Worldwide Fixed Income Evaluated Pricing

Coverage

Global

Frequency

Daily

Filter Searches

Historical Data

Customization

The Fixed Income Evaluated Pricing Service provides clients with a daily source of independent prices for valuations, portfolio analytics, best execution reporting, and risk management calculations.

Data Description

The Evaluated Pricing Service provides prices on a wide range of fixed income securities, including:

  • Corporate Bonds
  • Municipal Bonds
  • ¬†Syndicated Bank Loans
  • ¬†Agency MBS
  • Non-Agency CMO
  • CMBS
  • ABS
  • CLO

Methodology

EDI provides a high-level summary of the methodology used to calculate security prices. We acquire observable pricing data from trade reporting utilities and parses indicative prices from emails sent from the sell side to the buy side. Prices are organized based on issuer or tranche as appropriate per security type. These data are used in industry-standard models to construct issuer-level yield curves or to imply discount margins. More detailed methodology documents are available upon request.

Data Delivery

Delivery options

Online
Amazon S3
FTP

Delivery format

CSV
XLS
TXT

Valuations are calculated daily at the close of major markets. For more liquid bonds, intraday valuations may be available. Valuations can be delivered on a same-day or next-day basis.