Pricing Data

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

IHS Markit provides financial pricing data and tools for bonds, CDS and loans, as well as fair value data, equity volatility data and securities lending data for stocks and bonds. Our service delivers detailed liquidity metrics and transparent information about pricing sources and methodologies, with flexible delivery options tailored to the needs of our clients.

Customers

Banks
Asset managers
Market data service providers
Trade processing platforms

Products and Solutions

Entity Link

Identifying entity information across multi-asset classes has become an essential requirement within the financial industry. Transparent instrument and 3rd party data that can be mapped to a common entity is a key component of this requirement.
Loan and CLO Pricing Data

Get independent bid-offer pricing, analytics and liquidity measures daily for over 6,000 leveraged loan facilities worldwide mapping to over 300,000 industry identifiers. We use contributor-based loan pricing engines and sophisticated parsing technology to provide a reliable dataset for you to mark your portfolios to market, manage risk, and support trading decisions. You also receive access to liquidity metrics, such as the number of dealers quoting, with the size and the average size quoted. Our dedicated loan pricing specialists provide comprehensive support, including more than 10 years of price history that can be used to generate and back-test trade ideas.
CDS Pricing Data

Support your price discovery, risk management, compliance, research and valuations requirements with independent pricing and liquidity metrics on CDS single names, indices, options, tranches and sector curves. Find live, intraday, same-day and end-of-day price updates, driven by over 4M+ data points from 20+ market makers in the form of official books of record, live quotes and clearing submissions.
Commodities Pricing Data

Support your accounting needs with high quality, independent mark-to-market prices for commodities with extensive coverage that includes energy, metals, softs and exotic options. Our pricing supports independent verification of trading book valuations and includes vanilla instruments and a wide range of exotic products. We publish forward curve, volatility and correlations data. Delivery intervals are available at the hourly, daily, monthly, quarterly, seasonal and annual levels, based on the specifics of that data.
Securities Finance

Gain market sentiment insights and trading transparency from a macro to an individual stock level, with a dataset covering more than $17 trillion of global securities from 20,000 institutional funds, ten years of history and over three million intraday transactions. Our data is sourced directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds.
Managed Corporate Actions

As financial firms face a deluge of raw information on corporate actions, the risks and costs associated with acquiring and managing this data are higher than ever. An investment decision based on poor data quality, in terms of both accuracy and timeliness, can have enormous ramifications, with potential exposure running into the millions of dollars.
OTC Derivatives

Access consistent and reliable curve and volatility data for over-the-counter derivatives in support of trading, research, valuation and independent price verification. Our extensive asset class coverage includes foreign exchange, interest rate, equity, credit and commodities derivatives.
Liquidity Pricing Data

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.