<0#DEFAULTED>                                          
                                                                                    
    GLOBAL FIXED INCOME GUIDE                                                 BONDS2
     ============ NEW ISSUES =============  ======= LSEG PRICING SERVICE =========  
     NEW ISSUES................<NEWISSUES>  US Issuance Bonds.......<0#RRPSBONDS>   
                                            European Issuance Bonds.<0#EMEARRPS=>   
     ======== NEWS & INFORMATION =========  Asian Issuance Bonds....<0#ASIARRPS=>   
     Fixed Income News Guide..<DEBT/NEWS1>                                          
     All Debt News...................[DBT]  ============== FUTURES ==============   
     Economic Indicators.........<ECONOMY>  G24 Conversion Factors..<G24/FACTOR1>   
     Global Market Holidays.....<HOLIDAY1>  Bond Future Cheapest to Dlvr...<CTD1>   
                                                                                    
     ==================== WEB LINK - LSEG FIXED INCOME VIEWS =====================  
     Search for bonds: Governments/Corporates/MBS/CMO/ABS/Municipals/Loans          
     Custom market reports: New Issues/Ratings/Redemptions/Defaults/League Tables   
                                    Go to <WEBLINKS>                                
                                                                                    
     ============================================================================   
          MAIN GUIDE................<LSEG>  LSEG HELP................<HELP>

Bond Chain RICs​

You can use the following chains to navigate through to the details you need.

Useful chains include:

  • 0#BONDS: Bonds Data
  • 0#TREASURY: Treasury Data
  • 0#EUROBONDS Eurobonds Data
  • 0#CURVES Interest Rates
  • 0#BDFUTURES: All Bond Futures

These chains may include other chain RICs, so you may need to expand those as well to retrieve the RICs that provide prices.

LDLib The following code performs a three‑level expansion of the 0#BONDS chain RIC. By iteratively expanding each nested layer of the chain, the script ultimately uncovers and retrieves the individual RICs that make up the Canada Government Bond Benchmark Curve. These constituent RICs represent the specific benchmark securities used to construct the curve.

from lseg.data.discovery import Chain

chainRIC = '0#BONDS'

chain1 = Chain(chainRIC).constituents[0]
print(chain1)
chain2 = Chain(chain1).constituents[0]
print(chain2)
rics = Chain(chain2).constituents
print(rics)

0#CA-BONDS 0#CABMK= ['CA1MT=RR', 'CA2MT=RR', 'CA3MT=RR', 'CA6MT=RR', 'CA1YT=RR', 'CA2YT=RR', 'CA3YT=RR', 'CA4YT=RR', 'CA5YT=RR', 'CA7YT=RR', 'CA10YT=RR', 'CA20YT=RR', 'CA30YT=RR']

LDLib However, the same set of RICs can also be retrieved through the Search API, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter=("RCSCurveTypeLeaf xeq 'Government Bond Benchmark Curve Constituent' "
            "and  RCSCountryLeaf eq 'Canada' "
            "and ContributorCommonName xeq 'REFINITIV'"),
    top=50
)
BusinessEntityDocumentTitlePIRIC
0QUOTExFIXEDINCOMExGOVCORPCanada 10 Year Benchmark, Government Bond Benc...0x000386007daf5a0dCA10YT=RR
1QUOTExFIXEDINCOMExGOVCORPCanada 2 Year Benchmark, Government Bond Bench...0x000386007dad5f0aCA2YT=RR
2QUOTExFIXEDINCOMExGOVCORPCanada 5 Year Benchmark, Government Bond Bench...0x000386007dad6336CA5YT=RR
3QUOTExFIXEDINCOMExGOVCORPCanada 1 Year Benchmark, Government Bond Bench...0x000386007daf5b0cCA1YT=RR
4QUOTExFIXEDINCOMExGOVCORPCanada 3 Month Benchmark, Government Bond Benc...0x000386007dad6035CA3MT=RR
5QUOTExFIXEDINCOMExGOVCORPCanada 1 Month Benchmark, Government Bond Benc...0x000386007dad5d08CA1MT=RR
6QUOTExFIXEDINCOMExGOVCORPCanada 6 Month Benchmark, Government Bond Benc...0x000386007dad6431CA6MT=RR
7QUOTExFIXEDINCOMExGOVCORPCanada 3 Year Benchmark, Government Bond Bench...0x000386007dad6134CA3YT=RR
8QUOTExFIXEDINCOMExGOVCORPCanada 2 Month Benchmark, Government Bond Benc...0x000386007dad5e0bCA2MT=RR
9QUOTExFIXEDINCOMExGOVCORPCanada 7 Year Benchmark, Government Bond Bench...0x000386007dad6530CA7YT=RR
10QUOTExFIXEDINCOMExGOVCORPCanada 4 Year Benchmark, Government Bond Bench...0x000386007dad6237CA4YT=RR
11QUOTExFIXEDINCOMExGOVCORPCanada 30 Year Benchmark, Government Bond Benc...0x000386007daf5e09CA30YT=RR
12QUOTExFIXEDINCOMExGOVCORPCanada 20 Year Benchmark, Government Bond Benc...0x000386007daf5d0aCA20YT=RR

The General Structure of Bond RICs​

Fixed income RICs are composed of several parts. Generally, a bond RIC has the following components:

Bond RIC

Country Code​

The country code is the ISO 3166 two-letter code specifying the country of issue. Typically it simply uses the first two letters of the currency code, which represents the country code, e.g. AT for Austria or FR for France

Official Code (Local Code)​

The local code used varies from market to market and LSEG supports the full range of ID numbering agencies.

Some countries do not have an official code and have adopted a local market convention or a LSEG-derived code

Delimiter​

The delimiter is always =.

Source Code​

The source code tells you where the price comes from; typically this is either a contributor or an exchange.

  • Contributor codes are used for OTC-traded instruments.

    • Example: DE113505=BAYM – Bund 6 7/8 quoted by Bayerische Landesbank in Munich (BAYM).
    • You can find a list of contributor codes on page TREASURYID.

  • Exchange codes are one or two characters long:

    • F – Frankfurt.
    • L – London.
    • LU – Luxembourg.
    • PMI – Swedish Summary Information exchange.
    • Example: DE113514=F – Bund 6 1/4 on the Frankfurt Stock Exchange.

    You can also use the Search API to search for bond RICs.

    LDLib For example, the code below uses the Search API to search for Germany’s long‑term federal bond RICs contributed by the Frankfurt Stock Exchange. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter="ContributorCode xeq 'F' and RCSGovtBondTypeLeaf eq 'Bund'",
    top=10
)

BusinessEntityDocumentTitlePermIDPIRIC
0QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...558364040890x000405000bb400beDE113517=F
1QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x00102c93548e2154DE110251=F
2QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x001055baf1f418e2DEBU3Z04=F
3QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x001055b3c857066fDEBU2700=F
4QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x00102cad31b8263eDE110253=F
5QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x00105521d41a1cb6DEBU2Z05=F
6QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x001055d898530b5dDEBU2D00=F
7QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x0010554e90fa0362DEBU3Z00=F
8QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x00102c4d49b3179cDE110246=F
9QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...<NA>0x00102cc957d01e6cDE110249=F

Super RICs​

Super RICs show key data for a bond, including:

  • The last three contributed prices.
  • Additional information such as Open/High/Low/Close.
  • Calculated values (depending on the type of bond).

Super RICs have the same structure as government and treasury bonds described above, except that there is no source code at the end.

Example:

  • DE113514=

For most major bond types, including eurobonds and treasuries, the key data displayed includes:

  • Real-time spread to benchmark.

  • Real-time spread to interest-rate swap.

  • Real-time spread to asset swap.

  • Native and ISMA yield to maturity.

  • Accrued interest.

  • Modified duration.

  • Convexity.

  • Basis Point Value.

  • Reference data (including credit rating and clearing code).

    LDLib Data can be retrieved using the ld.get_data method, while the Data Item Browser tool allows you to search for available fields.

ld.get_data(
    universe = ['DE113514='],
    fields = ['TR.FiDebtType','TR.FiCountryName','TR.FiMaturityDate','TR.FiMaturityStandardYield']
)
InstrumentDebt TypeCountry NameMaturity DateYield To Maturity
0DE113514=BUNDGermany2030-01-042.253116

Chain – contributed prices for the secondary (OTC) market​

Often, the easiest way to find a bond is to start with the chain displays of OTC-traded bonds for each country.

