Last Updated: 14 Oct 2024 Views: 1026 (After reading, tell us below if this answer was helpful)

How can I screen for bonds according to the criteria of my choice?


In Datastream, when choosing the ‘Data Category’, select ‘Bonds and Convertibles’. There are filters on the left of the Navigator to refine the search, for example 'Green Bond' Yes or No.

  • There is a static datatype to identify bonds marked 'green' by their issuer: GBI.
  • There are static datatypes for bond current credit ratings from Moody's (MRT), Fitch (FRT) and DBRS/Dominion (DMR). (We do not have current or historical S&P ratings in our Datastream subscription.)

 

In LSEG Refinitiv Workspace, you can use the 'Screener' app, similar to how to search for mergers and acquisitions, for up to 500 exports per day. Access the Screener app and make the following changes:

  1. Set the 'Universe' to 'Deals' and the 'Asset Class' to 'Equity & Bonds'.
  2. Instead of 'Deal Date', use 'Issue Date'.

See also SDC Platinum (available within Workspace).

  • When searching the bonds database of SDC, you can limit the search to green bonds. Add a line with data item 'Use of Proceeds'; within the  'Sustainable Finance' section, pick 'Green Bond Purposes'.
  • There are gaps with dates of bonds in SDC; Refinitiv says "...only the issue date and settlement is available in bonds database. We no longer track the filling dates in bonds due to a technical issue." The launch date is only available in the equities database of SDC.

 


In Bloomberg, use the ‘Bond Search’ function ( type ‘SRCH’ and press Enter) to search for fixed income securities. Select ‘Corporate from Asset Classes’ for corporate bonds. For bond ratings definitions, use the ‘Rating Scales & Definitions’ function (type ‘RATD’ and press Enter). There is also an Excel template to search for bonds relating to companies in a saved search from the equities screening function, ask us for details.