Standard & Poor's - Indices S&P 100 Credit Default Swap(CDS)Index

S&P 100 Credit Default Swap (CDS) Index

Data

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Effective as of next morning open

S&P CDS Index	Maturity	Series	Version	Coupon	Index Level¹	Index Spread¹
S&P 100 CDS	20-12-2014	3	3	60	99.477	71
S&P 100 CDS Event Inclusive	20-12-2014	3	3	60	99.468	71
S&P CDS US HY	20-12-2014	3	2	500	99.053	524
S&P CDS US HY Event Inclusive	20-12-2014	3	2	500	98.64	534
S&P CDS US IG	20-12-2014	3	1	100	99.398	113
S&P CDS US IG Event Inclusive	20-12-2014	3	1	100	99.398	113
S&P 100 CDS	20-06-2014	2	5	115	102.042	68
S&P 100 CDS Event Inclusive	20-06-2014	2	5	115	102.957	48
S&P CDS US HY	20-06-2014	2	6	500	98.869	531
S&P CDS US HY Event Inclusive	20-06-2014	2	6	500	96.054	610
S&P CDS US IG	20-06-2014	2	2	100	99.445	113
S&P CDS US IG Event Inclusive	20-06-2014	2	2	100	99.624	109
S&P 100 CDS	20-12-2013	1	9	110	101.77	65
S&P 100 CDS Event Inclusive	20-12-2013	1	9	110	102.582	45
S&P CDS US HY	20-12-2013	1	8	660	104.865	516
S&P CDS US HY Event Inclusive	20-12-2013	1	8	660	103.207	564
S&P CDS US IG	20-12-2013	1	2	195	102.179	138
S&P CDS US IG Event Inclusive	20-12-2013	1	2	195	103.786	98
S&P 100 CDS Rolling	-	-	-	110	102.492	58
S&P CDS US HY Rolling	-	-	-	660	111.709	382
S&P CDS US IG Rolling	-	-	-	195	105.861	72

¹Index calculation as per methodology.
Historical S&P CDS Index Data