Dataset
ProConvertible Bond Custody (Monthly)
TDCC monthly convertible-bond custody balance / change / account count.
What this data is
Each row is one convertible bond (cb_id) for one data month (data_month), carrying custody_balance, change_amount, and custody_accounts, sourced from TDCC. Monthly with an early-next-month disclosure lag — keyed on data_month and NOT point-in-time safe: align by as_of so a not-yet-disclosed monthly report never leaks into the past.
Use cases
- Watch monthly changes in convertible-bond custody balance and account count.
- Track positioning-distribution trends and holding structure.
- Align by as_of to keep backtests free of undisclosed-report look-ahead.
Why it matters for stock analysis
Monthly reports have a disclosure lag; mishandling timing leaks look-ahead — taking custody balances stamped with data_month aligns point-in-time correctly.
Coverage / Freshness / Source Policy
One row per convertible bond per month from TDCC; custody balance / monthly change / account count. Keyed on data_month, NOT point-in-time safe — align by as_of for backtests.
Monthly, disclosed early the following month (with a lag).
From official TDCC custody data; not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/convertible-bond-monthly
- OpenAPI: /openapi.json