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CDS Pricing Data

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.

Key benefits:

  • 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

Customers

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

Products and Solutions

  • End-of-day CDS pricing

    Get end-of-day CDS single name composites on approximately 2,400 entities as well as index and tranche-level data for on-the-run and off-the-run indices from IHS Markit. We receive contributed CDS data on corporate, sovereign and municipal CDS single names and indices from the official record books of market makers. We then apply a rigorous curve-based cleaning process to the contributed data and discard data that fails these cleaning tests.

  • Same-Day CDS pricing

    Our Sameday CDS service includes more than 2,400 corporate and sovereign CDS single names and all IHS Markit credit indices. Customers access the pricing for single names via six regional reports: Sameday Japan, Asia, Europe, London, New York and Midday London. Each same-day CDS report is downloadable at the close of the business day in the respective region, with the London report available at midday. Our credit indices include 12 snapshots per day across multiple regions.

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Events

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IHS Markit Event 20 September 2018

Loan Market Conference

Join us for a conference for users of IHS Markit (...)

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IHS Markit Event 11 October 2018

Pricing and Valuation Conference

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