Thomson Reuters Credit Default Swaps (CDS) coverage: Datastream gives access to industry-specific CDS indices to help with asset allocation and trend identification in the credit derivatives market.
Wide range of entities: Datastream has over 1,500 entities with histories going back to 2007, priced daily in various currencies, restructuring types and maturity bands. We calculate 6 month, 1, 2, 3, 4, 5, 7, 10, 20 and 30 year tenors.
Sector indices: 100 sector and sub-sector CDS indices calculated using Thomson Reuters CDS data, and constituent lists are available monthly back to January 2008.