Finding historical information on corporate bonds (amount outstanding, asset status)

jelle.barkema

Hi there,

I've successfully retrieved information on outstanding corporate bonds by UK issuers using the rdp Search api in Python, database GovCorpInstruments. However, I'm interested in retrieving a time series of outstanding UK bond issuance, for example by using the filter:

"(IssuerCountryName eq 'United Kingdom' or RCSParentDomicileLeaf eq 'United Kingdom') and MaturityDate ge 2019-01-01T00:00:00.000Z and IssueDate lt 2019-01-01 T00:00:00.000Z"

Which should produce outstanding stock of UK corporate bond issuance as of January 2019.

The problem is that this won't contain a time series of variables like "EOMAmountOutstanding" or "AssetStatus", which, as I understand it, are always as of the time the data is being pulled.

Is it possible to obtain to either get a snapshot of all corporate bonds outstanding by UK issuers at a particular point in time OR retrieve a time series for variables like "EOMAmountOutstanding" or "AssetStatus" for particular ISINs?

For example, the ISIN US06744CSQ59 has a variable in GovCorpInstruments called HasTimeSeries, which is set to TRUE. However, I'm not sure how to leverage this to obtain actual historical information on this ISIN that goes beyond pricing information.

Grateful for any advice on this!

jonathan.legrand

Hi @jelle.barkema ,

Have you had a look at Sreener? It can be used with bonds as shown here.

jelle.barkema

Thanks
@jonathan.legrand! The link unfortunately doesn't seem to work for me.

I'm happy to check out screener, but is it not possible to look up individual bonds through either the rdp.Search() or ek.get_data() APIs?

jonathan.legrand

Hi @jelle.barkema,

You can use Search indeed, in line with this, I'd suggest reading this great article on the matter, or this one, in which search is being used.