Pricing Data > CDSEnd of day

Markit Pricing Data provides end-of-day CDS single name composites on approximately 2,600 entities as well as index and tranche level data for on-the-run and off-the-run Markit indices.

Customers

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

Statistics

  • 10.5k+curves
  • 1.9m+daily quotes

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Product Summary

Markit receives contributed CDS data on corporate, sovereign and municipal CDS single names and indices from marketmakers’ official books of record. Markit applies a rigorous curve-based cleaning process to the contributed data, discarding data that fails these cleaning tests.

Through Markit Pricing Data, the full CDS term structure and recovery rates are available. Customers can view the data in summary or graphical form on the web, or retrieve the data through an automated feed, web download or Markit Desktop. Our end-of-day CDS pricing data is used by more than 350 firms, including for mark-to-market, research and risk management purposes

    Key Benefits

    • Data integrity

      High-quality pricing resulting from multiple data contributors and a rigorous data cleaning process

    • Depth of coverage

      Historical CDS pricing dating back to 2001, with data available at the tier, maturity, currency and restructuring clause levels

    • Comprehensive coverage

      Data available in all three price types for CDS single names: par spreads, conventional (or quoted) spreads and upfronts

    • Dedicated support

      Direct access to Markit analysts for data queries and price challenges

    • Flexible Distribution

      Delivery in CSV, Tab or XML formats, via manual or automated web download, Markit Desktop or with easy integration into clients’ internal systems or third-party platforms

    Thought Leadership

    • CDS and speculative bubbles

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    • CDS curve report

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    • Asia and the credit markets

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    • LBOs, liquidity and covenants

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    • CDS in the Middle East

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    • LBOs and CDS

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