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Bond Pricing Data

Rely on independent and transparent bond pricing and liquidity data to support trading, valuations and risk management

The ever-evolving regulatory and accounting environment, along with investors’ intense focus on transparency continues to drive demand for high quality independent data for use within price discovery, valuations and risk management processes. Given the vast number of bond issues in the market, sourcing pricing information can prove difficult.

With our independent pricing services, you get transparency and liquidity data on corporate, government, sovereign, agency and municipal bonds. We use inputs from multiple sources that are either aggregated to calculate composite levels or fed into a dynamic model to produce a price validated against the parameters for 2.3+ million instruments daily.

Why IHS Markit?

Download Pricing and Reference Data brochure
Download Reference Data: Fixed Income factsheet
Download Live Bond Pricing Data factsheet
Download Dynamic Tolerance Data brochure

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Experts

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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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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Krishna Shetty

Mr. Shetty has been with IHS Markit for over 10 years and heads the syndicated loans and GSAC evaluated bonds pricing in the Americas. He is responsible for client management and the day to day functioning of the teams, which along with providing hourly and end of day evaluations, value constituents for some of the largest fixed income indices. Mr. Shetty was previously a member of IHS Markit's Structured Finance cash flow team and transitioned to the evaluated bonds team to help build and grow the product. Mr. Shetty began his career at Fidelity Investments and later worked at Overbrook Management Corporation, where he analyzed prospective private equity and venture capital investments. He earned an MBA with a dual concentration in Finance and Information Systems from Fordham University's Gabelli School of Business, and a BA in Business Management from Clark University in Worcester, MA. In his spare time, Mr. Shetty co-heads the New York chapter of Lend a Hand India, a charity that focuses on developing vocational skills for 200,000 kids in rural India.

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