About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

ISDA and S&P Indices to Co-brand S&P Credit Default Swap Indices

Subscribe to our newsletter

The International Swaps and Derivatives Association, Inc. (ISDA) and S&P Indices announced today that they will co-brand S&P’s existing Credit Default Swap (CDS) Indices as 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.

“We are very pleased to announce this partnership with S&P Indices,” said Robert Pickel, ISDA Executive Vice Chairman. “The S&P/ISDA CDS Indices will continue to provide market participants a key benchmark designed to further increase transparency and efficiency in the OTC derivatives market.”

“We are excited to co-brand our family of CDS indices with ISDA, the premier trade organization of participants in the over-the-counter derivatives markets,” said Alexander Matturri, Executive Managing Director at S&P Indices. “S&P/ISDA CDS Indices offer market participants additional, important transparency and insight into the credit default swap market. By working closely with ISDA and market participants, we expect to broaden the family of S&P/ISA CDS indices and attract even greater interest in these indices by both institutional investors and dealers alike.”

The current family of indices to be co-branded by ISDA and S&P Indices includes the CDS Benchmarking Indices, the CDS Sector Indices and the CDS Sovereign Indices, which consist of the following:

? S&P/ISDA 100 CDS
? 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. Health Care Select 10
? S&P/ISDA International Developed Nation Sovereign CDS
? S&P/ISDA Eurozone Developed Nation Sovereign CDS

Additional information, including current spread and daily CDS price changes, on the S&P/ISDA CDS Indices is available on the ISDA CDS Marketplace SM and S&P Indices.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: A practical guide to dual UK and EU regulatory reporting as the Temporary Permission Regime comes to a close

The Temporary Permission Regime (TPR) allowing capital markets participants in the European Economic Area (EEA) to continue to operate in the UK post Brexit will be withdrawn by the end of 2023, calling on firms that want to stay in the UK to gain full authorisation from the FCA and prepare to comply with both...

BLOG

Derivatives Service Bureau Sets Timeline for 2023 Consultation on ISIN and CFI

The Derivatives Service Bureau (DSB) has set out the timeline for 2023 industry consultation related to 2024 service provision of the OTC International Securities Identification Number (ISIN) and Classification Financial Instrument code (CFI). The consultation paper will be published on 28 April 2023, and the industry will have until 31 May 2023 to respond. The...

EVENT

TradingTech Briefing New York

TradingTech Insight Briefing New York will explore how trading firms are innovating and leveraging technology as a differentiator in today’s cloud and digital based environment.

GUIDE

ESG Handbook 2023

The ESG Handbook 2023 edition is the essential guide to everything you need to know about ESG and how to manage requirements if you work in financial data and technology. Download your free copy to understand: What ESG Covers: The scope and definition of ESG Regulations: The evolution of global regulations, especially in the UK...