Products & Solutions

Independent, reliable intra-
& end-of-day CDS prices

CMA Datavision™ CDS Features

Unique risk and market liquidity metrics

Leverage credible pricing information based on executable and indicative quotes sourced directly from the largest and most active credit investors as markets evolve. Improve the accuracy of your data analysis and modelling, using our unique, transparent risk and market liquidity metrics.

CMA Datavision Process Schematic

High quality term structures for both liquid and less liquid entities are constructed using a rigorous cleansing and aggregation model which combines real-time quotes observed in the market with a sophisticated proprietary curve modeling process. Full credit term structures are available for all quoted price types, including upfront prices and for a range of currencies, seniorities and restructuring clauses.

Integrate CDS pricing data seamlessly into your internal systems

CMA Datavision™ files are available at London and New York close and intraday, directly from CMA. Our client solutions team can work with you to integrate CMA Datavision™‘s robust reference data file into your internal workflow, processes and systems. Historical data is available dating back to 2004.

CMA Datavision™ is available in the following formats:

File OptionsInstrument IdentifiersInstrument LevelsSupplementary Price DataLiquidity MetricsAnalytics
Standard File yes yes yes No No
Metrics File yes yes yes yes No
Analytics File yes yes yes yes yes
Group Curves yes yes No No No
Index Fair Value yes yes No No yes
Field Examples

Name

Seniority

Tenor

Currency

Restructuring

ISIN/CUSIP/BBG Industry Sector

Par Spread

Quote Spread

Upfront Percent of Par

Coupon

Recovery Rate

Mid High/Low

Time Window

No. of Sources

No. of Quotes

CPD

PV01

Hazard Rate

Implied Ratings

 

  • Receive Excel™-compatible CSV file via email or download via FTP.
  • Intraday data is available on the hour, every hour 08:00-22:00 London time, spanning Tokyo close through to New York close.
  • Your CMA Datavision™ data can be delivered directly into your CMA Quotevision™ module.
  • CMA Datavision™ is integrated into a wide range of vendors and in-house risk management systems.

CMA Datavision™ is also available via Bloomberg terminal API, Bloomberg Professional terminal (CMA <GO>) or bulk delivered via Bloomberg Data License.