Key facts for Composite - Credit Default Swap (CDS)
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2001
Coverage count:
Asset Classes - 300000 RICs
Asset Class
Preference Shares, Bond & STIR Futures & Options, Loans, Interest Rate Derivatives, Bond Repos, Bonds, Fixed Income, Mortgage-Backed Securities, Securitised Products, Depositary Shares, Credit Derivatives, Bond Spreads
Delivery metadata
Data Frequency
Intra‑day
Language
English (United States)
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, Website, Digital Files
Data formats:
CSV, GZIP, JSON, Delimited, Metafile Picture, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Intra‑day
Overview of Composite - Credit Default Swap (CDS)
MONITOR CREDIT RISK EXPOSURE
CDS Price Discovery
- Addresses the need for accurate, consistent, timely CDS valuation in a fragmented OTC market.
- To ensure firms can price, monitor, and manage CDS risk with confidence and consistency.
- Better coverage across regions, currencies, and illiquid names.
BUILT FROM MULTI-SOURCE CDS DATA
Built for Price Discovery
- By aggregating multiple market inputs and delivering fully structured CDS data integrated into enterprise systems.
- Creating standardization helps to concentrate liquidity.
- Multi-source aggregation, composite methodology, structured delivery.
COMPOSITE CDS PRICING
Composite CDS Pricing
- LSEG provides composite CDS pricing single-name & index CDS across regions and currencies.
- Consensus bid, ask, mid spreads, Running, upfront spreads. Prices, accrued values, recovery rate.
- Full instrument definitions (index details, tenors, clauses).
Description of the dataset
- LSEG delivers independent composite pricing and reference data for global credit default swap contracts on corporate and sovereign reference entities. We help customers evaluate credit risk using consolidated market levels across standard maturities.
- Our CDS composites are built from multiple vetted market sources to provide consistent mid, bid and ask spreads, upfront points and clean prices. We support pricing and valuation workflows with term structures, accrual factors and recovery assumptions.
- LSEG includes key contract attributes such as currency, tier, seniority, restructuring clause and identifiers including RED codes and reference entity identifiers. We provide the reference context needed to align CDS pricing with the correct legal and economic contract terms.
- We deliver both intraday updates and end-of-day files to support active risk management, valuation controls and regulatory reporting. Our standardized CDS content helps customers maintain consistent credit analytics across global fixed income portfolios.
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