The Fixed Income Yield Curve Pricing dataset, originated from IHS Markit, provides a full-term structure of yield and spread curves aggregated at industry/issuer, rating, currency and country combinations. This dataset uses pricing data on 2.7 million instruments produced by in-house Bond Pricing Teams.

Fixed Income Yield Curve Pricing allows primary market participants such as Syndication/Origination Teams to get a concise view of issuer/industry credit spreads. Middle and back-office teams can leverage this dataset to value illiquid positions, manage the portfolio's risk, and address regulatory requirements.

This dataset includes:

• Yield curves across 70+ currencies covering the following asset classes: Corporate & Sovereign bonds, Syndicated Loans, Credit Default Swaps (CDSs), Municipal bonds and Securitized Products
• Daily curves are available at regional market close times (Asia, Europe and U.S.)
• Bid yield/spread curves, as well as offer yield/spread curves
• A robust price challenge mechanism, which provides customers with additional clarity if additional information on methodology and daily movements is required