Government, Supranational, Agency and Corporate (GSAC) Bond Pricing

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This dataset provides transparent pricing and liquidity data for more than 200,000 bonds including corporate, sovereign, agency, money market and government bonds.

Market Intelligence

At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.

The Government, Supranational, Agency and Corporate (GSAC) Bond Pricing dataset, originated from IHS Markit, provides independent bid-offer pricing, analytics, and liquidity measures for over 200,000 global bonds. This dataset was built using a dynamic model that uses more than 15 million unique pricing quotes from a variety of sources.

Intraday and end-of-day price updates are used across organizations, starting from the front-office for price discovery on frequently quoted bonds, and in the middle- and back-office for risk management, valuations.

This dataset includes:

  • Price updates available hourly for the full universe of over 200,000 bonds covering 70+ currencies
  • Data on 70,000 money market instruments across 26 currencies
  • Bonds Live, an additional service that is primarily used by trading desks, is available for almost 60,000 liquid securities
  • A robust price challenge mechanism, which provides customers with additional clarity if they need additional information at the security level
Frequency
Intraday
Latency
Intraday
Coverage Type
Bond
Coverage
200,000+
History
2010
Earliest Significant Coverage
2010
Point In Time
Yes
Point In Time Description
All fields that were available at that time including price, yields, spreads, benchmarks among others. We currently provide 198 fields as part of the GSAC bond universe.
Data Source
Pretrade quotes from market makers and post-trade data where publicly available
Field Count
100s
Added

Industries

  • Financials
  • Real Estate
  • Energy and Utilities
  • Materials
  • Healthcare
  • Industrials
  • Consumer
  • Technology, Media & Telecommunications

Geographic Coverage

  • Global

Delivery

  • API
  • Cloud
  • Feed

Research & Insights

Support