Historical Data

CDS

Markit plots CDS spreads as a time series for client-contributed or composite derived points. There is an option to plot a secondary curve and compare the time series of two different issuers.

Alternatively, clients can plot the five year time series against the two year time series for a given issuer. (See example below.) Users may choose to see six months, one year or all data available for a given history curve.

Markit's historical CDS data dates back to 2001 and bond data to 2003.  Contributing clients may plot their own contributed points as a time series against the composite time series and observe where they may have 'led' or 'lagged' the market.

There is also the option to plot the spread difference or variance between the primary and secondary curves. All data is easily downloadable.
 

The Adecco five year composite CDS point (in red) against Adecco's two year composite CDS point (in black).