Pricing Data > CDSSectors

Markit Pricing Data calculates CDS curves on a daily basis for sectors, using spreads from our end-of-day CDS single name composite pricing data.


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


  • 10.5k+curves
  • 1.9m+daily quotes

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Product Summary

Markit Pricing Data delivers daily CDS sector curves. The calculations leverage spreads from our end-of-day CDS pricing data, which is based on contributor submissions that have undergone a rigorous cleaning process.

Sector curves are calculated for average ratings from Moody’s, Fitch and S&P, ranging from AAA to CCC. These are also further broken down into the different Markit sectors associated with these ratings.

    Key Benefits

    • Extensive coverage

      Sector curve data available for all Markit sectors and average ratings, for all tenors published in our end-of-day CDS composite report, with derived versus observed curves identified in the report

    • Transparency

      Clearly documented calculation methodology

    • Timeliness

      Sector curve data updated daily

    • Independence

      Calculated from consensus-based and independent end-of-day CDS composite data


      • Markit Pricing Data: CDS sector curves

        Download your complimentary copy of our whitepaper exploring Markit’s enhanced CDS sector curves which address the need for more granular market breakdowns by both sector and region.



      Thought Leadership

      • CDS and speculative bubbles

      • CDS curve report

      • Asia and the credit markets

      • LBOs, liquidity and covenants

      • CDS in the Middle East

      • LBOs and CDS