Markit Sameday™

Markit Sameday is a premium mark-to-market data service, providing published end-of-trading day spread curves for Asia, London and North America.

The service features over 4,000 intraday spread curves for single name credit default swaps, three times per day, via three reports:  Sameday Tokyo, Sameday London, and Sameday New York.

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 delivered as an XML file, making it easy to integrate. 

Markit Sameday Fact Sheet (pdf)