Access trusted pricing for Credit Default Swaps
Find live, snapped and end-of-day price updates for approximately 2,400 CDS entities and all the major credit indices, including CDX and iTraxx. IHS Markit also delivers a suite of value-added CDS services to provide greater transparency into the marketplace. Use our CDS composite and contributor-level data to support price discovery, risk management, compliance, research and valuations.
Our CDS pricing service aggregates contributed CDS data from market makers’ official books of record, live quotes and clearing submissions and results. We then process this data using rigorous automated cleaning tests in all of our services to publish 1.9+ million daily quotes, covering 9,000+ curves.
- Data integrity – Access high quality pricing sourced from multiple data contributors and put through a rigorous data-cleaning process
- Timeliness – Get pricing updates on a streaming intraday basis, snapshot at defined intervals for same-day analysis and on an end-of-day basis
- Extensive coverage – Leverage a wide breadth and depth of coverage, including approximately 2,400 entities and all the IHS Markit credit indices
- Dedicated support – Get direct access to IHS Markit analysts for data queries and price challenges
- Flexible distribution – Enjoy product delivery via the web, Price Viewer or through integration into your internal systems or third-party platforms
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