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Liquidity Pricing Data

Capitalize on high-quality data to meet your liquidity risk requirements

Measuring liquidity is complex – requiring multiple sources of data, complex technology to organize the information and expert judgment in applying it. We provide daily liquidity metrics, market context and liquidity scores for fixed income instruments. Our liquidity data is delivered with our fixed income pricing data and offers insight into the depth and breadth of the market.

High-quality market data matters. Your analysis and models are only as accurate as the data sets you rely on and the sources they rely on. We see more than 10 million price points daily in real time, sourcing data from dealer runs, axe lists, and auctions disseminated across markets and supported by our parsing strategies. The data supports your risk management, including exit cost analysis and valuation uncertainty, as well as independent price verification, margin calculations, management information reports and portfolio management.

Report Metrics:

  • Bid/offer spreads
  • Number of quoting sources
  • Number of quotes per day
  • Number of end-of-day source
  • Number of unique price points
  • Daily trade reporting
  • Moving averages
  • Liquidity Score from 1 to 5, with 1 being most liquid and 5 being least liquid

Why IHS Markit

Assessing Liquidity: Why Quality Data Matters in the Fixed Income Space

Read our whitepaper to learn more about how market data can help you design an effective liquidity risk management program. We discuss how firms of all sizes can bring new approaches to understanding liquidity across bonds, securitized products, leveraged loans and more. Download the whitepaper

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Loans & CLO Pricing Data
Loans & CLO Pricing Data
Support price discovery, verification and risk management in loans and CLO trading and investment
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Bond Pricing Data
Bond Pricing Data
Find independent pricing, transparency and liquidity data for more than 2.3 million bonds
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CDS Pricing Data
CDS Pricing Data
Access trusted pricing for credit default swaps
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OTC Derivatives Data
OTC Derivatives Data
Optimize trades and valuations with premium quality, multi-sourced curve and volatility data for over-the-counter derivatives
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Commodities Data
Commodities Data
Support your mark-to-market accounting needs with trusted commodities pricing data
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Price Viewer
Price Viewer
Obtain bond, credit, loans and securitized products market data and analytics to source investment ideas and track key assets
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Entity Link
Entity Link
Link entities to standard identifiers for issuer exposure analysis across multi-asset classes
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Fair Value
Fair Value
Get independent liquidity data for fixed income instruments to support risk management, product control, compliance and trading
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