Evaluated Pricing Service

Core Offering

  • For plain vanilla non amortising bonds
  • Commonly used in fixed income benchmarks
  • Priced 6 times a day

Satellite Offering

  • For asset backed bonds
    MBS, CMBS, ARMS, 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

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

Satellite Offering

Tradeweb

Municipal Bonds

Download sample file

Pricing Direct

  • Asset backed securities
  • Agencies
  • MBS derivatives

SVC

CAD focus

Other specialist pricing
  • Pluris: Auction Rate Securities
  • TTMZero: Structured products
Approximate Coverage: Core and Satellite offering

1,600,000 Instruments

1,000,000 1,000,000
US Municipal bonds
Taxable and tax exempt
Bulk file
360,000 360,000
US Agency pool MBS
100,000 100,000
Investment Grade Corporate
55,000 55,000
Money Market
37,000 37,000
High Yield or Unrated
21,000 21,000
Government & Supranationals
19,000 19,000
CMO, CMBS, ARM, ABS
15,000 15,000
Emerging Market Government
6,500 6,500
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

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
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