Credit Default Swap Curve Data
Broad Coverage: We supply spread curves for over 2000 reference entities and popular indices—together with a wide range of currency, restructuring clause, and tier of debt combinations.
Constant Updates: We provide an updated file every day, so you get price updates as soon as we do.
Full Transparency: We always tell you how our credit default swap curves were created.
Customers First: We customize solutions to your needs. Our friendly team resolves most issues within 24 hours.
Competitive Costs: SQX CDS curve pricing allows you to pay a fraction of what other data providers charge.
Historical Data: Up to 10 years of historical credit default swap curve information is available.
Let us handle your CDS curves
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SQX CDS curves are built from real market quotes and rigorously cleaned to remove outliers and anomalies. Our composite methodology ensures each curve reflects accurate, consensus-driven market sentiment. SQX delivers an updated file daily, ensuring you receive price updates when they become available.
But that's not all – our primary business is serving you. We'll provide the custom solutions you need. We'll always give you friendly, responsive customer service. We'll treat you like you actually matter – because you do.
That's the SQX difference.
Data Fields Provided:
- Legal Name
- Ticker
- Currency
- Tier
- Doc Clause
- Equity Ticker
- Equity Exchange
- ISO Code
Our CDS Methodology:
SQX credit default swap curves are constructed using a disciplined methodology that emphasizes data integrity and market realism. We source indicative quotes directly from dealer-to-client communications, which are then subjected to a rigorous cleaning process to remove outliers, stale data, and inconsistencies. Any curve exhibiting unusual features—such as inversion—is manually reviewed to ensure it reflects genuine market dynamics.
Once validated, spreads are averaged into a composite that accurately captures the consensus pricing for each reference entity. This method results in CDS curves that are not only precise, but also grounded in actual market behavior.
