CMA Quotevision™ Creditpulse

Intraday, tick-by-tick CDS market data

CMA Quotevision™ Creditpulse is an intraday, tick-by-tick feed directly from the institutional CDS market. Its user-friendly interface and powerful Excel™ add-in enable portfolio managers, traders and analysts to assess the credit quality of companies and sovereigns on a near live basis – completing the investment picture.

Why is CMA Quotevision™ Creditpulse unique?

The most timely and quantitative measure of credit quality is provided by the large, well-quoted credit default swap (CDS) market. Participants exchange in excess of a million quotes a day indicating the prices at which they would be prepared to buy and sell credit protection on various companies, municipalities and sovereigns. Despite this it is extremely difficult to follow the rapidly changing credit quality of companies because the data is difficult to structure and report. CMA Quotevision™ Creditpulse provides you with a clear, structured view, making it easy for traders, salespeople and risk managers to follow the global OTC credit market throughout the day.

Global coverage of the actively traded CDS market

Who can benefit

• Pre-trade and trading
• Risk Managers
• Research

CMA Quotevision™ Creditpulse gives you: 

• 1,200 entities per day: corporate CDS, sovereign CDS, CDS indices and tranches
• real market quotes: spread and upfront quotes from actual observed market prices, containing real bid offer spreads
• high frequency data: intraday data delivered from London open to New York close
• historical data: at least one year of historical data for each entity.

Fast, accurate and easy to use, with an intuitive interface

• Accurate: act on reliable data that is scanned, validated, scrubbed and cleansed in real-time by our expert CDS market aggregation engine, which is monitored by our team of trained data analysts.
• Flexible interface: customise your screen to suit your priorities, eg issuer capital structure analysis, market depth analysis, multiple portfolios, snapshots of price history in graphical and numerical formats.
• Track the biggest movers: monitor CDS indices, sectors and regions to identify the biggest daily corporate and sovereign movers.
• Quick search: save time searching for issuers, instruments and prices with our smart text search of the entire CDS reference data universe.
• Integrated Excel™ analytics: view all CDS price types, converted using the standard ISDA model and interest rates. Calculate intraday cumulative probability of default based on the latest credit spreads.
• Excel™ add-in: pull back the latest or best quote information and view historical end of day and tick price information.