Pricing Data

Markit provides high quality, independent pricing data for bonds, CDS and loans to drive informed decisions around trading, valuations and risk management. Our data delivers insight, reliability and transparency to help customers navigate evolving business requirements and increasing scrutiny on valuations. Our coverage includes more than 2.3 million bonds, 2,400 CDS entities and 6,400 leveraged loan facilities.


Our CDS pricing service is driven by contributed CDS data from market makers’ official books of record, live quotes and clearing submissions and results. All data is processed using rigorous automated cleaning tests to ensure data quality.


Markit Pricing Data for bonds uses price inputs from a variety of sources that are either aggregated to calculate composite levels or fed into a dynamic model to produce a price validated against a number of parameters. The service also includes full transparency on the depth of price sources used, a liquidity score reflecting the frequency and breadth of pricing inputs and comprehensive analytics.


Markit Pricing Data for loans uses its contributor-based pricing system and sophisticated parsing technology to provide loan market investors a dataset they can depend on. It also offers liquidity scores and metrics for the leveraged loan market such as the number of dealers quoting with the size and the average size quoted.

OTC Derivatives

Markit’s OTC Derivatives Data provides both buyside and sellside firms with independent, high quality and multi-sourced curve and volatility data. Our derived dataset helps customers support risk management, trading, valuations and compliance functions. Customers have access to transparent inputs, methodologies and a robust data challenge process.

Markit’s rates data is derived from multi-sourced inputs, including banks and major interdealer brokers, with coverage across interest rate swaps, options and inflation asset types. Stringent quality control tests are used to verify data accuracy and completeness. Flexible data delivery includes a historical time series, four intraday snaps to support regional closes and customised data configurations.

Markit’s equity volatility data is derived from inputs sourced through exchanges and major sellside market participants with coverage across global indices and single name stocks. The data is based on closing option prices, giving customers timely and consistent datasets of implied volatilities, forwards and discount factors out to a maximum of ten years for equity indices and five years for single stocks. The strike range runs from 50% to 150% for each maturity and contributor depth is shown for each term and strike for transparency.