Webinar
Pricing fixed-income securities: light at the end of the tunnel?
Available to watch on demand April 14 2026
One of the challenges facing fixed-income market participants centers on how they price bonds and other fixed-income securities they are looking to trade. This is a perennial pain point for firms, given that the vast majority of US government, municipal and corporate bonds are traded over the counter, leading to fragmented liquidity and often sporadic trading cycles.
Consequently, firms lack timely, accurate and observable prices, instead relying on dealer quotes and stale pricing data that can obscure true market levels. These needs are being addressed through cross-venue aggregation of evaluated prices, dealer quotes, and reference data (e.g., the FactSet–BondCliQ partnership).
Enhanced analytics tools and normalized datasets further enhance price discovery and benchmark validationOne of the challenges facing fixed-income market participants centers on how they price bonds and other fixed-income securities they are looking to trade. This is a perennial pain point for firms, given the majority of US government, municipal and corporate bonds are traded over the counter, leading to fragmented liquidity and often sporadic trading cycles.
Consequently, firms lack timely, accurate and observable prices, instead relying on dealer quotes and stale pricing data that can obscure true market levels. These needs are being addressed through cross-venue aggregation of evaluated prices, dealer quotes and reference data, such as the FactSet–BondCliQ partnership.
Enhanced analytics tools and normalized datasets further enhance price discovery and benchmark validation.