To construct a chain RIC, prefix the code with 0#.

For the secondary (OTC) market, the chains show:

  • Details of different issues.
  • Contributed prices from a range of market players.

The code is made up of:

  • The two-character country code
  • The instrument indicator
  • The delimiter

Example (Germany):

DETSY=

This shows all instruments in that chain – short-, medium- and long-term issues.

You can view a single part of the chain by adding S (short), M (medium) or L (long) at the end:

  • 0#DETSYS= – short-term bonds.
  • 0#DETSYM= – medium-term bonds.
  • 0#DETSYL= – long-term bonds.

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

RICs = Chain('0#DETSY=').constituents
ld.get_data(
    universe=RICs,
    fields = ['TR.FiDebtType','TR.FiCountryName','TR.FiMaturityDate','TR.FiMaturityStandardYield']
)
InstrumentDebt TypeCountry NameMaturity DateYield To Maturity
0DEBU0E27=BUBLGermany2026-03-181.981308
1DEBU2204=SCHATZEGermany2026-03-192.276516
2DE114183=BOBLGermany2026-04-102.131777
3DEBU0E28=BUBLGermany2026-04-151.903015
4DEBU0E29=BUBLGermany2026-05-131.902104
..................
90DE110261=BUNDGermany2053-08-153.390463
91DE103075=BUNDGermany2053-08-153.380459
92DEBU4Z06=PRINGermany2054-08-153.651016
93DEBU2D00=BUNDGermany2054-08-153.386719
94DEBU2D01=BUNDGermany2056-08-153.39398

95 rows × 5 columns

LDLib The Search API can also be used to search for the required bond RICs, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter = ("AssetType eq 'DEBT' " 
              "and RCSCountryLeaf eq 'Germany' "
              "and ContributorTypeName eq 'LSEG' "
              "and DbType eq 'GOVT' " 
              "and PriceSource eq 'REFINITIV COMPOSITE' " 
              "and IsBondQuote eq true"),
    top=10)
BusinessEntityDocumentTitlePIRIC
0QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x0010559bf7d80afbDEBU2502=
1QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055ed71f51834DEBU3Z04=
2QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055081cf9238bDEBU2Z06=
3QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055b24c30058eDE103075=
4QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055fea0131c14DEBU2Z05=
5QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055e9b4991c9dDEBU2210=
6QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x00102cbaa88b2184DE110251=
7QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x0010552e5bea0fd5DEBU4Z06=
8QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x001055863ded0516DEBU2Z01=
9QUOTExFIXEDINCOMExGOVCORPGermany, Federal Republic of (Government), Bon...0x00102c1f9f95351cDE110262=

Competing Market Maker chains​

For a single treasury issue, you can view a chain of competing Market Makers.

The code structure is: 0#DE113514=.

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

RICs = Chain('0#DE113514=').constituents
ld.get_data(
    universe=RICs,
    fields = ['TR.FiIssuerName','TR.FiDebtType','TR.FiCountryName',
              'TR.FiMaturityDate','TR.FiMaturityStandardYield','TR.FIMaturityCorpConvexity']
).dropna()

C:\Users\jphuriph\AppData\Roaming\Python\Python312\site-packages\lseg\data_tools_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set pd.set_option('future.no_silent_downcasting', True)

InstrumentIssuer NameDebt TypeCountry NameMaturity DateYield To MaturityConvexity
1DE0001135143=TWEBGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
2DE000113514=1MGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
4DE0001135143=BAYMGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
5DE0001135143=CALPGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
6DE113514=CALPGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
7DE0001135143=DDBKGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
8DE0001135143=DEKAGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
9DE0001135143=DZBFGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
10DE0001135143=HELEGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
11DE0001135143=HVBGGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
12DE0001135143=JPMLGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
13DE0001135143=LBBWGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
14DE0001135143=LUSGGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
15DE0001135143=NDEAGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
16DE0001135143=NOLBGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
17DE0001135143=NXIPGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
18DE0001135143=SGEPGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
20DE0001135143=ICAPGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
21DE0001135143=TMKRGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166
23DE113514=RRPSGERMANY, FEDERAL REPUBLIC OF (GOVERNMENT)BUNDGermany2030-01-042.2531160.144166

LDLib The Search API can also be used to search for the required bond RICs, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter = "MainSuperRIC eq 'DE113514='",
    select = "DocumentTitle,RIC,ContributorCommonName,MaturityDate,IssueCouponRateFormatted",
    top=100)

DocumentTitleRICContributorCommonNameMaturityDateIssueCouponRateFormatted
0Germany, Federal Republic of (Government), Bon...DE000113514=2MMARKETAXESS L22030-01-046.25
1Germany, Federal Republic of (Government), Bon...DE000113514=1MMARKETAXESS2030-01-046.25
2Germany, Federal Republic of (Government), Bon...DE0001135143=ICTOICAP EU OTF2030-01-046.25
3Germany, Federal Republic of (Government), Bon...DE0001135143=MKCPMARKETAXESS COMPOSITE PLUS2030-01-046.25
4Germany, Federal Republic of (Government), Bon...DE0001135143=TBEMTRADEWEB EU B.V. - MTF2030-01-046.25
..................
65Germany, Federal Republic of (Government), Bon...DE0001135143=TRUTRADEECHO APA EU2030-01-046.25
66Germany, Federal Republic of (Government), Bon...DE0001135143=TWFTTRADEWEB/FTSE2030-01-046.25
67Germany, Federal Republic of (Government), Bon...DE0001135143=TWMKTRADEWEB MARKS2030-01-046.25
68Germany, Federal Republic of (Government), Bon...DE0001135143=VALRVALMER2030-01-046.25
69Germany, Federal Republic of (Government), Bon...DE0001135143SP=VALRVALMER2030-01-046.25

70 rows × 5 columns

Chains by Market Maker​

You can view a chain of all treasury bonds quoted by a specific primary dealer or Market Maker using the structure:

[CountryCode][InstrumentIndicator]=[MarketMakerID]

Example (French primary dealer):

  • 0#FRTSY=RRPS

Where:

  • FR – country code for France.
  • TSY – instrument indicator for treasury bond.
  • RRPS – Market Maker ID for Refintiv Evaluated.

Workspace You can use the Quote appliation in the LSEG Workspace to open this chain.

