IHS Markit (NYSE: INFO) is a world leader in critical information, analytics and solutions for the major industries and markets that drive economies worldwide. The company delivers next-generation information, analytics and solutions to customers in business, finance and government, improving their operational efficiency and providing deep insights that lead to well-informed, confident decisions. IHS Markit has more than 50,000 business and government customers, including 80 percent of the Fortune Global 500 and the world’s leading financial institutions. Headquartered in London, IHS Markit is committed to sustainable, profitable growth.
IHS Markit is a registered trademark of IHS Markit Ltd. and/or its affiliates. All other company and product names may be trademarks of their respective owners © 2020 IHS Markit Ltd. All rights reserved.
|OTC Derivatives||Securities Finance Data|
|Reference Data||ETP Data|
IHS 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.
IHS 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.
IHS 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.
IHS 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.
IHS 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.
IHS 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.
Consolidated access to our comprehensive content offerings across a diverse range of asset classes and geographies. A suite of flexible delivery IHS Markit Reference Data supports the credit derivative, bond, equity, syndicated loan and legal entity data needs of the financial markets. Our broad range of data is specifically designed to facilitate securities trading, settlement, risk management and back-office functions, including accounting and client reporting.
IHS Markit Reference Data confirms the relationship between a reference entity and a reference obligation, as well as corporate actions, CDS succession events and credit events. We also provide verified index and constituent information for credit indices, including updated weighting and index factors upon a credit event.
IHS Markit Reference Data aggregates and validates detailed global bond information, including issuer details, currency, maturity, income and corporate actions. Our comprehensive offering helps improve operational efficiency and supports intraday decision-making and risk management processes.
The Loan Reference dataset includes realtime corporate actions and granular credit agreement details, such as covenant schedules, pricing grids and prepayment rules, for private and public loans. Using our data, market participants can quickly assess protection and cures that are offered in credit agreements and identify covenant-lite assets based on any custom definition.
Our indices provide a transparent view of the fixed income market. By monitoring and adapting to industry changes, we ensure our products align with customers’ business and regulatory needs. Publicly available documentation provides transparency, including constituent details and index construction, calculation and rebalancing rules. Our data is available via end of day and intraday feeds, including the IHS Markit website, automated feeds and through third party data providers.
IHS Markit iBoxx fixed income indices are independent and based on multi-source pricing for improved accuracy. They are used for passive or active portfolio management, research, as well as underlying for ETFs and structured products. The indices cover major currencies and bond segments.
IHS Markit delivers global credit default swap indices that cover loans as well as corporate, municipal and sovereign debt. The indices are composed of underlying credit default swaps and are tradable products that allow investors to establish long or short credit risk positions in specific credit markets or segments.
Our securitised product indices are synthetic, tradable index products that allow investors to gain exposure to securitised products through credit default swaps and total return swaps.
IHS Markit provides global securities financing data to help customers manage securities lending programmes, manage collateral, optimise trading performance and enhance investment decision making.
The dataset covers more than $15 trillion of global securities in the lending programmes of over 20,000 institutional funds. It includes more than 3 million intraday transactions dating back 10 years.
We source our data directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds. A variety of data delivery channels, including web applications, Excel add-in, data feed, XML API and third party data providers, enable integration into workflows.
The DeltaOne Solutions’ SOLA platform delivers the investment management community a comprehensive technology-enabled service, delivering high quality, timely and accurate Global Index and ETF composition data, across all asset classes, customized for client use, 24 hours a day. SOLA improves data quality, facilitates data governance and reduces total cost of ownership.