The CDS Pricing dataset, originated from IHS Markit, provides independent pricing and liquidity metrics on CDS single names, indices, tranches, options and sector curves, the most extensive source of Credit Default Swap data available on the market.
Widely used for price discovery, risk management, compliance, production of research signals, investment factors, research and valuations requirements with independent pricing and liquidity metrics on CDS single names, indices, options, tranches and sector curves. Find live, intraday, same-day and end-of-day price updates, driven by over 4M+ data points from all market makers in the form of official books of record, live quotes and clearing submissions.
This dataset includes:
• Streaming, daily and end of day prices
• Full global coverage
• Liquidity metrics
• History back to 2001