Anyone know where to get Realtime CDS graphs

Discussion in 'Financial Futures' started by shbhanda, Jun 23, 2010.

  1. 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?
  2. sjfan


  3. Markit EOD only? You cannot be serious!.... ;)
  4. 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?


  5. 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"
  6. sjfan


    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.

  7. sjfan , thank you for your contribution; now it's clear.