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
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 S&P Global 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 Global, 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 S&P Global
Transparency
Rely on data that has a clearly documented calculation methodology.
Timely Updates
Get accurate information with daily updated sector curve data.
Independent Data
Make decisions with consensus-based and independent end-of-day CDS composite data.
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Access the market’s most extensive source of Credit Default Swaps Data. We provide independent pricing and liquidity metrics on CDS single names, indices, tranches, options and sector curves for the support of price discovery, risk management, compliance, research, and valuations.