Datastream gives access to industry-specific CDS indices to help with asset allocation and trend identification in the credit derivatives market.
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.
100 sector and sub-sector CDS indices calculated using Thomson Reuters CDS data, and constituent lists are available monthly back to January 2008.