S&P DJI Taps Thomson Reuters Fixed Income Pricing for Debt Index

The new index leverages end-of-day prices and T&C data from Thomson Reuters.

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The index, which is priced in real time throughout the day, uses end-of-day prices and terms and conditions data from Thomson Reuters.

As a result of the end of a six-year bond rally and regulatory changes that may restrict bond liquidity, "the market is begging for an intraday measure that can provide broad transparency into company debt and is liquid enough to potentially trade throughout the day via exchange-traded and structured products," says JR Rieger, head of fixed income at S&P Dow Jone