Evaluated Pricing Service

Evaluated Pricing Service

Proven transparency at your fingertips

Cost-effective compliance via a daily valuation

Today’s regulatory environment, market volatility, and increasing demands for greater transparency have established evaluated pricing as a key input for managing daily portfolio servicing needs and for managing risk generally.

The SIX Evaluated Pricing Service is a completely independent pricing service. We offer reference data and model transparency, with no need to integrate data from anywhere else. Clients are enabled to comply with accounting, auditing and regulatory requirements in a cost-effective way.

How You Will Benefit

Transparent and Independent

The SIX Evaluated Pricing Service comprises the most widely held fixed income securities, consistent with instruments found in commonly used fixed income benchmarks. 

Laurent Lefèvre, Head Delivery Capabilities, SIX

With our completely independent pricing service you gain full model transparency.

Bijoy Kar, Senior Content Manager, SIX

About the Evaluated Pricing Service

The Evaluated Pricing Service for fixed income securities and OTC derivatives, enables clients to comply with accounting, auditing, and regulatory requirements in a cost-effective way.

Included Service Features

  • Significant added value for achieving regulatory compliance
  • Reduces operational risks by transferring ownership and management of the valuation process to SIX
  • Flexible valuation reports via the IPS delivery mechanism of SIX
  • For our Core offering: Valuation transparency for fixed income instruments accessible any time via our EP web tool

Comprehensive Coverage

Coverage for fixed income securities spans 36 currencies, investment grade and high yield securities, fixed and floating rate, callable/puttable and zero coupon notes, asset and mortgage backed securities, collateralized loan and mortgage obligations, agency and government debt, adjustable rate mortgages, and hard to value securities.
With access to interdealer broker data and market quotes, SIX uses proprietary tools to select the best market inputs for building spot curves and pricing bonds.