BLOOMBERG Enter > CDWS ACCESS: Bloomberg Terminal, 3rd Floor Library West and Capital Markets Lab in Hough Hall
Thomson Reuters Composite CDS Spread data on Datastream Thomson Reuters Composite CDS Spread data is now on Datastream, enhancing our credit default swaps (CDS) data and helping clients to create full-term CDS curves, up to 30 years, and to use different currency data. This proprietary content, which is available on 3000 Xtra, has been loaded to Datastream as a platform enhancement – and provides another example of the benefits to clients of the Thomson Reuters merger. These end-of-day series are created from contributions by up to 13 contributor dealer banks, aggregated into composite spreads; we take an arithmetic average of prices contributed by these major market makers, all key sell-side banks in the CDS market. Each day we calculate more than 4,000 composite CDS curves across 1,200 of the most actively traded reference entities. All composites are published anonymously and only produced where we receive contributor prices. These curves comprise approximately 45,000 individually calculated data points, with extensive historical data for all curves. The spreads are processed using a highly standardized quality assurance data process, including statistics and measurements ensuring the highest-quality data possible. ACCESS: Datastream Terminals, Library West 3rd Floor and Datastream terminal in the Capital Markets Lab in Hough Hall