Credit Default Swaps¶
Format¶
CDS:<TICKER> <MATURITY DATE> <P>|<R><SPREAD>
Examples¶
| Symbol |
|---|
CDS:GS 20101210 P7.5 |
CDS:TSO 20220410 R4.5 |
Not real swaps. Used for illustrative purposes.
Fields¶
| Parameter | Description |
|---|---|
<TICKER> |
Ticker for the company on which credit protection is being bought or sold (US only) |
<MATURITY DATE> |
String in YYYYMMDD format indicating the maturity date for the CDS |
<P>\|<R> |
P indicates a payer swap (buyer of protection); R indicates a receiver swap (seller of protection) |
<SPREAD> |
The spread in percent |