Key facts for CDS Indices - Brokers
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2001
Coverage count:
Asset Classes - 10000 Indices
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, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Snowflake, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Text, Delimited, Metafile Picture, Bitmap, PCAP, Zip Archive, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Intra‑day
Overview of CDS Indices - Brokers
Built for Index Price Discovery
Built for Market Transparency
CDS markets are OTC and fragmented, so brokers provide:
Indicative pricing where no trades exist
Aggregation of dealer quotes
Anonymized liquidity signals
Broker CDS Index Pricing
Core CDS Indices Pricing Data
Bid / offer spreads for single names and CDS indices
Dealer-to-dealer levels (interdealer market)
More “real” than vendor composites (closer to executable)
Assess Credit Market Sentiment
Price Discovery and Market Color
Provide voice broking + hybrid/electronic execution
Facilitate dealer-to-dealer CDS Indices trades
Offer price discovery and liquidity aggregation
Description of the dataset
- LSEG delivers broker-sourced pricing for major credit default swap index families, including CDX and iTraxx. We provide both intraday and end-of-day coverage to support timely index CDS trading, valuation and back-testing workflows.
- Our broker index pricing consolidates bid, ask and mid levels across standard tenors, with timestamps, currency and quote source metadata. We preserve source context so customers can evaluate broker-level liquidity and pricing variation.
- We normalize quotes by index family, series, version, roll date, on-the-run or off-the-run status and quoting convention across spread and price formats. LSEG helps customers compare index levels consistently across maturities and index rolls.
- Our cross-references connect index identifiers and constituents to single-name CDS, credit curves and risk models. We support integrated analysis of index products, underlying names and broader credit market exposures.
Accessing the dataset
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