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Bond Pricing Services

Enhance your business strategy with independent and transparent bond pricing data and liquidity data to support trading, investment decisions, 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 bond data for use within price discovery, valuations and risk management processes. Given the vast number of bond issues in the market, sourcing bond pricing information can prove difficult.

With our independent bond 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 bond pricing model to produce a price validated against the parameters for 2.3+ million fixed income instruments daily.

The SEC Rule 2a-5, which goes into effect in September 2022, provides a framework for fund valuation practices that fund boards can use to create processes to determine fair value of investments in good faith. We can help you comply with Rule 2a-5 by providing transparency around pricing processes and methodologies on fixed income and derivatives valuations.

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

Learn more about our bond pricing data
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Why S&P Global Market Intelligence bond pricing services?


Data Integrity

Rules-based clearing algorithms and audits ensure reliability


Flexible Availability

Multiple intraday snaps, as well as select live pricing available


Transparency

Full transparency on pricing sources and methodology


Liquidity Insight

Independent liquidity measures and scores provided


Dedicated Support

Immediate and direct access to the expert valuations team


Seamless Distribution

Access data via SFTP, Portfolio Valuations or our Price Viewer web platform

Experts

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 joined IHS Markit in 2010 and heads business development for Americas GSAC (Government, Sovereign, Agency and Corporate) evaluated bonds pricing. He is responsible for product and commercial strategy for the Americas GSAC bond pricing business. Prior to his current role, Mr. Shetty led client management and pricing operations for Americas bond and loan pricing, where he joined the team at an early stage to build and grow the business. IHS Markit's pricing service provides hourly and end of day evaluations and helps value constituents for some of the largest fixed income indices.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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Karthick Chandrasekaran

Mr. Chandrasekaran is responsible for product and commercial strategy for the award-winning IHS Markit Pricing and Reference Data business in Europe. His areas of expertise include Fixed Income pricing and analytics, Financial Analysis, product development. Mr. Chandrasekaran joined the IHS Markit London office in 2020. Before joining IHS Markit, Mr. Chandrasekaran was a product manager for Bloomberg's evaluated bond pricing business and read Financial Analysis & Fund management from the University of Exeter.

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