Kafafian Emerging Markets
Kafafian Emerging Markets LLC (KEM) is a leading provider of emerging market treasury data whose proprietary models help investors to accurately gauge the daily changes within given emerging economies, facilitating more confident investment strategies.
KEM data consists of daily yield curves based on daily price and analytic records covering over 4,500 sovereign debt instruments. Complete yield curves are corrected for market imperfections commonly associated with developing markets. KEM covers over 40 countries in Latin and Central America, Africa, Europe, Asia and the Middle East.
Emerging Market Treasury Research
KEM’s Emerging Market Treasury service provides daily yield curves, analytic, and reference data for emerging market sovereign debt instruments. This service allows clients to:
- View the daily benchmark yields of a given economy
- Understand the daily interest rate and risk structure of emerging economies.
The KEM suite of emerging market yield curves use relevant market data to construct daily yield curves with a consistent methodology designed to reduce market imperfections while representing an accurate sovereign treasury environment for each country covered.
Data Coverage
Yield Curves:
- Benchmark yield data based on sovereign debt instruments
- Spread to U.S. Treasury
- Multiple Curve Formats: Most recent issue, market value weighted, days to maturity weighted.
Instrument Analytics:
- Yield
- Spread to U.S. Treasury
- Accrued Interest
- Modified Duration
Reference Data:
- ISIN or other instrument identification
- Offer Date
- Maturity Date
- Coupon
- Coupon Frequency
- Term
- Currency
- Instrument Description
Benefit of Treasury Research Service
- Ideal for benchmarking investments in illiquid market environments
- Accurate portrayal of sovereign treasury conditions for each given market
- Standardized format allows for easy construction of aggregate curves and composite benchmarks
- Reduces overhead for construction of daily sovereign yield curves
- Eliminates in-house instrument maintenance and valuation
- Dependency on multiple market feeds reduced to a single source
- Consistent methodology for curve generation across all countries
Service Subscription Packages
Please review each of our subscription packages to determine what level of service you require.
Take a Free Trial of Emerging Market Treasury Research
Subscription Package 1 (Basic)
Functions Include:
- Basic Search
- Daily Data and 2 week Trailing Historic Data
Pricing:
- Subscription Fee: No monthly minimum. Invoices sent when client reaches at least $50.00
- Data Per Hit Rate: $1.00
Subscription Package 2 (Custom)
Functions Include:
- Custom Search
- Daily Data and Full Historic Data
Pricing:
- Subscription Fee: $300 per month minimum
- Data Per Click Rate: $0.80
Enterprise License Package
Functions Include:
- Basic Search
- Custom Search
Option 1: Single location with single or multiple users (internal use only)
- $3,000 per month
Option 2: Firm-wide (internal use only)
- $5,000 per month
- No pay per click rate
Subscribe to this Service
If you would like to subscribe to a free trial of Emerging Market Treasury Research service, please Register here for a free trial.
Click here to view the Licence Agreement.
