Anyone know where to get Realtime CDS graphs

S

shbhanda

I would love to be able to monitor the Credit Default Swap rates for different entities like Spain, Greece, Germany, Bank of America, BP, etc.

Anybody know a good website or subscription service, besides Bloomberg, for this?
 
Quote from sjfan:

MarkIt is EOD, not real time. For real time, your only option is to if you do business with the counterparties who trade these, at which point you will be given runs and updates.
More...


Markit EOD only? You cannot be serious!.... ;)
 
Are you joking or are you serious? Granted - I left CDS trading about a year ago to do rates trading instead, but back then MarkIt was the EOD marking provider. Futher, I can't see how it can be 'real-time' since it's based on dealer quote contributions (+ some 'data cleaning algorithm'). The second surest way to real time quoting is via dealer Bloomberg runs; the surest way is to call up the desk.

Has something changed?

Quote from Bernard111:

Markit EOD only? You cannot be serious!.... ;)
More...
 
Quote from sjfan:

Are you joking or are you serious? Granted - I left CDS trading about a year ago to do rates trading instead, but back then MarkIt was the EOD marking provider. Futher, I can't see how it can be 'real-time' since it's based on dealer quote contributions (+ some 'data cleaning algorithm'). The second surest way to real time quoting is via dealer Bloomberg runs; the surest way is to call up the desk.

Has something changed?
More...


According to the Markit Desktop description, the quotes are realtime.
" Markit Intraday data – up-to-the-minute pricing perspective on credit indices in real-time."

" Integrated Markit Quotes – an integrated view in real-time of your own quote prices from dealer runs gives ultimate monitoring of OTC pricing across your universe against the market"
 
Indices (ie, IG CDX, HY CDX, etc) are not CDS - but baskets of CDS. They are more liquidly traded. So okay - makes sense that they would get around to doing real time there.

Second part doesn't sound like real time CDS, but a composite monitor like Bloomberg's AllQ and RUNS; It's an aggregate of all the quotes from the dealers who are showing you; You need to have a relationship with them before they send you anything (via Bloomberg or via MarkIt).

Looks like still no dice on real time CDS.

Quote from Bernard111:

According to the Markit Desktop description, the quotes are realtime.
" Markit Intraday data – up-to-the-minute pricing perspective on credit indices in real-time."

" Integrated Markit Quotes – an integrated view in real-time of your own quote prices from dealer runs gives ultimate monitoring of OTC pricing across your universe against the market"
More...
 
You must log in or register to reply here.
Back
Top