S&P/ISDA CDS indices

The S&P/ISDA CDS Indices seek to reflect the credit default swap market for U.S. corporate credits and increase transparency for market participants. The co-branding of S&P’s existing Credit Default Swap (CDS) Indices will provide market participants a key benchmark designed to further increase transparency and efficiency in the OTC derivatives market. PDF Factsheets for the indices can be found below.

The current family of Indices include: 

S&P/ISDA 100 CDS
S&P/ISDA CDS European Banks Select 15 Index
S&P/ISDA CDS U.S. Investment Grade
S&P/ISDA CDS U.S. High-Yield
S&P/ISDA CDS U.S. Homebuilders Select 10
S&P/ISDA CDS U.S. Consumer Discretionary Select 20
S&P/ISDA CDS U.S. Consumer Staples Select 10
S&P/ISDA CDS U.S. Energy Select 10
S&P/ISDA CDS U.S. Financials Select 10 Index
S&P/ISDA CDS U.S. Health Care Select 10
S&P/ISDA International Developed Nation Sovereign CDS
S&P/ISDA Eurozone Developed Nation Sovereign CDS

Current spread and daily CDS price changes, on the S&P/ISDA CDS Indices is available on the ISDA CDS Marketplace and on standardandpoors.com/indices.


DateTitle / DescriptionDocuments
March 20, 2012
S&P/ISDA 100 CDS Index
Factsheet
100-cds-index-ltr.pdf
March 20, 2012
S&P/ISDA CDS Sector Indices
Factsheet
sector-indices-ltr.pdf
March 20, 2012
S&P/ISDA CDS Sovereign Indices
Factsheet
sovereign-indices-ltr.pdf
March 20, 2012
S&P/ISDA CDS US Investment Grade & High-Yield Indices
Factsheet
us-investment-grade-high-yield-ltr.pdf