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