Bond Pricing

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

The changing regulatory and accounting environment, along with the intense focus on transparency, has increased 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.

Our bond pricing data service uses inputs from multiple sources that are either aggregated to calculate composite levels or fed into a dynamic model to produce a price validated against a number of parameters for 2.3+ million instruments daily.

The bond data service also includes full transparency on the depth of price sources used, a liquidity score reflecting the frequency and breadth of pricing, and comprehensive analytics.

Key benefits:

  • Data integrity – Make decisions with highly accurate data based on multiple observable price sources
  • Flexibility – Find pricing for multiple intraday snaps, as well as live pricing for select instruments
  • Transparency – Review detailed information on observed inputs used in the evaluation process
  • Liquidity insight – Refer to an independent set of bond liquidity metrics, based on observed dealer runs, bid-offer spreads and market depth indicators
  • Dedicated support – Enjoy access to our expert evaluators to understand the pricing methodology and inputs, with a fully documented and fast-response price challenge process
  • Seamless distribution – Access your data via SFTP, Portfolio Valuations or our Price Viewer web platform

Customers

  • Hedge funds
  • Asset managers
  • Banks
  • Fund administrators and custodians
  • Advisers and consultants
  • Industry bodies and regulators
  • Application vendors

Products and Solutions

  • European ABS Pricing Data

    By delivering visibility into market pricing levels on a daily basis, IHS Markit supports price verification and helps customers stay aligned with the market. Our European ABS pricing data combines contributed and evaluated pricing to help you gain insights on European bond pricing and performance. IHS Markit applies rigorous audit procedures and rules-based cleaning tests to contributed data prior to publication of consensus pricing. Each price is accompanied with the supporting methodology and assumptions to provide transparency.

  • Securitized Products Pricing Data

    Our pricing data provides you with visibility on daily market pricing levels for securitized products to help optimize your ability to verify prices and ensure alignment with the market. Each individual price is delivered with the supporting methodology and transparency into our expert evaluators’ pricing assumptions. Discover the benefits:

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