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Free CDS data
Does anyone know where I can get free historical data on CDS spreads for European, Asian and US financials and ABS/MBS spreads.I don't have access to Bloomberg or reuters so have been left to scourer the net trying to find anything I can.
Free CDS data
It's very hard to get CDS data. For free it's almost impossible unless you're a well known researcher.The only free source I know for CDS data is the markit website with weekly credit fixings for the itraxx series (including financials). Anyway, I don't know if the data have some sort of copyright (and you'll only find market index data which isn't what you need).
Last edited by BullBear on May 31st, 2009, 10:00 pm, edited 1 time in total.
Free CDS data
i don't know about historical information but the markit page has some good data http://www.markit.com/cds/cds-page.html