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CREDIT DERIVATIVES

Market data is only as good as its source, and GFI is a globally recognized information hub for credit derivative products.

Why GFI for Credit Derivatives Data?

  • Internationally recognized as the No.1 interdealer broker in credit derivatives*.
  • Data sourced directly from GFI CreditMatch, GFI's electronic execution platform for credit derivatives.
  • Data comprises single name CDS, indices and index tranches.
  • Represents corporates and sovereigns across a wide range of sectors in Asia, Europe and the Americas.

A CLOSER LOOK

Real Market Data. Not Consensus Pricing.

GFI Market Data, unlike so many other data offerings, refers to actual market prices and trade information, reflecting real market sentiment. Not just indications gleaned through consensus pricing.

GFI collates its CDS price and trade data from brokerage desks in Tokyo, Hong Kong, Singapore, London and New York. Prices are captured for single name CDS, indices and tranches, from GFI CreditMatch, while trades for these instruments are captured from the back office credit trade capture system. All data is centrally collated, checked and cleansed by a data operations team.

Some Key Facts:

  • CDS data coverage across a number of sectors in Asia, Europe, North and South America.
  • Over 2.5 million price points stored in the GFI CDS database; dating from 1997, and increasing with market liquidity.
  • Real market price and trade information, reflecting accurate market sentiment.


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