0#FRTSY=RRSP

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

RICs = Chain('0#FRTSY=RRPS').constituents
ld.get_data(
    universe=RICs,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY',
              'ACT_TP_1','PRIMACT_1','SEC_ACT_1','BOND_TYPE',
              'RT_YIELD_1','SEC_YLD_1','GEN_VAL1','GEN_VAL2']
)
InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1BOND_TYPERT_YIELD_1SEC_YLD_1GEN_VAL1GEN_VAL2
0FR0010916924=RRPSFRANCE3.52026-04-25EURB100.16100.17STR2.1608782.10187817.129-8.975
1FR0013131877=RRPSFRANCE0.52026-05-25EURB⇧99.6699.67STR2.1317032.07770314.257-11.887
2FR001400FYQ4=RRPSFRANCE2.52026-09-24EURB100.16100.17STR2.176672.150678.5441-9.8719
3FR0013200813=RRPSFRANCE0.252026-11-25EURB98.6398.65STR2.2018512.17785110.134-8.26
4FR0014003513=RRPSFRANCE0.02027-02-25EURB⇧97.8997.91STR2.2350862.2090867.9469-4.1914
5FR0013250560=RRPSFRANCE1.02027-05-25EURB⇧98.598.53STR2.2710782.24807814.29-1.066
6FR001400NBC6=RRPSFRANCE2.52027-09-24EURB⇧100.26100.29STR2.3217022.30370212.0927-0.2524
7FR0011317783=RRPSFRANCE2.752027-10-25EURB⇧100.66100.69STR2.3273362.30633611.96-1.152
8FR001400AIN5=RRPSFRANCE0.752028-02-25EURB96.9396.97STR2.3677262.34672614.4484-1.7044
9FR0013286192=RRPSFRANCE0.752028-05-25EURB96.4996.53STR2.4003192.38231917.7270.14
10FR001400XLW2=RRPSFRANCE2.42028-09-24EURB99.8899.95STR2.4463022.41630221.82573.129
11FR0013341682=RRPSFRANCE0.752028-11-25EURB⇧95.5495.58STR2.469522.4545224.3774.76
12FR001400HI98=RRPSFRANCE2.752029-02-25EURB⇧100.71100.75STR2.4981232.48312327.38986.4084
13FR0000571218=RRPSFRANCE5.52029-04-25EURB⇧108.85108.92STR2.5180252.49702529.5527.459
14FR0013407236=RRPSFRANCE0.52029-05-25EURB⇧93.7893.82STR2.5431322.52813218.0239.345
15FR0014016G71=RRPSFRANCE2.42029-09-24EURB⇧99.3899.42STR2.5831282.57112822.398911.3446
16FR0013451507=RRPSFRANCE0.02029-11-25EURB⇧90.8990.93STR2.6064422.59344223.84411.768
17FR001400PM68=RRPSFRANCE2.752030-02-25EURB⇧100.37100.41STR2.6501192.63811929.830815.7766
18FR0011883966=RRPSFRANCE2.52030-05-25EURB⇧99.2999.34STR2.6792652.66726532.39116.725
19FR0013516549=RRPSFRANCE0.02030-11-25EURB⇧87.9788.01STR2.7573082.74630828.7620.787
20FR001400Z2L7=RRPSFRANCE2.72031-02-25EURB⇧99.5299.59STR2.8046442.78964433.099423.4732
21FR0012993103=RRPSFRANCE1.52031-05-25EURB⇧93.6493.69STR2.8297872.81978735.54624.213
22FR0014002WK3=RRPSFRANCE0.02031-11-25EURB⇧84.9184.95STR2.9049962.89599643.294728.3129
23FR0014007L00=RRPSFRANCE0.02032-05-25EURB⇧83.2783.32STR2.9929382.98293838.857333.9466
24FR0000187635=RRPSFRANCE5.752032-10-25EURB⇧116.25116.34STR3.0058282.99182840.3933.249
25FR001400BKZ3=RRPSFRANCE2.02032-11-25EURB⇧93.6293.67STR3.0650263.05702646.257438.6643
26FR001400H7V7=RRPSFRANCE3.02033-05-25EURB⇧99.1399.17STR3.135523.1295248.235743.1838
27FR001400L834=RRPSFRANCE3.52033-11-25EURB⇧101.99102.02STR3.2030273.19802753.202746.421
28FR0013313582=RRPSFRANCE1.252034-05-25EURB⇧85.5585.6STR3.286693.2786955.97653.136
29FR001400QMF9=RRPSFRANCE3.02034-11-25EURB⇧97.597.54STR3.3340153.32901560.537655.7218
30FR0010070060=RRPSFRANCE4.752035-04-25EURB⇧110.69110.81STR3.3687593.35375963.99257.44
31FR001400X8V5=RRPSFRANCE3.22035-05-25EURB⇧98.4698.54STR3.3964233.38642356.453959.8127
32FR0014012II5=RRPSFRANCE3.52035-11-25EURB⇧100.32100.48STR3.4591513.43915162.707663.6784
33FR0013154044=RRPSFRANCE1.252036-05-25EURB⇧80.6680.73STR3.5400013.53100170.77869.449
34FR0014009O62=RRPSFRANCE1.252038-05-25EURB⇧76.1576.22STR3.7150763.70707688.240178.9179
35FR0010371401=RRPSFRANCE4.02038-10-25EURB⇧103.13103.21STR3.6838653.67586549.68574.329
36FR0013234333=RRPSFRANCE1.752039-06-25EURB⇧79.379.37STR3.7559823.74798256.80679.215
37FR0013515806=RRPSFRANCE0.52040-05-25EURB⇧63.7663.83STR3.8616383.85363867.587.293
38FR0010773192=RRPSFRANCE4.52041-04-25EURB⇧107.5107.58STR3.8364393.82943964.95782.568
39FR001400WYO4=RRPSFRANCE3.62042-05-25EURB⇧96.0396.15STR3.9349533.92495374.72489.9171
40FR001400CMX2=RRPSFRANCE2.52043-05-25EURB⇧81.6381.67STR3.9960133.99201380.658593.8462
41FR0014002JM6=RRPSFRANCE0.52044-06-25EURB⇧54.854.9STR4.0437094.03270970.551898.2092
42FR0011461037=RRPSFRANCE3.252045-05-25EURB⇧89.5489.59STR4.0426874.03868770.32397.021
43FR0014015MU5=RRPSFRANCE4.12046-05-25EURB⇧100.12100.26STR4.0901574.08015775.5038102.8361
44FR0013257524=RRPSFRANCE2.02048-05-25EURB⇧68.9168.98STR4.1742644.16826483.393110.945
45FR001400NEF3=RRPSFRANCE3.02049-06-25EURB82.6782.75STR4.1771634.17116373.7064111.6051
46FR0013404969=RRPSFRANCE1.52050-05-25EURB59.1859.23STR4.2252544.22025478.5116.893
47FR0013480613=RRPSFRANCE0.752052-05-25EURB⇧44.9945.05STR4.2830734.27707384.69124.425
48FR0014004J31=RRPSFRANCE0.752053-05-25EURB⇧43.6343.68STR4.3070924.30209286.7092127.2367
49FR001400FTH3=RRPSFRANCE3.02054-05-25EURB⇧78.7578.85STR4.3164764.30947687.5146129.8743
50FR0010171975=RRPSFRANCE4.02055-04-25EURB⇧94.9595.12STR4.3069964.29599686.835130.02
51FR001400OHF4=RRPSFRANCE3.252055-05-25EURB⇧82.2382.37STR4.3333474.32334789.5165132.7751
52FR001400XJJ3=RRPSFRANCE3.752056-05-25EURB⇧89.98990.221STR4.3510154.33601591.5051135.6906
53FR0014016CV2=RRPSFRANCE4.42057-05-25EURB⇧100.44100.61STR4.3729694.36296993.7175138.9317
54FR0010870956=RRPSFRANCE4.02060-04-25EURB⇧93.5793.75STR4.3652624.35426292.9141.118
55FR0013154028=RRPSFRANCE1.752066-05-25EURB⇧51.451.91STR4.3170854.27408588.134142.654
56FR0014001NN8=RRPSFRANCE0.52072-05-25EURB⇧26.1726.61STR4.0696094.01960963.441125.2698

LDLib The Search API can also be used to search for the required bond RICs, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter = (
        "ContributorCode eq 'RRPS' "
        "and IsBondQuote eq true "
        "and AssetType eq 'DEBT' "
        "and IssuerTicker eq 'FRGOVT' "
        "and RCSGovtBondTypeLeaf eq 'OAT'"
    ),
    select = "DocumentTitle,RIC,ContributorCommonName,MaturityDate,IssueCouponRateFormatted",
    top=10)

DocumentTitleRICContributorCommonNameMaturityDateIssueCouponRateFormatted
0France, Republic of (Government), Bond Quote, ...FR001400Z2L7=RRPSREFINITIV EVALUATED2031-02-252.7
1France, Republic of (Government), Bond Quote, ...FR0013200813=RRPSREFINITIV EVALUATED2026-11-250.25
2France, Republic of (Government), Bond Quote, ...FR001400IKW5=RRPSREFINITIV EVALUATED2039-03-010.55
3France, Republic of (Government), Bond Quote, ...FR0013257524=RRPSREFINITIV EVALUATED2048-05-252.0
4France, Republic of (Government), Bond Quote, ...FR001400H7V7=RRPSREFINITIV EVALUATED2033-05-253.0
5France, Republic of (Government), Bond Quote, ...FR001400XJJ3=RRPSREFINITIV EVALUATED2056-05-253.75
6France, Republic of (Government), Bond Quote, ...FR0010447367=RRPSREFINITIV EVALUATED2040-07-251.8
7France, Republic of (Government), Bond Quote, ...FR0010371401=RRPSREFINITIV EVALUATED2038-10-254.0
8France, Republic of (Government), Bond Quote, ...FR0013480613=RRPSREFINITIV EVALUATED2052-05-250.75
9France, Republic of (Government), Bond Quote, ...FR001400BKZ3=RRPSREFINITIV EVALUATED2032-11-252.0

Benchmark Chains​

The RIC code for a specific benchmark is in this format:

Benchmark Chains

Workspace You can use the Quote appliation in the LSEG Workspace to open this chain.

