Evaluated Pricing Service

Core Offering

  • For plain vanilla non amortising bonds
  • Commonly used in fixed income benchmarks
  • Uses high‑quality sources including TRACE, exchanges & broker quotes, with data filtering, cleansing and validation
  • Priced 6 times per day

Satellite Offering

  • For asset backed bonds MBS, CMBS, ARMS, Municipal Bonds and other MBS derivatives
  • Priced once per day in line with the US market close
  • Key partnerships with Tradeweb and JP Morgan’s Pricing Direct

Market Data

  • Exchanges
  • Trade Reporting - Regulatory and Non-Regulatory
  • Fixed Income Index Constituents
  • Fixed Income Market Data Feed
  • Liquidity providers

Core Offering

Independent

Not linked to a trading venue. No vested interests.

Complete

With award-winning Corporate Actions and Reference Data

Core Offering

A quality price generated by proprietary algorithms
using industry standard quote sources and high quality yield curves

Download sample file

Core Offering

Transparent

The Calculations are available via a dedicated website detailing all reference data used in the calculations together with select market data inputs.

Pricing and Analytics

Basic Reference Data

Aerial view of a dam, symbolizing the two sides of the CSDR coin: data quality for cash penalty calculation and reconciliation for settlement reporting, highlighted in the "Two Sides of the CSDR Coin" webinar.

Satellite Offering

Tradeweb

  • Municipal Bonds
Download sample file

Pricing Direct

  • Asset backed securities
  • Agencies
  • MBS derivatives

CanDeal

  • CAD focus
Other specialist pricing
  • Augeos S.R.L.
  • Scanrate
Approximate Coverage: Core and Satellite offering

1'600'000 Instruments

1000000 1000000
US Municipal bonds
Taxable and tax exempt
Bulk file
360000 360000
US Agency pool MBS
100000 100000
Investment Grade Corporate
55000 55000
Money Market
37000 37000
High Yield or Unrated
21000 21000
Government & Supranationals
19000 19000
CMO, CMBS, ARM, ABS
15000 15000
Emerging Market Government
6500 6500
Other

Support by experts

Price challenges are handled within 24 hours

Special cases up to 48 hours

Yield Curves

Zero coupon (spot) rates on tenors from 0-30 years

The key to calculating a fair value for a time series of cash flows

Including swap, sovereign, issuer, rating and sector bond curves, for application across investment management, risk, market trend analysis, and relative value research.

  • Global coverage
  • Transparency
  • Updated daily
  • Historical data
Aerial view of a dam, symbolizing the two sides of the CSDR coin: data quality for cash penalty calculation and reconciliation for settlement reporting, highlighted in the "Two Sides of the CSDR Coin" webinar.

Yield Curves Coverage

 

Issuer

Ratings

Sector/Domicile

Swap

Inflation

Totals

AUD

38

8

30

4

 

80

CAD

55

6

12

3

1

77

CHF

83

9

56

2

 

150

EUR

436

7

175

6

5

629

GBP

42

10

51

4

1

108

JPY

221

7

14

4

 

246

SEK

50

8

15

1

 

74

USD

384

11

192

6

1

594

Other

90

37

38

21

1

187

Total

1399

103

583

51

9

2145

Who is this for?

Questionnaire

Find out more here
Factsheet Evaluated Pricing Factsheet Yield Curve Presentation Product Catalog (internal)