Model-implied CDS spreads by issuer
model-implied, not traded — one page per issuer, refreshed by the daily pipeline.
Model-implied, not traded. Model-implied spreads derived from public bond markets. Not traded CDS quotes. Not investment advice.
Shapes: trailing-year 5Y on one shared 0.1–285.9 bp scale — vertical position is comparable across issuers; gaps are sub-resolution readings; a step marks the 2026 methodology change. 1Y/10Y is the par-spread ratio — the curve-steepness read the 5Y level alone hides.
Free JSON plane. Every number here is also served as JSON:
/v1/index.json lists all issuers; each curve lives at
/v1/curves/<slug>/latest.json.
API reference →