Benchmark Chain Quote

from lseg.data.discovery import Chain

RICs = Chain('0#USBMK=').constituents
ld.get_data(
    universe=RICs,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY','ACT_TP_1','PRIMACT_1','SEC_ACT_1','BOND_TYPE','RT_YIELD_1','SEC_YLD_1','BMK_SPD','SWAP_SPRD']
)
InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1BOND_TYPERT_YIELD_1SEC_YLD_1BMK_SPDSWAP_SPRD
0US1MT=RRUS 1M T-BILL02026-04-07USDB⇩3.6453.625STR3.70763.687204.9
1US6WK=RRUS 6W T-BILL02026-04-16USDB⇧3.6553.615STR3.71863.677806.2
2US2MT=RRUS 2M T-BILL02026-05-05USDB⇩3.63753.6175STR3.71053.6905.2
3US3MT=RRUS 3M T-BILL02026-06-04USDB⇩3.63.57STR3.67943.648501.9
4US4MT=RRUS 4M T-BILL02026-07-07USDB⇩3.59753.5775STR3.68913.668403.8
5US6MT=RRUS 6M T-BILL02026-09-03USDB⇩3.54253.515STR3.65323.624302.3
6US1YT=RRUS 1Y T-BILL02027-02-18USDB⇩3.4553.42STR3.59283.555505.3
7US2YT=RRUS 2Y T-NOTE3.3752028-02-29USDB⇩99.60546999.609375STR3.58333.5812019.0
8US3YT=RRUS 3Y T-NOTE3.52029-02-15USDB⇧99.7187599.722656STR3.60113.5997023.7
9US5YT=RRUS 5Y T-NOTE3.52031-02-28USDB⇧98.95312598.960938STR3.73233.7306031.5
10US7YT=RRUS 7Y T-NOTE3.752033-02-28USDB⇧98.92968898.9375STR3.92683.9255040.3
11US10YT=RRUS 10Y T-NOTE4.1252036-02-15USDB⇧99.87599.890625STR4.14024.1383045.9
12US20YT=RRUS 20Y T-BOND4.6252046-02-15USDB⇩98.73437598.765625STR4.72354.721073.9
13US30YT=RRUS 30Y T-BOND4.752056-02-15USDB⇩99.9062599.9375STR4.75574.7537077.8

LDLib The Search API can also be used to search for the required bond RICs, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter = (
        "IssuerTicker eq 'USGOVT' "
        "and AssetType eq 'YIELD CURVE CONSTITUENT' "
        "and IsBondQuote eq true "
        "and RCSCurveTypeLeaf eq 'Government Bond Benchmark Curve Constituent' "
        "and RCSGovtBondTypeLeaf eq 'US Treasury Bill' "
        "and RCSOrganisationTypeLeaf eq 'Government' "
        "and ContributorCode eq 'RR'"
    ),
    select = (
        "DocumentTitle,RIC,ContributorCommonName,RCSCurrencyLeaf"
        "RCSTermMaturityLeaf,MaturityDate,IssueCouponRateFormatted"),
    top=10)

DocumentTitleRICContributorCommonNameRCSCurrencyLeafRCSTermMaturityLeafMaturityDateIssueCouponRateFormatted
0United States 3 Month Benchmark, Government Bo...US3MT=RRREFINITIVUS Dollar3 Month2026-06-040
1United States 1 Year Benchmark, Government Bon...US1YT=RRREFINITIVUS Dollar1 Year2027-02-180
2United States 1 Month Benchmark, Government Bo...US1MT=RRREFINITIVUS Dollar1 Month2026-04-070
3United States 6 Month Benchmark, Government Bo...US6MT=RRREFINITIVUS Dollar6 Month2026-09-030
4United States 2 Month Benchmark, Government Bo...US2MT=RRREFINITIVUS Dollar2 Month2026-05-050
5United States 4 Month Benchmark, Government Bo...US4MT=RRREFINITIVUS Dollar4 Month2026-07-070
6United States 6 Week Benchmark, Government Bon...US6WK=RRREFINITIVUS Dollar6 Week2026-04-160
7UNITED STATES TREASURY 1M Point, Government B...UST1MT=RRREFINITIVUS Dollar1 Month2026-04-070
8UNITED STATES TREASURY 2M Point, Government B...UST2MT=RRREFINITIVUS Dollar2 Month2026-05-050
9UNITED STATES TREASURY 3M Point, Government B...UST3MT=RRREFINITIVUS Dollar3 Month2026-06-040

Benchmark constituents​

Treasury market yields follow these principles:

  • Where yields are traded (rather than prices), Reuters takes the contributed yield and calculates the price.
  • Where the price is traded, Reuters takes the contributed price and calculates the yield.

Example of a US 30-year treasury yield RIC:

  • US30YT=RR

Where:

  • US – country code for USA.
  • 30Y – 30-year maturity.
  • T – treasury.
  • =RR – Reuters calculated value.

Local codes​

German security codes​

CodeInstrument
BATen-year Government Bond (Bundesanleihe).
BOFive-year Government Bond (Bundesobligation).
BPFederal Mail Bond (Bundespost).
DBBahnanleihe – currently no bond in the market.
BFUnity Bond – currently no bond in the market.
BSTreasury Note (Bundesschatzanweisung).
TRTreuhandanstalt.

Gilts​

Codes for UK Gilts all begin with GBT. They then have a number of components:

  • Type indicator.
  • Coupon code.
  • Year of maturity.

Type indicators for Gilts​

CodeInstrument
TTreasury
EExchequer
FFunding
CConversion
IRIrredeemable
ILIndex Linked
WARWar bonds

Coupon codes​

To identify the coupon rate, UK Gilt issues use a one- to three-character code. The code is in two parts:

  • The first one or two characters represent the big figure (such as 9 or 10 per cent).
  • The final character (when there are two or three) is a letter that represents the fractional part.
LetterFraction
E1/8
Q1/4
R3/8
H1/2
F5/8
T3/4
S7/8

Examples:

  • 12Q represents 12 1/4%.
  • 9H represents 9 1/2%.
  • 9 represents 9%.

The final part of a UK Gilt RIC is two digits indicating the year of maturity.

Example:

  • A Treasury bond with a coupon of 7.75% maturing in 2015 would be GBT7T15=.

    LDLib The Search API can also be used to search for the required GILT bond RICs in UK, as shown below. The filter string can be adjusted to provide more precise search results.

ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_INSTRUMENTS,
    filter = (
        "RCSGovtBondTypeLeaf xeq 'GILT' "
        "and RCSIssuerCountryLeaf eq 'United Kingdom' "
    ),
    select = (
        "DocumentTitle,RIC,MaturityDate,CouponRate,"
        "RCSGovtBondTypeLeaf,InstrumentTypeDescription"),
    top=10)

DocumentTitleRICMaturityDateCouponRateRCSGovtBondTypeLeafInstrumentTypeDescription
0United Kingdom of Great Britain and Northern I...GBT1H26=2026-07-221.5GILTGilt Treasury Stock
1United Kingdom of Great Britain and Northern I...GBT0R26=2026-10-220.375GILTGilt Treasury Stock
2United Kingdom of Great Britain and Northern I...GBT4E27=2027-01-294.125GILTGilt Treasury Stock
3United Kingdom of Great Britain and Northern I...GBT3T27=2027-03-073.75GILTGilt Treasury Stock
4United Kingdom of Great Britain and Northern I...GBT1Q27=2027-07-221.25GILTGilt Treasury Stock
5United Kingdom of Great Britain and Northern I...GBT4Q27=2027-12-074.25GILTGilt Treasury Stock
6United Kingdom of Great Britain and Northern I...GBT0E28=2028-01-310.125GILTGilt Treasury Stock
7United Kingdom of Great Britain and Northern I...GBT4R28=2028-03-074.375GILTGilt Treasury Stock
8United Kingdom of Great Britain and Northern I...GBT4H28=2028-06-074.5GILTGilt Treasury Stock
9United Kingdom of Great Britain and Northern I...GBT1F28=2028-10-221.625GILTGilt Treasury Stock

US maturity month codes​

For US bonds, months can be coded differently for general, registered and bearer tie-breaker purposes:

MonthGeneralRegisteredBearer tie-breaker
JanuaryA1a
FebruaryB2b
MarchC3c
AprilD4d
MayE5e
JuneF6f
JulyG7g
AugustH8h
SeptemberI9i
OctoberJO (letter)j
NovemberKNk
DecemberLDl

Eurobonds​

Medium-term notes (MTNs)​

  • MTNs typically vary from 30 days to 30 years.
  • MTNs are issued under a programme that states the maximum total amount to be issued.
  • Each tranche of securities issued under the programme has a pricing supplement giving details of the terms of issue.

