MarketAxess expands pricing engine to cover municipal bonds

Expanded coverage will enable clients trading munis to benefit from accurate and unbiased reference pricing for the MSRB-reportable municipal bond market.

MarketAxess’ AI-powered, algorithmic pricing engine for global credit and rates markets, CP+, will now cover municipal bonds.

By leveraging proprietary data from the MarketAxess trading platform, TraX market data, and public sources such as TRACE, CP+ claims to go beyond traditional fixed income pricing sources to deliver value across the investment lifecycle.

Through the expansion of coverage, MarketAxess clients trading munis will benefit from accurate and unbiased reference pricing for the MSRB-reportable municipal bond market.

“We are excited to see the difference the introduction of real-time, AI-powered algorithmic pricing can make to a historically fragmented market like municipal bonds,” said Julien Alexandre, global head of research at MarketAxess.

“Our award-winning models excel at extracting pricing signals from multiple data sources, which is crucial in munis where trading is known to be sporadic.”

Initially introduced in 2017, CP+ is a data input and pricing source for multiple MarketAxess trading protocols and solutions, including Auto-X and portfolio trading.

“The muni marketplace has seen notable e-trading growth in recent years, and we believe innovations like CP+ with real-time, actionable data for [roughly] 930,000 municipal bonds will not only increase transparency and efficiency, but also the speed of adoption for electronic trading,” said Daniel Kelly, head of municipal securities at MarketAxess. 

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