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Financial Services Data and Information Services

Pricing and Reference Data

Formulate your trading and investment positions with high-quality, independent pricing data.

Optimize trades, make more informed investment decisions and mitigate risk with our next-generation pricing and reference data services. Get high-quality, independent pricing data that spans a wide range of fixed income and derivative asset classes, including market-leading credit default swaps (CDS) and loan franchises, plus CLOs and bonds in the municipal, corporate and global securitized sectors, including coverage of hard to value illiquid securities.

Our sophisticated technology engine powers our data services. We built our innovative tools with an emphasis on transparent methodology and flexible delivery, alongside a team of leading fixed income experts who deliver unique cross-asset insight. Our offering includes detailed liquidity metrics and transparent information about pricing sources and methodologies, with flexible delivery options tailored to your needs.

Flexible Data Delivery for Investment, Risk and Reporting

Find flexible delivery via flat file, API access, our Excel plug-in and the Price Viewer web portal.

We also have extensive third-party relationships with global custodians and fund administrators, as well as integration via third-party platforms and systems.

Use Cases
  • End of day NAVs
  • Independent price verification
  • Price discovery
  • Risk & compliance
Why IHS Markit?


Download Pricing and Reference Data brochure
Download Sector Curve factsheet

Explore our range of services and asset classes

Loans & CLO Pricing Data

Support price discovery, verification and risk management in loans and CLO trading and investment

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Commodities Data

Support your mark-to-market accounting needs with trusted commodities pricing data

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Fair Value

Get independent liquidity data for fixed income instruments to support risk management, product control, compliance and trading

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Bond Pricing Data

Find independent pricing, transparency and liquidity data for more than 2.3 million bonds

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Liquidity Data

Get independent liquidity data for fixed income instruments to support risk management, product control, compliance and trading

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Parsing

Achieve compliance with real-time OTC pricing parsed from messages and price history

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CDS Pricing Data

Access trusted pricing for credit default swaps

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Price Viewer

Access an extensive range of financial market data, plus charting, analytical and workflow tools

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Hosted Risk Service

Secure web-based platform future-proofed for evolving valuation adjustments and regulatory capital calculations needs

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OTC Derivatives Data

Optimize trades and valuations our high quality, cross-asset data service for over-the counter derivatives

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Entity Link

Link entities to standard identifiers for issuer exposure analysis across multi-asset classes

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Meet the People Behind the Solution.

Experts

Andrew Rogers

He is responsible for product and commercial strategy for the award-winning IHS Markit Pricing and Reference Data business in Europe. In addition, Mr. Rogers has global responsibility for the alliance partner strategy across Pricing, Valuations and Reference Data vertical within the Financial Services business. His areas of expertise include debt and equity origination, credit derivatives, equity derivatives, stock loan/repo and change management. Mr. Rogers joined IHS Markit in 2013 to run the RED™ business and has expanded his role and developed an appetite for delivering market-leading solutions assisting market participants on topics, including independent pricing, risk management and regulatory solutions. Mr. Rogers frequently speaks at industry conferences and represents IHS Markit in multiple business forums and interacts with global regulators. Whilst at IHS Markit, he has been seconded by industry bodies and liaised with global regulators on the topic of data standards. Prior to joining IHS Markit, Mr. Rogers spent two decades at three of the world's largest investment banks where he held multiple roles within the operations and business functions.

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Gavan Nolan

A published author, Mr. Nolan has written about the credit markets from the accounting scandals of the last decade through the financial and European sovereign debt crises. He is a well-known commentator on the credit default swaps (CDS) markets, including credit fundamentals and CDS mechanics, in particular ISDA definitions, credit events and auctions. He has been a frequent contributor to both print and broadcast media, and quoted in Financial Times, Wall Street Journal, Daily Telegraph, Bloomberg, Reuters, Dow Jones, Global Capital, CNBC and BBC's R4 Today programs. Mr. Nolan played a key role in developing the Markit CDS pricing product, the leading service in the CDS market. Prior to joining Markit in 2003, now IHS Markit, he worked at J.P. Morgan and TD Securities in a variety of fixed-income roles. Mr. Gavan Nolan holds a Bachelor of Science in Economics from Queen Mary College, University of London, UK.

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Kiet Tran

Previously, he was the firm's global head of Pricing and Reference Data, an award-winning set of services providing independent pricing and market data to help financial institutions manage risk and operations effectively. As a senior leader, Mr. Tran has been involved in multiple acquisitions in the IHS Markit pricing, indices and loans businesses. He had joined Markit in 2005 to run North American credit operations and build the firm's comprehensive services for the syndicated loan market. He started his career as a fixed income analyst at BlackRock. Mr. Tran graduated magna cum laude with a degree in economics and business management from Binghamton University in New York, United States.

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Chris Fenske

Mr. Fenske is currently Head of Fixed Income Research for the Americas at IHS Markit, where he focuses on combining the firm's and other alternative datasets with financial market data to provide insight into the liquidity and performance of fixed income investments. Mr. Fenske's research has been cited in Barron's and he frequently presents at investment forums on the topic of assimilating alternative data into the securitized, municipal, and corporate bond investment processes.Prior to joining IHS Markit, he was a senior vice president at Halcyon Asset Management, where he was a senior trader and research analyst managing a portfolio focused on investments in non-agency RMBS, collateralized loan obligations, auto, synthetic indices, and other asset-backed securities for a $900 million distressed securitized products fund. He began his career at Credit Suisse as a fixed income research analyst on the #1 ranked mortgage-related ABS research team by Institutional Investor Magazine and later became a trader of distressed MBS and credit default swaps on ABS. Mr. Fenske holds a Bachelor of Science in Biochemistry from Binghamton University.

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