where to get CDX or ITraxx price quote?

e · January 25th, 2005, 9:54 am

I am working on a class project that need to fit the standardized credit index data. I am wondering where can I find the standard CDX and/or ITraxx trading prices. Are those trading prices available on bloomburg? What is the symbol to look them up on bloomburg? Any pointers or documents on how to get these credit index data are greatly appreciated,

JamesH83 · January 25th, 2005, 10:34 am

cant quite remember how to do this, try ITRX CDS <CORP> <GO>

Wibble · January 25th, 2005, 4:34 pm

CDSI or CDSD on bloomie gets a list you can click into of the various indices

Wibble · January 25th, 2005, 4:34 pm

CDSI or CDSD on bloomie gets a list you can click into of the various indices

Stefanone · January 25th, 2005, 4:50 pm

for US indices do CDX3 CDS Corp <GO>I guess iTraxx quotes can be found at www.iboxx.comhope it helps,S

chillihawk · January 26th, 2005, 2:31 pm

It's not real time unless you subscribe but www.markit.com is good for free historical data.

e · February 2nd, 2005, 6:28 pm

thanks all for replying. However, I checked a few of the sources, it seems they only quote a single composite spread for ITraxx. Anyone know how/where to get the data for the standardized tranche spread for ITraxx or CDX ? I am interested to calculate the base correlation from spreads,thanks

strategos · February 3rd, 2005, 4:12 pm

Sorry for the ugly post, but I was just checking the website as a friend recently started working there.Enjoy,S.>>>>http://www.indexco.com//Data/FTP Services In addition to website access to data, IIC provides end of day data via FTP in .csv format. This is particularly useful to clients who use large amounts of data in an automated fashion (e.g. portfolio valuation, data provision, etc). In order to subscribe, please complete the relevant application below.Please click here for the relevant documents: Guide to the data available via FTPEnd User Licence - Terms and ConditionsData vendor or distributor Licence - Terms and ConditionsIn order to subscribe to iBoxx data via FTP, please complete the relevant online application. End Users - includes Terms and ConditionsData Vendors and Distributors - includes Terms and ConditionsThe data licence for data vendors or distributors includes a licence to distribute the data to third parties.Follow this Link for sample FTP files.Please address technical questions to tech@indexco.com, other inquiries to info@indexco.com, or call us on +49 69 299 868 140.

HTFB · February 6th, 2005, 10:47 pm

to calc base correlations, you're gonna need the Index level the tranche was priced against...so close of biz levels won't do you any good if the tranche was priced against the open. I'd think the best place to go for this data is one of the banks that actively trade index tranches...they might help you if you're a student. oh...it's BloomBERG, not burg.