Securitized Products Pricing
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The Securitized Products Pricing dataset, originated from IHS Markit, provides independent bid-offer pricing, analytics, and liquidity measures for a large universe of Agency and Non-Agency MBS,CLOs/CDOs, Consumer ABS and other global ABS.
Our independent, transparent pricing data is built on secondary market pricing and industry standard assumptions and modelling to support trading, manage risk, and valuations for your portfolio. The Securitized Products Pricing Data service is SOC1/SSAE16 compliant.
This dataset includes:
- Pricing and analytics on 1.4 million+ instruments
- Liquidity Score and additional transparency on number of dealer quoting, trades
- Historical coverage from 2005
Vendor information
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.
- Primary Entity TypeBond
- Coverage Count1,400,000+
- Geographic CoverageAsia-Pacific, Europe, United States and Canada
- Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
- History Initiated2005
- Earliest Significant Coverage2012
- Point In TimeYes
- Point In Time DetailsAll fields that were available at that time including price, yields, spreads, benchmarks among others.
- Data SourcePretrade quotes from market makers, Cash flow models from Intex, prepayment model from Andrew Davidson &Company
- Field Count100s
- Delivery ChannelAPI, Cloud, Feed
- Delivery PlatformAPI, SFTP, Snowflake
- Reporting FrequencyIntraday
- Dataset LatencyIntraday
- Linked IdentifiersISIN