CDS Sector Curves

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.

Key benefits:

  • 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

Customers

  • Banks
  • Insurance companies
  • Mutual funds
  • Hedge funds
  • Regulators

Whitepaper

Pricing Data: CDS sector curves
Download your complimentary copy of our whitepaper exploring IHS Markit’s enhanced CDS sector curves, which address the need for more granular market breakdowns by both sector and region.
Request whitepaper

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