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

Bond Pricing

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.
Loan Pricing Data

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

Find live, snapped and end-of-day price updates for approximately 2,400 CDS entities and all the major credit indices, including CDX and iTraxx. IHS Markit also delivers a suite of value-added CDS services to provide greater transparency into the marketplace. Use our CDS composite and contributor-level data to support price discovery, risk management, compliance, research and valuations.
Commodities Data

IHS Markit provides forward curve, volatility and correlations data on a monthly or daily basis, depending on customer requirements for the energy, metals and soft markets. We publish forward curve data, in particular, at the hourly, daily, monthly, quarterly, seasonal and annual levels, based on the specifics of that curve.
Securities Finance

Gain market sentiment insights and trading transparency from a macro to an individual stock level, with a dataset covering more than $16 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.
Markit 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 Data

OTC Derivatives Data is an independent, flexible service that provides buy-side and sell-side firms with premium quality, multi-sourced curve and volatility data for OTC interest rates analysis. We derive our OTC derivatives data with inputs from multiple sources, including banks and major interdealer brokers, so that you can meet changing regulatory demands. Stringent quality control tests ensure data accuracy and completeness. Flexible data delivery includes four intraday snaps to support regional closes.
Liquidity Data

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. It helps enhance transparency across fixed income markets and supports changing regulatory and valuation requirements. The data supports risk management, including exit cost analysis and valuation uncertainty, as well as independent price verification, margin calculations, management information reports and portfolio management. It may also serve as an input to regulatory reporting under requirements such as IFRS 13, FASB’s ASC Topic 820 (FAS 157), UCITS and EBA’s prudent valuation standards.