Customer Logins

Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.

Customer Logins

Credit Index Pricing Data

Get accurate prices on your credit indices

Stay informed with credit default swaps (CDS) index pricing datasets and pricing for credit options and credit tranches. We provide observable and theoretical prices based on constituents, sensitivity and liquidity metrics including trading volumes. Dataset options include end-of-day, same-day and intraday.

Credit Derivative instruments pricing:

  • Credit Index Options
    Gain more transparency with our credit options pricing service, which is fueled by quotes and direct contributions from major market makers and includes coverage expanded beyond observable instruments using implied volatility modelling. Multiple daily snaps are provided with payer and receiver bid/mid/ask pricing, implied volatilities and ATM forwards covering a wide range of option strikes and expiries. Off-the-run pricing uses corresponding on-the-run volatility surfaces when observable data is sparse.

  • Credit Index Tranches
    Leverage our credit tranches pricing service, which uses dealer quotes from major market makers and is backed by rigorous automated cleaning tests. Base correlations are calculated using a stochastic recovery model.

Why IHS Markit?

You may also be interested in

CDS Single Names Pricing Data

View objective daily single name data, sector curves and evaluated CDS curves wth varied timing frequencies

Learn More


Access verified reference entity identifiers (RED codes) for CDS to support trading and risk management

Learn More

iTraxx Indices

Family of European, Asian and emerging market tradable credit default swap indices

Learn More

CDX Indices

Family of tradable credit default swap (CDS) indices covering North America and emerging markets

Learn More

Follow Us

Filter Sort