Vendor Contact: Michael Raber, michael.raber@markit.com
Description: Markit Group Limited is the leading provider of independent, multi-asset class, high value services for the global financial market.
Data Supplied:
-
Credit Default Swap (CDS) Composites: Markit provides CDS composite and contributor level
data on over 2,600 individual entities with data at the tier,
currency and documentation clause level. In this regard, Markit has
data for over 12,500 individual CDS term structures. Over 4 years of
historical pricing data is available for VaR analysis. In
addition to RedCode, LIM provides convenient integration allowing
the use of the same security reference keys for listed Equity
issuers by Ticker & Cusip for complete analysis. For more
information, see the
Credit Default
Swap Analysis Video and the
Markit Data
Guide.
-
BOND Composites -
Markit
provides daily bond composite and contributor level pricing on over
13,000 investment grade and non-investment grade bonds. Over 2 years
of historical data is available for VAR analysis.
-
Itraxx Europe Index / Itraxx Europe Tranche Index -
Markit
provides a full data service on the iTraxx credit index family. Full
index dataset provided to subscribers with subset publicly available
on the website
- CDX Index / CDX Tranche Index - Markit provides index history and daily composite pricing spreads to subscribers. Markit is the official pricing agent for the DJ CDX Daily Fixings. Daily, we collect prices from CDX licensed dealers, calculate the fixing, and publish the results for the wider public. Markit publishes definitive closing and intra-day marks for the major credit derivative indices traded in the market today as well as the definitive intrinsic level for each index. Closing levels and associated correlations are also available for the index tranches trading based on CDX and iTraxx.
Update Frequency: Daily
Pricing:
Contact a LIM Sales Representative at:
sales@lim.com
Website:
http://markit.com/marketing/index.php
