LSEG launches historical analytics for bonds via Snowflake

Users will gain greater flexibility in generating analytics for around 2.9 million fixed income securities with data from the last 20 years.

The London Stock Exchange Group (LSEG) has gone live with historical analytics powered by Snowflake, offering clients greater detail on bond securities.

The new offering combines LSEG’s pricing services with Yield Book analytics to create pricing information for around 2.9 million bonds with a 20 year look back period.

Regulatory reporting and risk management, security valuation and portfolio analysis, research, index strategy and historical simulations – among other analytics offerings – will be available via Snowflake as a delivery channel.

“The combination of Yield Book’s trusted, in-depth analytics and LSEG’s expertise in evaluated pricing delivers a robust and comprehensive suite of tools to empower clients,” said Emily Prince, group head of analytics at LSEG.

“These tools allow customers to back test portfolios, optimise strategies, and manage risk effectively. By offering this through Snowflake, we ensure seamless access to advanced analytics, enabling more efficient, scalable, and integrated solutions for our clients.”

Read more: Fireside Friday with… LSEG’s Emily Prince

The move builds on an existing partnership between LSEG and Snowflake. In September, LSEG launched a new cloud-based, ready-to-use enterprise data solution.

Named DataScope Warehouse, the new solution offers cloud-based access to LSEG’s fixed income and equity data records. The DataScope Warehouse will initially be delivered via Snowflake cloud infrastructure, with more cloud providers scheduled to be rolled out next year.

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