For larger publicly issued EMTNs, the RICs available on Reuters have the same structure as eurobonds (see below).

New eurobond issues​

For listings of new eurobond issues, use the chain:

  • 0#NEWCORP

This chain includes other chain RICs, so you may need to expand those as well to retrieve the RICs that provide prices.

Eurobonds and the most liquid MTNs follow this structure:

<IssuerCountryCode><CommonCode>=

Example:

  • US329111806=

LDLib The following code performs a three‑level expansion of the 0#NEWCORP chain RIC. By iteratively expanding each nested layer of the chain, the script ultimately uncovers and extracts the individual RICs from the first instrument within the chain. These RICs can then be passed to the ld.get_data method to retrieve the corresponding data.

from lseg.data.discovery import Chain

chainRIC = '0#NEWCORP'
chain1 = Chain(chainRIC).constituents[0]
print(chain1)
chain2 = Chain(chain1).constituents[0]
print(chain2)
rics = Chain(chain2).constituents
ld.get_data(
    universe=rics,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY','ACT_TP_1',
              'PRIMACT_1','SEC_ACT_1','BOND_TYPE','RT_YIELD_1','SEC_YLD_1',
              'GEN_VAL1','GEN_VAL2']
)

0#NEWCORPS 0#NEWCORPSEUR ['US329111806=', 'US330359021=', 'US330359013=', 'NL330291206=', 'CH330091606=', 'DE329884414=', 'US329111768=', 'DE329696367=', 'FR0014016GD1=', 'BE0390294636=', 'FR0014016QK5=', 'DE329884392=', 'NL328577925=', 'NL330861479=', 'US330359005=', 'JP326250180=', 'NL330290455=', 'IT329685179=', 'DE329696359=', 'US329111741=', 'FR0014016EE4=', 'FR330726083=', 'GRC5611262D6=', 'GB330430494=', 'IT328960915=', 'NL329970213=', 'DE329884368=', 'DE326189723=', 'SE329380327=', 'DEA460Q6=', 'FR322453612=', 'FR0014016PI1=', 'CH330091835=', 'DE329696197=', 'FR0014016GC3=', 'ES330969261=', 'US330358998=', 'US330970006=', 'JP326249815=', 'DEA460Q5=']

C:\Users\jphuriph\AppData\Roaming\Python\Python312\site-packages\lseg\data_tools_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set pd.set_option('future.no_silent_downcasting', True)

InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1BOND_TYPERT_YIELD_1SEC_YLD_1GEN_VAL1GEN_VAL2
0US329111806=PEPSICO4.152047-02-11EURB⇧98.91799.6STR4.22864.178688.257123.157
1US330359021=BAKER HUGHES H4.7372046-03-11EURB⇧99.529100.549STR4.77414.6941142.9074177.7002
2US330359013=BAKER HUGHES H4.1932038-03-11EURB⇧99.725100.125STR4.22274.1795133.2682125.9682
3NL330291206=HEINEKEN3.8752038-02-26EURB⇩98.36998.832STR4.04943.9995115.8409108.9299
4CH330091606=DSM3.752038-02-25EURB⇩97.65598.117STR4.00023.9503110.8207103.6205
5DE329884414=T-MOBILE USA3.92038-02-19EURB⇩97.92498.383STR4.12314.0732123.2143116.3458
6US329111768=PEPSICO3.72038-02-11EURB⇩98.61299.08STR3.84683.796995.580688.7724
7DE329696367=INFINEON TECHNOL3.752037-02-16EURB⇩98.0598.482STR3.97283.9229108.1799103.6752
8FR0014016GD1=LVMH3.3752036-02-25EURB⇧98.0898.324STR3.60753.577671.45270.5469
9BE0390294636=FLUVIUS SYSTEM O3.752036-02-16EURB⇩99.28299.688STR3.83783.787894.675893.6209
10FR0014016QK5=CARREFOUR3.8752035-12-05EURB⇧97.33897.667STR4.21574.1731132.6652133.3723
11DE329884392=T-MOBILE USA3.6252035-02-19EURB⇩98.36698.735STR3.84393.7939104.5851103.2445
12NL328577925=KPN3.52034-05-12EURB⇩98.16398.506STR3.7623.71296.49793.1108
13NL330861479=AHOLD DELHAIZE3.6252034-03-12EURB⇩99.54899.888STR3.69133.641489.328184.6647
14US330359005=BAKER HUGHES H3.8122034-03-11EURB⇩99.591100.268STR3.87243.7726107.3428103.6115
15JP326250180=MITSUBISHI3.3752034-03-03EURB⇩97.60697.941STR3.72723.677392.921988.587
16NL330290455=HEINEKEN3.3752034-02-26EURB⇩98.14298.479STR3.64773.597785.071181.7779
17IT329685179=ADR3.6252034-02-17EURB⇩98.39898.865STR3.86263.7927106.4556103.473
18DE329696359=INFINEON TECHNOL3.52034-02-16EURB⇩98.63399.104STR3.70143.631490.336186.9217
19US329111741=PEPSICO3.32034-02-11EURB⇩98.51798.855STR3.51713.467277.612168.6747
20FR0014016EE4=SAGESS3.1252033-05-25EURB⇩97.89898.208STR3.46083.410915.617772.4027
21FR330726083=EUTELSAT COM6.252033-03-15EURB⇩100.351101.174STR6.26186.0641366.9878352.4181
22GRC5611262D6=CAPITAL CLEAN3.752033-02-25EURB⇧96.1196.68STR4.45124.3512175.4044173.766
23GB330430494=SAGE GROUP3.8212033-02-25EURB⇧98.02198.432STR4.15374.0838145.5695144.0509
24IT328960915=ACQUIRENTE UNICO3.52033-02-11EURB⇧99.23899.659STR3.62573.555792.769990.9943
25NL329970213=ENEXIS HLDG3.02032-02-25EURB⇩98.16998.432STR3.34353.293675.950657.4104
26DE329884368=T-MOBILE USA3.22032-02-19EURB⇩98.35698.722STR3.51073.440892.665674.1894
27DE326189723=CHEPLAPHARM6.752032-02-15B⇧100.53101.028STR6.70046.5507418.3694399.3702
28SE329380327=FASTIGHETS3.6252031-08-25EURB⇩98.40598.739STR3.95853.8886137.348121.0966
29DEA460Q6=PCC5.52031-04-01EURB⇧99.16499.582STR5.81435.7143322.0298307.2749
30FR322453612=EUTELSAT COM5.752031-03-15EURB⇩100.305100.937STR5.74315.5608324.0191304.0784
31FR0014016PI1=VINCI0.752031-03-04EURB95.996.4CNV1.5623<NA><NA>30.0
32CH330091835=DSM3.02031-02-25EURB⇩98.43398.656STR3.34763.297775.56261.6656
33DE329696197=INFINEON TECHNOL3.02031-02-16EURB⇩98.56898.879STR3.31863.248872.4658.8427
34FR0014016GC3=LVMH2.6252030-06-25EURB⇩98.27498.43STR3.06223.022455.8234.9359
35ES330969261=SACYR ES4.752030-05-29EURB⇩103.104103.519STR3.99173.8919174.7518127.9111
36US330358998=BAKER HUGHES H3.2262030-03-11EURB⇩99.13899.388STR3.46053.392295.74675.546
37US330970006=FIDELITY NTL INF3.452030-03-10EURB⇩99.51699.772STR3.58213.5121107.906687.22
38JP326249815=MITSUBISHI2.752030-03-03EURB⇩98.26998.451STR3.22033.170371.730851.6099
39DEA460Q5=PCC4.02028-02-01EUR<NA><NA><NA>STR<NA><NA><NA><NA>

Eurobond chains​

Eurobond chains are grouped by currency of issue and type (straight, floater or convertible).

Key pages:

  • EUROBOND1 to EUROBOND7 – by currency of issue.

Example:

  • 0#EUROCADSAB= – Canadian dollar-denominated straight eurobonds where the issuer name starts with A or B.

