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CDS Single Names Pricing Data

Base trades on objective daily credit default swap (CDS) single name data, price discovery, risk management, compliance, research and valuations

Access CDS pricing across 3800 observed and evaluated single name entities with different timing frequencies designed to fit your varied use cases. We publish three million daily quotes, covering 10,000+ CDS curves. In addition to pricing full curves in upfront and spread formats, you have access to underlying contributed data, sensitivity and liquidity metrics including trading volumes.

Timing frequencies/datasets

  • CDS Live Streaming: Full curve pricing with real time market data updates
  • Intraday Streaming: Pricing for actively quoted instruments
  • Sameday: Multiple daily snapshots globally, varied per dataset
  • End of Day: 9 pm EST snaps

CDS pricing curves

  • Evaluated CDS Curves
    Get evaluated pricing data when observed data is not available. We imply over 1,600 CDS curves from bond pricing information using a two-step approach. First, we calculate either a bond implied curve directly from issuer’s bond prices or a bond adjusted CDS sector curve for less liquid issuers. Second, we apply a proxy CDS-Bond basis aggregated by region, rating and sector to get the final Evaluated CDS curve.
  • Sector Curves
    Access sector curve data for all IHS Markit covered sectors calculated using a regression approach based on our CDS single name pricing data and calculated for average ratings from Moody’s, Fitch and S&P, ranging from AAA to CCC. Aggregated CDS curves across the full-term structure are broken down into eight regions, seven rating levels and 11 sectors.

Why IHS Markit?

Learn more about our Single Name Pricing Services
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Experts

Gavan Nolan

A published author, Mr. Nolan has written about the credit markets from the accounting scandals of the last decade through the financial and European sovereign debt crises. He is a well-known commentator on the credit default swaps (CDS) markets, including credit fundamentals and CDS mechanics, in particular ISDA definitions, credit events and auctions. He has been a frequent contributor to both print and broadcast media, and quoted in Financial Times, Wall Street Journal, Daily Telegraph, Bloomberg, Reuters, Dow Jones, Global Capital, CNBC and BBC's R4 Today programs. Mr. Nolan played a key role in developing the Markit CDS pricing product, the leading service in the CDS market. Prior to joining Markit in 2003, now IHS Markit, he worked at J.P. Morgan and TD Securities in a variety of fixed-income roles. Mr. Nolan holds a Bachelor of Science in Economics from Queen Mary College, University of London, UK.

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