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Credit default swaps

There are a couple of websites that provide Credit Default Swap (CDS) data:

CDS Credit Default Swaps – Price Quotes + Charts from Work and Wealth for All. Mostly information on sovereign CDSs

Most Liquid CDS Prices from Markit Group. More detail on company CDSs as well as the number and size of contracts.

Composite and contributor level data from MarkitCDS.


Use Bloomberg.
Type IRSM and hit GO for the Interest Rate and Swap Derivatives Menu.
CDSL for credit default swap lookup
CDSD for credit default swap spread curves
CDSW for credit default swap valuation
CMOV for CDS movers
GCDS to compare swaps among countries or within industries

Use Datastream.
In Category choose: Bond Indices & cds
Start the Datastream Navigator (Click on the Red Arrow)
For a specific company, enter the Name or DS Mnemonic
In Type: click on Credit Default Swap
Click Search
You will retrieve a CDS list for that company
Mouseover the Arrow and click Report to retrieve data using Interactive Charting
You can select the CDS series you require and retrieve data


For articles about credit default swaps:
Search the databases Business Source Premier (EBSCO) or ABI Inform (Proquest)

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