Make confident decisions using independent CDS Clearing Data for prices
Find daily CDS settlement prices for four clearinghouses globally: ICE Clear Credit, ICE Clear Europe, Japan Securities Clearing Corporation and LCH Clearnet S.A. These respective clearinghouses use CDS settlement prices from IHS Markit in their risk management processes. Get daily price and spread levels for cleared instruments from 500+ entities and sovereigns, including CDS single names and credit indices. A daily settlement price calculation ensures the objectivity of these prices.
Reliable data – Use high quality pricing based on inputs from multiple data contributors and a rigorous data cleaning process
Deep coverage – Find historical CDS pricing dating back to 2009, with data available at the tier, maturity, currency and restructuring clause levels
Comprehensive coverage – Leverage data in conventional (or quoted) spreads and up-fronts for CDS single name entities
Dedicated support – Enjoy direct access to IHS Markit analysts for data queries and price challenges
Flexible distribution – Access your data in CSV, Tab or XML formats, via manual or automated web download, Price Viewer or with easy integration into your internal systems or third-party platforms
These are the daily prices used by ICE Clear Credit and ICE Clear Europe in their risk management processes. The settlement prices are for CDS single names across 41 maturities and IHS Markit credit indexes for European, US, Australian and Asia X Japan markets.
These are the daily prices used by Japan Securities Clearing Corporation in its risk management processes. The settlement prices include Markit iTraxx Japan indexes and will expand to other index families.
These are the daily prices used by LCH.Clearnet S.A. in its risk management processes. The settlement prices include Markit iTraxx Europe (Senior Financials, Main, HiVol and Crossover) indexes and will expand to other index families.