Markit Sameday™

Markit Sameday is a premium, independent mark-to-market data service, providing updated spread curves for single name credit default swaps four times per day.

Markit Sameday enables subscribers to benefit from same-day CDS pricing captured from bank feeds based on books of record data, real-time observable quotes and trades conducted through the major credit brokers.

The service is delivered via four reports, Sameday Tokyo, Sameday Europe, Sameday London and Sameday New York. Each report is downloadable at the time corresponding to the end of the business day in the respective region.

Clients can use Markit Sameday for:

• Meeting regulatory requirements
• Trade valuations
• Populating independent models
• Other requirements where the timelines of the data set is critical

Closing prices and spreads are subjected to cleaning procedures that compare contributions from new and external sources and to current contributions and composites. Pooled data is used to generate an updated composite price and spread.

Markit Sameday is available in CSV, Tab and XML formats, making it easy to integrate.