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

chainRIC = '0#EUROCADSAB='
rics = Chain(chainRIC).constituents
ld.get_data(
    universe=rics,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY','ACT_TP_1',
              'PRIMACT_1','SEC_ACT_1','BOND_TYPE','RT_YIELD_1','SEC_YLD_1',
              'GEN_VAL1','GEN_VAL2']
)
InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1BOND_TYPERT_YIELD_1SEC_YLD_1GEN_VAL1GEN_VAL2
0XS024421996=ASIAN DEV4.652027-02-16CADB⇩101.98102.036STR2.50472.444910.216215.3984
1XS182809209=ADB2.92028-05-31CADB⇩100.251100.465STR2.78142.68176.943224.0004
2CA106508739=ALBERTA PROVINCE3.472029-05-08CADB⇩101.501101.652STR2.9682.918113.696833.1946

Floating rate notes and convertible chains​

Floating rate note (FRN) and convertible chains use the same structure.

  • F – FRNs, such as 0#EUROJPYF=
  • C – convertibles, such as 0#EUROAUDC=

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

chainRIC = '0#EUROAUDC='
rics = Chain(chainRIC).constituents
ld.get_data(
    universe=rics,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY','ACT_TP_1',
              'PRIMACT_1','SEC_ACT_1','BOND_TYPE','RT_YIELD_1','YLD_NETCHG',
              'GEN_VAL2']
)

C:\Users\jphuriph\AppData\Roaming\Python\Python312\site-packages\lseg\data_tools_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set pd.set_option('future.no_silent_downcasting', True)

InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1BOND_TYPERT_YIELD_1YLD_NETCHGGEN_VAL2
0AU232800348=WEBJET0.752026-04-12AUDB⇩99.03999.5057CNV9.2726-2.0418150
1AU235954559=NEW HOPE2.752026-07-02AUD<NA><NA>CNV-120.8963<NA>400
2AU225034770=FLIGHT CENTRE2.52027-11-17AUDB97.2597.75CNV4.04790.2377110
3AU248763752=DEXUS FIN3.52027-11-24AUDB⇩103.5104.0CNV3.59370.653440
4AU240044374=FLIGHT CENTRE1.6252028-11-01AUDB99.099.5CNV1.91730.0003150
5AU285611881=NEW HOPE4.252029-07-12AUDB⇩107.25107.75CNV1.9201-0.1508350
6AU286296149=TELIX PHARMS2.3752029-07-30AUDB⇧95.7596.25CNV3.63560.1215350
7AU289996460=NATIONAL STORAG3.6252029-09-19AUDB⇩114.75115.25CNV-0.58670.1265120
8AU317081766=CIP FUNDING3.52030-09-03AUDB⇩99.2599.75CNV3.61960.1516100
9AU317159161=FLIGHT CENTRE2.52032-09-03AUDB⇩98.2598.75CNV2.75430.2123150

LDLib The Search API can also be used to search for the Fixed Rate Euro Bonds, as shown below. The filter string can be adjusted to provide more precise search results.

For example, you can use the AssetCategoryName property to search for Fixed Rate, Floating Rate or Convertible bonds.

Bond TypeAssetCategoryName
Fixed Rate BondFixed Income/Fixed Rate Bond
FRNFixed Income/Floater
CconvertibleFixed Income/Convertible
ld.discovery.search(
    view=ld.discovery.Views.GOV_CORP_QUOTES,
    filter = (
        "RCSCountryLeaf eq 'Eurobond' "
        "and PriceSource eq 'REFINITIV COMPOSITE EMEA' "
        "and RCSCurrencyLeaf eq 'Euro' "
        "and RCSCouponTypeLeaf eq 'Plain Vanilla Fixed Coupon' "
        "and AssetState eq 'AC' "
        "and IsBondQuote eq true "
        "and AssetStatus eq 'ISS' "
        "and Currency eq 'EUR' "
        "and RCSOrganisationTypeName eq 'Corporation' "
        "and AssetCategoryName eq 'Fixed Income/Fixed Rate Bond' "
    ),
    select = (
        "DocumentTitle,RIC,MaturityDate,RCSIssuerCountryLeaf,"
        "IssueCouponRate,AssetCategoryName,RCSCountryName"),
    top=10)

DocumentTitleRICMaturityDateRCSIssuerCountryLeafIssueCouponRateAssetCategoryNameRCSCountryName
0Banco Santander SA, Bond Quote, SAN 2.75 04-Ju...ES184673924=2038-07-04Spain2.75[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
1Alliander NV, Bond Quote, ALNDR 3 07-Oct-2034,...NL291331009=2034-10-07Netherlands3.0[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
2Digital Intrepid Holding BV, Bond Quote, DLRDG...US242871600=2032-07-18Netherlands1.375[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
3Credit Agricole CIB Financial Solutions SA, Bo...FR298019353=2028-04-03France7.0[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
4Nomura Bank International PLC, Bond Quote, NMH...JP292863721=2030-01-10United Kingdom7.87[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
5HSBC Bank PLC, Bond Quote, HSBCU 10 24-Aug-202...GB327073753=2026-08-24United Kingdom10.0[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
6Bayer AG, Bond Quote, BAYG 4 26-Aug-2026, REFI...DE263011198=2026-08-26Germany4.0[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
7SoftBank Group Corp, Bond Quote, SFTBK 5.75 08...JP285442346=2032-07-08Japan5.75[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
8HSBC Bank PLC, Bond Quote, HSBCU 10 04-Jun-202...GB299499260=2026-06-04United Kingdom10.0[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond
9Citigroup Global Markets Funding Luxembourg SC...US315896746=2036-03-03Luxembourg7.62[Fixed Income/Fixed Rate Bond]Market of Issue\Eurobond

Cheapest to deliver​

The following codes give useful overviews of cheapest-to-deliver bonds:

  • 0#CTD
  • 0#CHEAPEST
  • 0#CHEAPEST2
  • 0#DLV : all deliverable bonds by future

Conversion factors​

  • G24/FACTOR1 – G24 conversion factors.
  • 0#CF – Conversion factor chain.

LDLib You can use the Chain class and the ld.get_data method to expand chains and retrieve data.

from lseg.data.discovery import Chain

chainRIC = '0#CTD'
chain1 = Chain(chainRIC).constituents[0]
rics = Chain(chain1).constituents
ld.get_data(
    universe=rics,
    fields = ['DSPLY_NAME','COUPN_RATE','MATUR_DATE','CURRENCY','ACT_TP_1',
              'PRIMACT_1','SEC_ACT_1','RT_YIELD_1','YLD_NETCHG',
              'GEN_VAL2']
)
InstrumentDSPLY_NAMECOUPN_RATEMATUR_DATECURRENCYACT_TP_1PRIMACT_1SEC_ACT_1RT_YIELD_1YLD_NETCHGGEN_VAL2
0AULc1=CTDUST 4 3/4 N/534.752053-11-15USDB100.109100.1884.7420.0110.055
1AULc2=CTDUST 4 3/4 N/534.752053-11-15USDB100.109100.1884.7420.0110.36
2AULc3=CTDUST 4 3/4 N/534.752053-11-15USDB100.109100.1884.7420.0110.589

Credit ratings​

If your interests in credit ratings are more general, start at the RATINGS Speed-Guide page which links to:

  • US and international bond rating reviews.
  • Rating actions and assignments.
  • Ratings news and analysis.
  • Domestic services.

The Ratings Service provides comprehensive coverage from five top rating agencies of all European, global sovereign and supranational issuers. It includes:

  • Senior unsecured (short- and long-term) ratings.
  • Subordinated (long-term) issuer credit ratings.
  • Extensive cross-referencing to related information such as Reuters news, fixed income information and equity prices.

Note: This service covers international credit ratings only.

LDLib The Speed-Guide page data can also be retreived through LSEG Data Library for Python by using page RICs and the ROW80_1 to ROW80_25 fields.

