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Fixed Income Data | Pricing

CDS Single Name - Brokers

Broker-sourced pricing data for CDS single name instruments in credit default swap markets.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for CDS Single Name - Brokers

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 2001
Coverage count:
Asset Classes - 20000 RICs

Delivery metadata

Data Frequency
Intra‑day
Language
English
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, Snowflake, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Metafile Picture, Text, Delimited, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Intra‑day

Overview of CDS Single Name - Brokers

BUILT FOR CDS PRICE DISCOVERY

Built for Market Transparency

  1. As CDS markets are OTC and fragmented, brokers provide indicative pricing where trades are absent.
  2. Aggregation of dealer quotes across the market.
  3. Anonymized liquidity signals for participants.
ASSESS CREDIT MARKET LIQUIDITY

Price Discovery and Market Colour

  1. Provide voice broking + hybrid/electronic execution.
  2. Facilitate dealer-to-dealer CDS trades.
  3. Offer price discovery and liquidity aggregation.
BROKER CDS MARKET PRICING

Core CDS Pricing Data

  1. Bid/offer spreads for single names and CDS indices.
  2. Dealer-to-dealer levels (interdealer market).
  3. More “real” than vendor composites (closer to executable).

Description of the dataset

  • LSEG consolidates broker-contributed pricing for single-name credit default swaps across regions and sectors. We give credit market participants normalized visibility into broker indications for trading, valuation, curve construction and surveillance.
  • Our coverage captures bid, ask and mid spreads as well as upfront points across standard coupons, currencies and tenors. LSEG includes timestamps, quote source details and indicative or firm flags to help customers interpret quote quality and market context.
  • We normalize each quote to contract terms including reference entity, reference obligation, seniority, restructuring clause and documentation version. LSEG maps records to identifiers such as RED code and LEI, with links to clearing and risk identifiers for integration across CDS analytics workflows.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Datastream Data Loader (DDL)
Batch file delivery service of Datastream content using SFTP. Customers define required instruments, fields and file layouts, and retrieve files when updated data is available, on a schedule, or on demand for integration into internal databases and workflows.
  • Data formats:
    • PDF, CSV, HTML
  • Delivery methods:
    • API, SFTP, Desktop
  • Minimum service frequency:
    • End of Day
  • Service Frequency Description:
    • Daily, Real Time, Weekly

All categories

Full list of all categories