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SQX provides corporate pricing from around the world - at a cost that's down to earth. We cover a wide range of corporate and government bonds—including investment-grade, high-yield, and emerging market debt—alongside U.S. Treasuries, agency securities, and sovereign bonds.
Our proprietary models deliver accurate, up-to-date evaluations for even illiquid or hard-to-price instruments, helping institutions meet compliance and risk management needs with confidence.
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Agency MBS
We offer comprehensive pricing for Agency Mortgage-Backed Securities (MBS). We cover over 1 million Agency MBS, delivering reliable, transparent valuations tailored to the needs of institutions.
Our methodology groups securities by collateral, tranche type, and seniority, applying market-based yields and cashflow modeling that reflect housing, employment, and remittance data. Every value is rigorously reviewed against comparable securities, providing clients with consistent, high-quality MBS pricing they can trust.
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ABS
SQX delivers month-end valuations on approximately 20,000 Asset-Backed Securities (ABS), covering a wide range of collateral types and structural features. Our pricing methodology blends benchmark yield curves, tranche-level adjustments, and observable new issue levels, with careful attention to prepay/default assumptions and structural nuances. All prices are validated against recent trades and market color to ensure accuracy.
SQX is your one-stop destination for evaluated ABS pricing.
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CMBS
On a daily basis, SQX provides pricing on approximately 23,000 Commercial Mortgage-Backed Securities (CMBS). Our meticulous methodology groups securities by deal type, seniority, and vintage, then adjusts based on shelf names, structure, and collateral. For subordinate bonds and CRE CDOs, we factor in credit-sensitive variables like NCF stress, cap rates, and default risk.
All prices undergo rigorous quality checks, ensuring transparency and consistency. With SQX, clients can confidently assess CMBS risk and opportunity with precision.
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Non-Agency CMOs
SQX covers a wide range of Non-Agency Collateralized Mortgage Obligations (CMOs), offering evaluated pricing on over 265,000 securities. Our methodology segments tranches by key characteristics and applies market-driven models to calculate prepayment and default vectors. Each tranche is reviewed with adjustments based on shelf, servicer, and collateral quality.
We further validate our pricing through rigorous comparisons across similar bonds and deal structures, ensuring our clients receive reliable, transparent valuations for their Non-Agency CMO holdings.
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CLOs & CDOs
SQX supplies pricing on over 20,000 collateralized loan obligations (CLOs), including collateralized debt obligations (CDOs). Our CLO pricing combines manager ratings, tranche-level adjustments, and NAV-based overcollateralization analysis to reflect market data and collateral quality. We generate cashflows using implied default, prepayment, and recovery assumptions, with all outputs rigorously validated against observed market prices.
When you partner with SQX, you gain trusted CLO and CDO pricing that’s both data-rich and operationally reliable.
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Syndicated Bank Loans
Our pricing includes approximately 3,000 global syndicated bank loans. Unlike traditional securities, syndicated bank loans are priced using a composite of observable dealer quotes.
SQX parses indicative prices from sell-side communications, organizing data by issuer and tranche. We then remove stale or outlier inputs through a robust cleaning process. Prices from lead syndicate banks are weighted more heavily when available, and daily quality checks help prevent artificial volatility caused by inconsistent quote activity. Institutions can rely on SQX for dependable and well-curated syndicated bank loan pricing.
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Catastrophe Bonds
SQX offers both detailed pricing data and dynamic reference data on the full universe of catastrophe bonds. Our cat bond file is updated daily—for both price changes and updates across a broad set of reference fields, including trigger type, expected loss, attachment probability, and more.
Backed by SQX’s trademark customer service—resolving most requests within 24 hours—our cat bond solution delivers the information that institutional investors need to manage their securities effectively.
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Private Credit
At SQX, we price the private bonds you need, when you need them. Whether you're working with illiquid private placements, subordinated notes, or bespoke structures like CLOs and ABS, SQX delivers accurate, defensible valuations using proprietary curve-based models and market-driven inputs.
When you pass along the underlying reference data for each bond, our pricing team handles the rest—delivering precise pricing and robust analytics across more than 80 fields. The result? Extremely accurate prices for even the most obscure bonds. With SQX on your side, you'll never need to worry about your private bond valuations again.
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Interest Rate Swaps
SQX supplies end-of-year pricing for the full universe of swaps, designed to simplify complex valuations for public institutions and investment teams.
Our coverage includes valuations for interest rate swaps, basis swaps, currency swaps, and commodity swaps.
This data is perfect for the needs of public treasury departments like county treasuries, universities, hospitals, and schools. SQX aims to be your go-to source for end-of-year swaps pricing.
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"Green" Bonds
With growing demand for ESG-aligned fixed-income products, SQX provides transparent, high-quality pricing for green bonds across sectors. Clients can rely on our rigorous data sourcing, high value, and timely updates for the green bonds you need.
Working with SQX means working with a team of experts with the flexibility to give you what you need when you need it.
When you partner with SQX, you'll discover the difference that choosing the right data provider can make.
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