RIC = "RATINGS"
fields = [f"ROW80_{i}" for i in range(1, 26)]
df = ld.get_data(
    universe=RIC,
    fields=fields
)
for i in range(0, len(df)):
    print(*df.iloc[i, 1:26], sep="\n")

    RATINGS - LSEG SPEED GUIDE                                               RATINGS
                                                                                    
                         C R E D I T  R A T I N G S  G U I D E                      
                                                                                    
     Welcome to the RATINGS GUIDE. To access information double-click in < > or [ ].
                                                                                    
     ========================== REGIONAL RATING SERVICES ========================== 
     -AMERICAS-----------------------------  -ASIA--------------------------------- 
     Dominion Bond Rating Svc......<DBRS01>  Japanese Ratings Service...<JP/RATING> 
     US Corp Ratings...........<RATINGS/US>  Korea Investors Service(KIS)<KIS01>-64 
                                             Malaysian Rating Corp......<MRATING01> 
                                             PhilRatings Services Corp.....<CIBI00> 
                                             Ram Berhad....................<RAMBHD> 
                                                                                    
     Eikon users can view individual Debt rating on Bond View. Issuer level ratings 
     are also available on Issuer Ratings page under the "Debt" tab on Bond View.   
                                                                                    
     ============================== NEWS & ANALYSIS =============================== 
     All LSEG Debt News................................................<DEBT/NEWS1> 
     Ratings News.............................................................[AAA] 
                                                                                    
     ============================================================================== 
     Broker Guide<BROKER>       Main Guide<LSEG>        Debt Guide<BONDS>           
     Lost?Selective Access?.....<USER/HELP>  LSEG Phone Support.....<PHONE/HELP>

Bond Views (LSEG Workspace)​

Bond Views are web-based displays that provide a consolidated view of bond information.

Workspace In LSEG Workspace, users can open the Bond View by entering a RIC in the global search bar and pressing Enter. The view displays the bond's data across multiple categorized tabs.

LSEG Overview

LSEG Data Library for Python provides several methods and classes that can be used to retrieve bond information, prices, historical data, news and analytic prices.

Bond Information​

The bond information can typically be retrieved using ld.get_data with the appropriate fundamental fields prefixed with TR. Users can locate these fields and parameters through the Data Item Browser tool, or—where available—by clicking the small (?) icon displayed next to a field name to identify the source field that provides the data.

LSEG Fields Hint

LDLib For example, the following code uses LSEG Data Library for Python to retrieve bond information for US242871600=.

ld.get_data(
    universe=['US242871600=','ES184673924='],
    fields=['TR.FIIssuerName','TR.FIMaturityDate','TR.FiCurrency',
            'TR.FiIssuerFitchLongRating','TR.FiFaceIssuedTotal',
            'TR.FiNumberAccruedDays','TR.FiPrice','TR.FICouponTypeDescription',
            'TR.FiAssetSubTypeDescription','TR.FiAssetTypeDescription']
)
InstrumentIssuer NameMaturity DateCurrencyIssuer Fitch Long RatingFace Issued TotalNumber Accrued DaysPriceCoupon Type DescriptionAsset Sub Type DescriptionAsset Type Description
0US242871600=DIGITAL INTREPID HOLDING BV2032-07-18EURBBB75000000023685.892Fixed:Plain Vanilla Fixed CouponEurobondCorporate
1ES184673924=BANCO SANTANDER SA2038-07-04EURA2500000025080.161Fixed:Plain Vanilla Fixed CouponEurobondCorporate

When a field provides historical data, the ld.get_history method can be used to obtain its historical time series. You can check which fields support historical data by using the Data Item Browser tool.

ld.get_history(
    universe=['US242871600=','ES184673924='],
    fields=['TR.BIDPRICE','TR.ASKPRICE','TR.MIDPRICE',
            'TR.CLEANPRICE','TR.DIRTYPRICE'],
    start='2026-01-01',
    end='2026-01-31'
        
)
US242871600=ES184673924=
Bid PriceAsk PriceMid PriceClean PriceDirty PriceBid PriceAsk PriceMid PriceClean PriceDirty Price
Date
2026-01-0185.95486.31886.13685.95486.598279.76780.16679.966579.76781.1608
2026-01-0285.57785.93985.75885.57786.224979.49979.89779.69879.49980.9004
2026-01-0585.986.26386.081585.986.551779.78780.18679.986579.78781.1959
2026-01-0686.07286.43686.25486.07286.727580.04480.44580.244580.04481.4604
2026-01-0786.21286.57686.39486.21286.871280.09280.49380.292580.09281.516
2026-01-0886.16486.52886.34686.16486.834580.19180.59280.391580.19181.6376
2026-01-0986.22386.58786.40586.22386.897380.25580.65780.45680.25581.7091
2026-01-1286.22486.58886.40686.22486.902180.46180.86480.662580.46181.9226
2026-01-1386.24686.6186.42886.24686.927880.38280.78480.58380.38281.8512
2026-01-1486.41886.78286.686.41887.103680.4780.87380.671580.4781.9467
2026-01-1586.3186.67386.491586.3187.006980.50880.91180.709580.50882.0073
2026-01-1686.22686.58986.407586.22686.926780.45680.85880.65780.45681.9628
2026-01-1986.31986.68286.500586.31987.023580.43180.83380.63280.43181.9454
2026-01-2086.30386.66686.484586.30387.011280.54180.94480.742580.54182.0629
2026-01-2186.21586.57786.39686.21586.92780.03380.43380.23380.03381.5625
2026-01-2286.17986.54186.3686.17986.902380.05980.45980.25980.05981.6111
2026-01-2386.15686.51786.336586.15686.883180.0380.42980.229580.0381.5896
2026-01-2686.25386.61586.43486.25386.983880.2880.68180.480580.2881.8471
2026-01-2786.34686.70886.52786.34687.080680.18580.58580.38580.18581.7597
2026-01-2886.57386.93686.754586.57387.311480.37180.77280.571580.37181.9532
2026-01-2986.62986.99286.810586.62987.378780.51480.91680.71580.51482.1188
2026-01-3086.63286.99586.813586.63287.385480.38480.78580.584580.38481.9963

Real-Time Prices​

Real‑time prices represent the streaming data displayed in the Quote app. These real‑time streaming fields differ from fundamental and reference fields in that they do not include the TR prefix, as seen in PRIMACT_1, SEC_ACT_1, DSPLY_NAME, and RT_YIELD_1.

LDLib Using the LSEG Data Library for Python, users can use the the ld.get_data or ld.open_pricing_stream method to retrieve current prices or streaming prices respectively. For example, the following code subscribes to real-time streaming data for US242871600= and ES184673924=.

import time
import datetime
from IPython.display import display, clear_output

def display_data(data, instrument, stream):
    clear_output(wait=True)
    current_time = datetime.datetime.now().time()
    print(current_time, "- Data received for", instrument)
    display(stream.get_snapshot())


stream = ld.open_pricing_stream(
    universe=['US242871600=','ES184673924='],
    fields=['DSPLY_NAME','MATUR_DATE','PRIMACT_1','SEC_ACT_1','PCTCHNG','RT_YIELD_1','SEC_YLD_1','CTBTR_1','BMK_SPD','COUPN_RATE'],
    on_data=display_data
)

#Run for 10 seconds to receive some data, then close the stream
time.sleep(10)

stream.close()

18:12:23.026639 - Data received for ES184673924=

InstrumentDSPLY_NAMEMATUR_DATEPRIMACT_1SEC_ACT_1PCTCHNGRT_YIELD_1SEC_YLD_1CTBTR_1BMK_SPDCOUPN_RATE
0US242871600=DIGITAL INT HOLD2032-07-1886.18986.5440.02443.86833.7984LPS124.62931.375
1ES184673924=BANCO SANTANDE2038-07-0480.33480.732-0.03864.91534.8653LPS207.02692.75
    <OpenState.Closed: 'Closed'>

The ld.get_history method can also be used to retrieve historical data for real‑time fields. To do so, you may omit the fields parameter, and the API will return all available historical real‑time fields for the requested instruments.

ld.get_history(
    universe=['US242871600='],
    start='2026-01-01',
    end='2026-01-31'
        
)

C:\Users\jphuriph\AppData\Roaming\Python\Python312\site-packages\lseg\data_tools_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set pd.set_option('future.no_silent_downcasting', True)

