CDS spreads for actively quoted tenors plus indices and tranches. Full term structures for a range of currencies, seniorities and restructuring clauses

Unrivalled transparency: a derivation indicator for every CDS spread on the term structures of each entity indicates whether the spread was observed or derived

Observed spreads include the number of counterparties that were observed to provide a price

Time series with up to 4 years of historical data of daily frequency

Available directly or via Bloomberg; can also be delivered directly into QuoteVision and industry standard risk modelling and portfolio management systems

- twice a day at close London & New York (5pm local time)