REFERENCE PRICING SERVICES
Our Fixed Income Reference Pricing Service offers valuations for a universe of over 80,000 Canadian fixed income securities at multiple snap times throughout the day.
Our unique partnership with the trading desks at the leading Canadian banks and dealers along with our proprietary quantitative techniques ensure that our Reference Prices are the most accurate representation of the Canadian wholesale fixed income market – contributed, cleansed and validated daily.
CanDeal DNA uses dealer-sourced pricing and terms and conditions data to provide industry practitioners with best-in-class independent, accurate and transparent pricing, enabling clients to better monitor, understand and manage their market exposure and optimize their models and analyses.
Rely on the most accurate OTC pricing – contributed, cleansed and validated daily.
- Live streaming composite prices for securities traded over the CanDeal Markets platforms
- Composite prices for all securities quoted by the major dealers at regular timestamps throughout the trading day
- Advanced validation algorithms applied consistently on all submitted quotes
- Ranking hierarchy applied to composite prices based on the number & quality of contributions, as well as tracking prices to trade activity/security
- Proprietary methodology determines whether contributed quotes are anchored in observed trade data
- Evaluated prices
- Our proprietary evaluated pricing engine ensures accurate and timely pricing on over 80,000 Canadian fixed income securities each day
- Coverage includes rates, credit and asset-backed instruments, including NHA mortgage pools, money markets, strips, municipals, and real return bonds
- Our models are specifically designed to reflect a trader’s view of the market and have been designed in collaboration with Canada’s leading traders
- Dealer Margin Requirements for accurate, comprehensive minimum margin requirements calculated daily for over 80,000 Canadian fixed income securities
- Wealth Management & Retail Clients solution to manage market exposure, make better decisions and meet Know Your Product requirements
See more information about the CanDeal DNA Reference Pricing Service.