Daily composite CDS spread curves for 2,000+ global reference entities

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Daily composite CDS spread curves for 2,000+ global reference entities: 5- and 10-year spreads as the basis-point cost of protection, plus full term-structure curves spanning 6 months to 30 years, across a wide grid of currency x restructuring (doc) clause x tier-of-debt combinations including EM sovereign references. Ships with a reference-data file mapping proprietary identifiers to CDS characteristics (legal name, ticker, currency, tier, doc clause, CFIDs for 5Y/10Y, underlying equity ticker and exchange, ISO codes for sovereigns). Built by parsing indicative sell-side-to-buy-side market quotes, removing outliers and stale points, manually reviewing inverted curves, then averaging into a composite.

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Coverage

Universe, instruments and categories.

Industry: Financial Exchanges & DataAsset Management & Custody Activities
Instruments: derivativesfixed_incomecredit_default_swapsfx
Categories: PriceReferenceFundamentalAlternative
Regions: USUKEuropeOtherJapanChina/HK
Sample tickers: GSMSJPMITUBBMASUZVIVSHEL

Dataset card

Type: not stated
Format: Tabular bulk files — CSV delivered via SFTP, with instrument scope, history depth and forward-update cadence configurable per subscription; paired daily reference-data mapping file.
Volume: ~500,000 spread observations per year (2,000+ reference entities x ~250 trading days at the headline 5Y/10Y tenors), rising to several million rows annually if the full 6-month-to-30-year curve and every currency/clause/tier variant are licensed — an order of 5-20 million curated spread points across the up-to-10-year archive.
Users: ~50-400 institutional subscribers (inferred: a one-person specialist vendor selling position-priced bulk data feeds to hedge funds, banks and asset managers — low seat count, high per-feed value).
History: 10 years
Update frequency: not stated
Growth: Active — the site carries content updated into 2026, coverage is described as 'currently over 2,000' reference entities, the catalogue is broadening (bond prices, bankruptcy filings and class-action lawsuit datasets on adjacent product pages) and a careers page is live.
Launched: ~2020-2021 (inferred: the DIH Solutions corporate record dates to 2020, the site branding asset is dated 2021 and the CDS product imagery carries a 2022 upload date — a firm launched around 2020-2021 selling data compiled beforehand).
Delivery: not stated
Entity mapping: not stated
Sample: not stated
Point-in-time: not stated
Licence: not stated

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