Markit Debuts CDS Sensitivities, Expands Liquidity Data

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Markit has begun distributing more granular data on credit default swap sensitivities and liquidity to accompany its end-of-day CDS prices, providing details of any external market factors that a CDS may be particularly sensitive to, and its exposure to these events, as well as the depth of liquidity at each tenor of a contract, officials say.

The daily file of CDS Sensitivities data—which is delivered to clients among banks, insurers, mutual funds and hedge funds via a separate file each day at

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