The combination of multiple valuation methods, with our client service and direct access to analysts, enables our team to work directly with you to provide broad coverage for your portfolio. Using our proprietary Quotevision® parsing software for capturing pre-trade activity complemented with 3rd party sourced trade and quoted prices, our FI and OTC services provide a comprehensive global pricing and independent valuation service for assessing risk and value in your portfolio.

A Full Solution Set

Pre-Trade Quotes & Trade Prices

  • Exchanges
  • Trade and quote reporting
  • Brokers and dealers

Market Approach Valuation

  • Evaluated prices
  • Market observable inputs
  • Comparable spread-driven process

Supporting Analytics

  • Market activity scores
  • Corporate yield curves
  • Sensitivity measures

 

3.2 Million Intra-day to End-of-Day Evaluated Prices consisting of:

  • 220,000+ US CDs, Global Corporates and Government Securities
  • 1,450,000+ Global Structured Finance Securities
  • 1,530,000+ US Municipal Securities

 

A Comprehensive Approach

Pre-Trade Quotes and Trade Prices

Using our proprietary Quotevision parsing software for capturing pre-trade activity complemented with third party sourced quote prices. The prices result from more than 8 million buy-side and sell-side quote contributions aggregated on a weekly basis. Access to the trades and quotes also provides increased visibility into the market data used in our Evaluated Pricing process.

Market Approach Valuation

Market Approach Valuation aims to help support your reporting, fund accounting and Net Asset Value (NAV) process and also enables portfolio monitoring and helps fulfill regulatory requirements.

We provide independent evaluated prices daily on over 3 million global fixed income instruments. Evaluated prices are opinions reflective of the bid side of the market for a round lot of each security. The opinions are arrived at after in-depth review and analysis of descriptive, quality, market and credit information.

Clients can access benchmark curves and spreads as well as assumptive data for structured finance instruments, such as default and prepayment rates, to have greater transparency into our evaluated pricing.

Integrated Reference Data

An extensive set of real-time fixed income terms and conditions further support our valuation services. Coverage includes over 2 million global fixed income securities including corporates, governments, agencies and U.S. municipals. We also can provide 1.4 million U.S. structured finance securities sourced from a third party.

The many security types covered include bonds, notes, bills, medium-term notes, debentures, convertibles, derivatives, Asset-Backed Securities, Collateralized Debt Obligations, Collateralized Mortgage Obligations, Mortgage-Backed Securities and more.

 

Broad and Deep Global Asset Class Coverage1

Corporate BondsStructured FinanceMunicipal Finance
  • Investment Grade
  • High-Yield
  • Syndicated Bank Loans
  • Money Market Instruments
  • Governments / Sovereigns
  • Asset-Backed Securities
  • Mortgage-Backed Securities
  • Collateralized Mortgage Obligations
  • Collateralized Debt Obligations
  • Investment Grade
    • Short/Intermediate/Long Term
    • Serial Bonds
    • Insured Bonds
  • High-Yield
    • Multi-Family
    • Healthcare
    • Land Secured and Special Tax
    • Industrial Development
    • Charter Schools and Higher Education
  • Certificates of Deposit
  • Unit Investment Trusts

Deep, Transparent and Insightful Offering Powered By:

Pricing DataSupporting Reference DataMunicipal Finance
Contributed Pre-Trade Quotes and Trade Prices
  • US trade prices from TRACE
  • Global trade prices and quotes from TRAX
  • Municipal trade prices from MSRB
  • Government quote prices from Tullett Prebon
  • Corporate quote prices from CIBC
  • Japanese quote prices from JSDA
  • S&P Capital IQ Quote prices

Evaluated Pricing
  • Intra-day pricing snaps
  • End-of-day pricing snaps
  • Clean and dirty prices
  • Bid mean offer
  • Odd-lot
  • JDaily yields
  • Detailed methodology by asset class
  • More than 10 years of history

Market Sensitive Data
  • Duration
  • Convexity
  • Model valuation
  • Price volatilities
  • Biggest mover commentary

General Terms & Conditions
  • Over 3 million distinct instruments
  • Global identifiers including ISIN, CUSIP®, CINS
  • Original issuance information
  • Asset type classification
  • Features and schedules
  • Interest payment data
  • Sector information
  • Credit enhancements and obligors
  • ISO Standard Currency and Domicile codes

Ratings Data
  • S&P issue- and issuer-level ratings
  • Moody’s issue-level ratings
  • Fitch issue level ratings

Curves
  • Third-party benchmark and swap curves
  • Internally derived risk-neutral curves
  • Derived probability of default term structures
  • Municipal benchmark curves
  • Corporate Yield Curves

Structured Finance
  • Prepayment rates
  • Default rates
  • Recovery lag
  • Loss severity

Swaps
  • Interest rate swaps
  • Derivatives (CDS term structure and prices)

Flexible Delivery Options

Choose the delivery option that best meets your business needs:

  • Web-based access
  • An Excel® plug-in for use at your desktop
  • API feed into your existing systems
  • Feed-based services for bulk delivery

1. The assets listed are not inclusive of all securities priced by SE using the market approach, or additional coverage offered through SE by third-parties.

About Securities Evaluations, Inc. Securities Evaluations, Inc. (“SE”) is a wholly owned subsidiary of Intercontinental Exchange (“ICE”) SE is a registered investment adviser with the United States Securities and Exchange Commission (SEC). SE's advisory services include evaluated pricing and model valuation of fixed income securities, derivative valuations and Odd-Lot Pricing that consists of bid- and ask-side evaluated prices for U.S. Municipal and U.S. Corporate Securities (together called valuations services).

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