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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*.
  • Named No.1 Credit Derivatives Broker by Risk Magazine 2006 - 2010.
  • 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.


Stay Ahead of the Curve with GFI FENICS Credit Curves
GFI FENICS Credit Curves

* Credit Magazine Interdealer Rankings 2010, Risk Interdealer Rankings 2010.

CDS TRADING PREVIOUS DAY

CDS TRADING PREVIOUS DAY

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InstitutionLast PriceChange
GDF Suez  122 (EUR) 0%
iTraxx SovX CEEMEA S7 V1  296 (USD) 0%
DJ CDX IG18 V1  108.5 (USD) 0%
LCDX.NA.18.V2  98.25 (USD) 0%
Argentina  1010 (USD) 0%
Turkey  243 (USD) 0%

CDS TRADING PREVIOUS DAY

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InstitutionLast PriceChange
Securitas AB  105 (EUR) 0.23%
Malaysia  122 (USD) 1.24%
Red Electrica de Espana Finance  55 (EUR) 34.96%
European Aeronautic Defense and Space Company  129 (EUR) 1.4%
HeidelbergCement AG  368 (EUR) 2.04%
Clariant AG  183 (EUR) 1.91%

CDS TRADING PREVIOUS DAY

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InstitutionLast PriceChange
ConocoPhillips  51 (USD) -9.76%
Fiat  500 (EUR) -51.2%
Alcatel  500 (EUR) -66.72%
McClatchy Co  500 (USD) -71.31%
Kazakhstan  265 (USD) -13.83%
Apache Corp  95 (USD) -8.33%
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GFI Market Data Sales