Interactive Data Adds European, Asian Bonds to Liquidity Indicators

The indicators will help users estimate the volume of liquidity to support a trade, and to estimate how long they should hold a position.

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The indicators include estimates of projected trade volume capacity in a security, which firms can use to estimate the number of days they should hold a security before exiting the position, and a new feature that estimates the market price impact based on the number of days until liquidation.

The service, which Interactive Data launched last year, has until now covered US and Latin-American corporate bonds and municipal bonds.

"Measuring liquidity in fixed income markets remains an area of inte

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