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Markit Indices, iTraxx Indices & CDS Data

Published in Alternative Indices

A Credit Default Swap (CDS) is a contract between two parties, a protection buyer who makes fixed periodic payments, and a protection seller, who collects the premium in exchange for making the protection buyer whole in case of default. iBoxx uses CDS to indicate that the underlying reference entities and obligations are senior unsecured bonds, issued by corporate or sovereign issuers.

This data source includes both iTraxx and CDX Indices. CDX indices are a family of tradable credit default swap (CDS) indices covering North America and emerging markets. iTraxx indices are a family of European, Asian and emerging market tradable credit default swap indices.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 650 indices.

Index coverage includes:

  • iTraxx Asia, iTraxx Australia, iTraxx Austria, iTraxx CJ, iTraxx Crossover, iTraxx Europe, iTraxx Greater China, iTraxx HIVOL, iTraxx SDI, iTraxx TMT, etc.

Some of the data items available include:

  • Ask Price, Ask Spread, Bid Price, Bid Spread, Database Domain Code, Database Source, Database Symbol, Description, Dollar Value Change for 1 Basis Point, Fixing, ISIN Code, Maturity Date, Mid Price, Mid Spread, Number of Constituents, RED ID, RIMES Alias Symbol, Sedol Code, Total Return, etc.

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