Markit Debuts CDS Sensitivities, Expands Liquidity Data


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

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: