FactSet and Hamilton Lane Partner to Integrate Private Markets Data into Portfolio Analytics

FactSet and Hamilton Lane have announced a strategic partnership to integrate Hamilton Lane’s proprietary private markets data and benchmarks into FactSet’s portfolio analytics platform, enabling institutional investors to analyse public and private assets within a unified workflow.

The integration will provide access to data covering more than 70,000 funds and 240,000 assets, alongside fund- and deal-level benchmarks developed from Hamilton Lane’s extensive private markets investment experience.

The offering will support customised performance benchmarking, enhanced risk analysis and commitment pacing models, as well as portfolio construction and monitoring across asset classes. Investors will be able to assess performance, attribution and risk across public and private holdings without relying on separate analytical systems.

The partnership reflects growing institutional demand for integrated portfolio analytics as private markets become an increasingly significant component of investment allocations.

Further details on product availability and additional capabilities are expected in the coming months.

S&P Global Expands AI and Analytics Capabilities Across Private Markets

S&P Global has expanded the AI, valuation and analytics capabilities of its iLEVEL private markets platform, introducing new tools for portfolio monitoring, data management and investment workflows. The enhancements include a native iLEVEL Agent, AI-powered data ingestion and natural-language search, enabling investment teams to automate data-intensive processes and retrieve portfolio information more efficiently.

An iLEVEL Model Context Protocol (MCP) server also allows clients to connect governed platform data and capabilities to external AI applications, including Microsoft Copilot and Claude, while retaining existing permissions and access controls. Enhanced integration with S&P Global Private Market Valuations streamlines third-party valuation workflows, while additional functionality supports private credit covenant monitoring and early identification of portfolio risks.

S&P Global has also expanded performance analytics datasets covering private credit, real assets and private equity, alongside integrations with Capital IQ, WSO and other enterprise solutions. The developments extend iLEVEL’s role beyond portfolio reporting towards integrated data, analytics and AI-enabled workflows across the private investment lifecycle.

FIX Trading Community Calls for Clearer Market Data Standards in UK Equities Reform

The FIX Trading Community has called for greater consistency, transparency and operational resilience in UK equity markets in responses to two Financial Conduct Authority consultations covering market structure reform and the proposed equity consolidated tape. Its recommendations include more granular liquidity reporting that distinguishes trading phases, execution mechanisms and genuinely addressable volumes, alongside clearer identification of automated and manual off-venue transactions.

FIX also advocates aligning UK trade flags more closely with EU standards, identifying technical and non-addressable trades, and introducing standardised, machine-readable communications for market outages.

For the consolidated tape, the association recommends keeping trading venue and systematic internaliser quote data separate, while prioritising completeness, reliability and resilience as trading models and operating hours evolve. FIX additionally cautions against extending transparency requirements to complex synthetic equity transactions without clearly defined scope, identifiers and assessment of regulatory implications.

The proposals aim to improve market data usability while reducing operational complexity for trading firms and data consumers.

Zema Global Expands Marex Partnership to Broaden Energy and Commodity Market Data Coverage

Zema Global has expanded its partnership with Marex, extending the range of energy, environmental and commodity market datasets available through its Decisioning Infrastructure platform.

The agreement provides Zema customers with additional pricing, forward curve, index and historical data covering crude oil, refined products, freight, petrochemicals, natural gas liquids and biofuels across Europe, North America and Asia. The expanded offering also includes daily curves, live and delayed market data, indices and historical datasets spanning power, natural gas, LNG, options, emissions, renewable energy credits and coal.

The integration enables trading firms, financial institutions and commodity market participants to combine Marex’s pricing and transaction data with other market, fundamental and proprietary datasets within their existing analytical and operational workflows.

The additional coverage is intended to support price discovery, valuation, trading and risk management, particularly for firms managing exposures across multiple energy and commodity markets.

LSEG and CMC Markets Sign Multi-Year Financial Data Agreement

LSEG and CMC Markets have entered into a multi-year strategic agreement expanding CMC’s access to financial data, news and analytics to support the growth of its multi-asset trading and investment businesses. Under the agreement, CMC will gain broader access to LSEG’s real-time and delayed pricing, reference data, corporate actions information, news and analytical content.

The expanded data provision is intended to improve consistency and scalability across CMC’s operations as the company develops new products, enters additional markets and strengthens its institutional and B2B partnerships. CMC will also gain access to LSEG’s AI-ready content, providing a foundation for developing AI-enabled applications and workflows across its business.

