Pricing DataBonds

Markit Pricing Data provides independent pricing, transparency and liquidity data on bonds across the universe of corporate and sovereign securities, municipal bonds as well as European and US securitised products.

Customers

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

Statistics

  • 30+currencies covered
  • 2.3m+total instruments priced per day
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Product Summary

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.

Markit Pricing Data for bonds uses price inputs from a variety of 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. The 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

      Multiple observable price sources driving the valuation process for greater accuracy

    • Flexibility

      Pricing for multiple intraday snaps, as well as end-of-day price files

    • Transparency

      Detailed information relating to observed inputs used in the evaluation process provided for each bond for full transparency

    • Liquidity insight

      Includes independent set of bond liquidity metrics, based on observed dealer runs, bid-offer spreads and market depth indicators

    • Dedicated support

      Access to the Markit’s valuations team to understand the pricing methodology and inputs, with a fully documented and fast-response price challenge process

    • Distribution

      Delivery via SFTP, Markit Portfolio Valuations or the Markit Desktop