Updates
Most reference data on US structured notes captures the headline of the term sheet and stops. SQX's new feed covers 350,000+ notes at full term-sheet depth.
This guide looks at how muni bond insurance works, who's writing it, what it does to spreads, and how to treat insured muni bonds in a pricing or portfolio workflow.
Two muni bonds with the same rating/maturity/coupon can trade at different yields. Let's look at the difference between general obligation bonds and revenue bonds.
As winter turned to spring, the SQX team was hard at work. Read on to find out what we’ve been up to.
Two of the deepest, most actively-quoted option markets in the world are foreign exchange options and interest rate swaptions. Let's dig into them.
Swap rate curves, FX forward curves, and CDS spread curves play key roles in derivatives pricing and risk management. Here's how they work and how SQX covers them.
Global sovereign curves, corporate credit curves, and municipal curves each reflect different markets, different risks, and different use cases. Let's look closer.
Learn how the 5 Whys method helps teams dig past surface-level symptoms to find root causes. A step-by-step guide to running smarter problem-solving sessions.
SEC structured product filings surged from 120 to over 8,000 per month in 24 years. Here's what's driving the growth — and why infrastructure can't keep up.
While the structured note market has grown, the data infrastructure around it hasn't kept pace. That's why SQX is stepping in to offer structured note reference data!