The agreement supports CMC’s broader strategy to diversify its financial services offering through technology and infrastructure investment, connecting its trading, investing and institutional capabilities while reducing the operational complexity associated with expanding into new markets and services.

Apptopia Launches MCP Server for AI-Driven Alternative Data Analysis

Apptopia has launched an MCP Server designed to enable investment analysts and portfolio managers to access and analyse its mobile app data directly through large language models including ChatGPT, Claude, Gemini, Perplexity and Copilot.

Rather than simply exposing raw alternative data through an API, Apptopia says its MCP incorporates analytical logic developed specifically for mobile data. The system examines eight to 13 quarters of year-on-year trends, selects metrics based on relevant company KPIs, triangulates trends across multiple dimensions and compares results with sector-level data.

The approach is intended to produce repeatable analysis while reducing the risk of misleading signals generated when LLMs interpret alternative datasets without sufficient domain context. Apptopia demonstrated the technology using Block’s Cash App, where segment-level analysis identified a contradictory signal that wasn’t apparent in the aggregate data.

Access is available to all Apptopia customers as standard across its plans.

Bloomberg Unveils CLO Data Service

Bloomberg has launched a collateralised loan obligations data solution, delivering reference datasets for market participants through the Bloomberg Data License.

The launch connects enterprise loan-level data with regulatory, liquidity and credit risk datasets.

“Bloomberg is making it easier for clients to understand how the security, its collateral and the corporate borrower fit together in one view,” said Maureen Gallagher, head of enterprise reference data at Bloomberg.

The system supports cash-flow modelling, risk assessment and tranche discovery while integrating with existing functions on the Bloomberg Terminal.

Users can access the information through the query language BQL, with future integration planned for the artificial intelligence tool ASKB.

SOLVE Expands Fixed Income Data and Trading Workflow Tools

SOLVE has introduced a series of enhancements to its fixed income platform, spanning TRACE market data, structured credit workflows and relative value analytics. The new TRACE Data Product Suite brings reported trade activity into SOLVE’s MBS Source workflow alongside collateral characteristics, historical offers, BWIC results and other security-level information. Coverage includes agency and non-agency MBS and CMOs, ABS and CMBS.

SOLVE has also enhanced its BWIC Monitor to help structured credit desks manage multiple live bid processes. New features include shared security-level statuses, change tracking and inline notes, combined with dealer inventory, historical quotes and predictive pricing.

Further enhancements to SOLVE’s Relative Value Analysis provide persistent access to user-created and SOLVE-provided analyses within its Quotes platform. Users can also filter dealer axe indications by timeframe, side and source. The updates are designed to connect fixed income data, analytics and trading workflows more closely and reduce the need to move between systems.

FutureSports and MLB Pave Way for Team Performance Futures

FutureSports has agreed with Major League Baseball (MLB) to create rules-based financial indexes tracking the performance of each of the league’s 30 teams, potentially providing the basis for a new class of sports-related derivatives. Under the agreement, MLB will supply Official League Data for the creation of CME FutureSports Performance Indexes (FSPI). CME Group plans to list weekly, monthly and quarterly cash-settled futures based on the benchmarks, subject to regulatory review.

The play-by-play indexes will measure teams’ cumulative performance and are intended to provide instruments for both investment and hedging, including management of financial exposures linked to the business of professional baseball. FutureSports will independently determine, calculate and govern the indexes using transparent, rules-based methodologies. MLB will have no role in those processes.

FutureSports has previously developed similar indexes based on NHL team performance, with CME planning futures contracts linked to those benchmarks.

State Street Launches PriceStats Superset for Daily Inflation Analysis

State Street has launched PriceStats Superset, a global dataset providing daily, item-level pricing data designed to give investors, policymakers and researchers earlier insight into the forces driving inflation.

The dataset builds on State Street PriceStats, its high-frequency inflation measurement service, by providing access to the underlying item-level data used to construct its indices. Covering 27 countries and millions of products and services, PriceStats Superset contains more than 50 billion price observations, allowing users to track price movements from individual products through categories and sectors to headline inflation measures.

State Street said the additional granularity should help users identify emerging inflationary pressures before they become visible in official government releases. The launch forms part of the firm’s broader Data Intelligence strategy and extends its work with PriceStats, which has provided high-frequency inflation research to State Street clients since 2011.