Base trades on objective daily CDS sector curves data
IHS Markit delivers daily CDS sector curves reports. We calculate these curves with spreads from our end-of-day CDS single name composite pricing data, which is based on contributor submissions that have undergone a rigorous cleaning process. The sector curves are calculated for average ratings from Moody’s, Fitch and S&P, ranging from AAA to CCC and are further broken down into the different sectors associated with these ratings.
- Extensive coverage – Access sector curve data for all IHS Markit sectors and average ratings for all tenors published in our end-of-day CDS composite report, with derived versus observed curves identified
- Transparency – Rely on data that has a clearly documented calculation methodology
- Timeliness – Get accurate information with daily updated sector curve data
- Independent data – Make decisions with consensus-based and independent end-of-day CDS composite data