How to design a database for financial bond prices?
Not strictly an answer... but... my 2cents (not interest bearing, might interest ing).

So, Security X has identifier (ISIN or CUSIP).
This identifier doesn't identify the trade, exchange, currency - just the security.

This Security has value, established by trades - which fluctuates over time, place...
This is tracked by deals. A deal requires a Security.

Price is parcel of deal.

I would create a table of Securities - Security (it has an ID int identity(1,1) PK), Code Unique constraint, CodeType (CUSIN/ISIN), linksToID (here is a funny: ISIN can have CUSIP too so link both to each other so you can identify the securities by either code)
etc.

I would create a table of Deals - Deal (it has an ID int identity(1,1) PK), time, place, and Security.ID, and TYPE).

I would create a table of Prices - Trade (it has an ID int identity (1,1) PK, DealID, Value, currency, TIME, etc)

So, I would create a unique/distinct list of securities, and insert that into Security.
Matching the Security to TradeReport (assuming the trade report to be the data you want to capture contains either ISIN or CUSIP but not neither) insert the ID of the matching ISIN of the trade data, and then inserting the matching ID of the CUSIP matching if a linked item isn't already there! to get a unique deal list.

Then I would reference the different deals back to the same import data and capture the prices of the deals to the prices table.

See the hierarchy?

from there you can splice and dice your analysis...

Yeah, that about covers my thinking... hope it helped.