LILLY ELI & CO — bond-implied CDS
model-implied, not traded · recovery 40% · as of 2026-10-14 · published
79.8 bp
no prior published session
Par CDS curve (ISDA convention, bp)
| tenor | spread |
|---|
| 1Y | 33.3 |
| 2Y | 39.6 |
| 3Y | 57.1 |
| 5Y | 79.8 |
| 7Y | 96 |
| 10Y | 106.2 |
Get this as JSON
curl -s https://basisline.xyz/v1/curves/lly/latest.json
Free JSON plane: /v1/index.json ·
latest.json ·
history ·
API reference
Cite this:
Basisline (2026). LILLY ELI & CO bond-implied CDS, 5Y = 79.8 bp as of 2026-10-14. https://basisline.xyz/spreads/lly.html
Method. Daily public bond prints are cleaned (de-duplicated, volume-floored,
outlier-guarded), Z-spreads are solved against a SOFR discount curve, and a piecewise-flat hazard
curve is bootstrapped on the 1–10Y CDS tenor grid; par spreads are priced under ISDA conventions
with a 40% recovery assumption. These are model-implied spreads from bond markets, not traded CDS
quotes. Full method:
/methodology.html.
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