CDS Pricing

<p>New CDS Pricing packages are now available on Snowflake.&nbsp;</p>

The CDS Pricing service 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.

Market Intelligence

At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.

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 in the market.

CDS pricing is widely used for price discovery, valuations, risk management, compliance, production of research signals, investment factors, and research requirements with independent pricing and liquidity metrics. The dataset frequency includes live, intraday, same-day and end-of-day price updates, driven by data points sourced from 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: 6000+ CDS entities, and 400+ credit indices
  • Liquidity and sensitivity metrics
  • History back to 2001
Frequency
Daily
Latency
Daily
Coverage Type
Other
History
2001
Earliest Significant Coverage
2001
Point In Time
Yes
Data Source
Dealer runs, clearing submission, books of records
Field Count
100s
Estimated Size
36
Added
Enhanced
2026-02-03

Industries

  • Financials
  • Real Estate
  • Energy and Utilities
  • Materials
  • Healthcare
  • Industrials
  • Consumer
  • Technology, Media & Telecommunications

Geographic Coverage

  • Global

Delivery

  • API
  • Cloud
  • Feed

Research & Insights

Support