US242871600=YLDTOMATBID_HIGH_1OPEN_BIDBID_LOW_1HIGH_YLDLOW_YLDMID_PRICEA_YLD_1ACCR_INTISMA_A_YLD...OIS_SPREADTED_SPREADINT_GV_SPDREDEM_DATEASP6MASP3MASP1MDIRTY_PRCCLEAN_PRCMAC_DURTN
Date
2026-01-023.920686.00885.88985.5773.92063.837385.7583.85060.64793.8506...140.3602<NA>128.997620320718105.0236112.1462120.870186.224985.5776.2209
2026-01-053.859185.94185.61885.63.91713.851286.08153.78930.65173.7893...136.5013<NA>125.238720320718102.3965109.4844118.144786.551785.96.2189
2026-01-063.82786.10485.81385.8083.87793.820886.2543.7570.65553.757...136.5437<NA>125.638120320718102.1588109.1317117.802586.727586.0726.2166
2026-01-073.80186.29886.06786.0673.82893.784586.3943.73120.65923.7312...136.8902<NA>125.519820320718103.5556110.6263119.400786.871286.2126.2142
2026-01-083.813286.25386.23586.0613.83313.796186.3463.74330.67053.7433...136.5137<NA>125.239520320718102.9622109.9726118.706886.834586.1646.2058
2026-01-093.802886.22386.17686.0833.82983.802886.4053.73290.67433.7329...134.9795<NA>123.871220320718100.9215108.1128116.657786.897386.2236.2032
2026-01-123.803686.27186.23886.0923.82913.794686.4063.73370.67813.7337...137.7016<NA>125.535320320718104.1126111.1592119.613386.902186.2246.2004
2026-01-133.800486.27886.27886.0423.83973.794286.4283.73040.68183.7304...137.1643<NA>125.502420320718103.3188110.2818118.546586.927886.2466.1977
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21 rows × 40 columns

News​

LDLib Using the LSEG Data Library for Python, users can call the ld.news.get_headlines method with the 'R:<RIC>' news query to retrieve news headlines related to a specific RIC.

The following code retrieve English news headlines that relate to US242871600= and display the first headline and story.

news_df = ld.news.get_headlines("R:US242871600= and LEN")
display(news_df)
headlinestoryIdsourceCode
versionCreated
2026-03-10 11:08:18.337Update: Can Digital Realty Trust (DLR: $179.68...urn:newsml:newsroom:20260310:nNRAzrwzs7:0NS:NEWNYS
2026-03-10 10:48:03.928Past Week: Digital Core REIT (DCRU: 48.50c) do...urn:newsml:newsroom:20260310:nNRAzrwrmy:0NS:NEWBIF
2026-03-10 10:27:11.292Schroder Investment Management Group Cuts Stak...urn:newsml:newsroom:20260310:nNRAzrwid1:0NS:TRADAJ
2026-03-10 09:30:18.348Natixis Advisors LLC Grows Position in Digital...urn🔗webnews:20260310:nNRAzrvsnm:0NS:MARBEA
2026-03-10 09:27:13.547Natixis Advisors LLC Purchases 8,400 Shares of...urn:newsml:newsroom:20260310:nNRAzrvpqf:0NS:TRADAJ
2026-03-10 07:34:17.107Andrew P. Power's Digital Realty Trust top gai...urn:newsml:newsroom:20260310:nNRAzru87g:0NS:NEWPEO
2026-03-10 02:17:16.454Past Week: Digital Realty Trust (DLR: $179.68)...urn:newsml:newsroom:20260310:nNRAzrrjgi:0NS:GLOWEE
2026-03-10 00:02:34.081Singapore's next data-centre growth wave lies ...urn:newsml:reuters.com:20260310:nNRAzrqdqq:1NS:BSNTMS
2026-03-09 23:47:34.657Digital Realty Trust (FQI: EUR154.02) shares f...urn:newsml:newsroom:20260309:nNRAzrq92z:0NS:CNBSTR
2026-03-09 23:08:09.793Singapore's next data-centre growth wave lies ...urn🔗webnews:20260309:nNRAzrpsdx:0NS:BUSTIM

The retrieved response includes news headlines and their corresponding story IDs, which can be used to fetch the full news stories. The following code uses the first news story ID to fetch the first complete news story.

from IPython.display import HTML
story = ld.news.get_story(news_df.iloc[0]['storyId'])

#Display only the first 1000 characters of the story for brevity
HTML(story[:1000])

NYSE STOCK REPORT

Ahead of this morning's market opening, Digital Realty Trust closed higher the previous trading day. Digital Realty Trust (NYSE:DLR), the NYSE's 3rd largest Diversified Real Estate Investment Trust (REIT) by market cap, lifted 2.0% during its previous trading session to close at $179.68.

Source: New York Stock Exchange: https://www.nasdaq.com/market-activity/stocks/DLR, company (Digital Realty Trust)

UPCOMING EVENT: DIVIDEND

The company today announced a quarterly dividend of $1.22 per share for Q4/2025; unchanged from the previous quarter (Q3/2025) dividend of $1.22. The ex-dividend date is Friday, March 13, 2026 and the record date is Friday, March 13, 2026 and it is payable on Tuesday, March 31. Total dividends per share paid in the 12 months ended February 24

Bond Analytics​

LSEG Data Library for Python supports IPA (Instrument Pricing Analytics) for Bond Contracts which provides pricing and risk analytics calculated from the instrument’s contractual terms plus current market data. It helps you retrieve measures such as clean/dirty price, accrued interest, yield, duration, convexity, and cash-flow-related outputs in a consistent API workflow. In practice, this lets you evaluate bond valuation and sensitivity across instruments without manually implementing pricing formulas, while keeping calculations aligned with LSEG analytics conventions.

The following code retrieves analytics for a specific bond from LSEG's IPA Financial Contracts service and returns the results in tabular form. It focuses on key valuation metrics, including instrument description, market data date, price, yield, spread versus government benchmarks, and spread versus sector/rating benchmarks. The output is a ready-to-analyze dataset that can be used for quick valuation and relative-value checks. The list of available parameters as well as available fields can be found on the LSEG Developers Community here.

from lseg.data.content.ipa.financial_contracts import bond

response = bond.Definition(

    instrument_code="US242871600=",

    fields=[
        "InstrumentDescription",
        "MarketDataDate",
        "Price",
        "YieldPercent",
        "GovernmentSpreadBp",
        "SectorRatingSpreadBp",
        "RatingSpreadBp"
    ]
).get_data()

response.data.df
InstrumentDescriptionMarketDataDatePriceYieldPercentGovernmentSpreadBpSectorRatingSpreadBpRatingSpreadBp
0DLR 1.375 07/18/32 '322026-03-10 12:27:5286.30353.845711125.3450966.32121526.406969

The following code requests bond analytics for a small set of U.S. Treasury benchmark instruments in one batch. It applies a specific valuation context, using bid-side pricing and a fixed market-data date, so all results are comparable on the same basis. The output is a table of key measures such as description, date, price, yield, and z-spread for each instrument.

import lseg.data.content.ipa.financial_contracts as ldf

response = ldf.Definitions(

    universe=[
        bond.Definition(instrument_code="US1YT=RR"),
        bond.Definition(instrument_code="US5YT=RR"),
        bond.Definition(instrument_code="US10YT=RR")
    ],
    pricing_parameters=bond.PricingParameters(
        market_data_date="2020-07-05",
        price_side=bond.PriceSide.BID
    ),
    fields=[
        "InstrumentDescription",
        "MarketDataDate",
        "Price",
        "YieldPercent",
        "ZSpreadBp"]
).get_data()

response.data.df
InstrumentDescriptionMarketDataDatePriceYieldPercentZSpreadBp
0UST Bill 06/17/21 MATd2020-07-0599.8510280.15732910.720676
1UST 0.250 06/30/25 MATd2020-07-0599.7656250.29741221.75372
2UST 0.625 05/15/302020-07-0599.56250.67092428.699598

Summary​

This chapter provides a practical guide to working with bond-market data across LSEG Workspace and the LSEG Data Library for Python. It begins with discovery workflows, showing how to use Global Search, Advanced Search, RIC Search, and the Data Item Browser to identify relevant bond instruments, fields, and data definitions for downstream analysis.

It then explains core fixed-income identifier conventions, including bond RIC structure (country code, local code, delimiter, and optional source code), Super RICs, page RICs, and chain RICs. Through these examples, the chapter shows how to expand chains, navigate nested constituents, and locate specific universes such as benchmark curves, market-maker quotes, eurobond segments, and country-specific treasury listings.

From a data-access perspective, the notebook demonstrates multiple retrieval patterns: reference/fundamental data with ld.get_data, historical time series with ld.get_history, and real-time updates with streaming APIs. It also includes related-news workflows, linking instruments to headlines and full stories so users can combine price, analytics, and event context in a single research process.

Finally, the chapter introduces Instrument Pricing Analytics (IPA) for bond contracts, highlighting how standardized pricing and risk outputs can be requested for one or many instruments under a shared pricing context. This supports consistent valuation, spread comparison, and sensitivity analysis across bond sets without requiring users to manually build valuation models.