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, index tranches, spreads and switches.
- 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, sourced directly from GFI’s e-markets, references actual market prices and trade information, to reflect real market sentiment and to offer greater transparency.
GFI collates its CDS prices 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 checked and cleansed by GFI Data Quality experts.
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.