Credit default swap spreads

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bps - corporate - 5 yr - investment grade
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bps - US corporate investment grade
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bps - European corporate - investment grade

This series is no longer being updated. The source is now blocked.

These are end-of-day corporate investment grade spreads in bps tracked and reported by Markit.

This data is sourced from the Markit CDS series, for investment grade instruments. They measure the Credit Default Swap spreads on a daily basis for all components of these high level indexes.

Data is updated daily, although there may be a delay of one or two days, depending on the Markit updates. Dates are for closing prices in New York and London.

Note: The source data was rebased on December 1, 2014, October 26, 2015, 5 April 2016 and 7 April 2017. This fourth rebase is reflected in this chart.

The video here is a useful primer: http://www.investopedia.com/terms/c/creditdefaultswap.asp