Credit Default Swap (CDS) Prices

Time series of CDS prices of 10 different tenors for 600+ names

@kaggle.debashish311601_credit_default_swap_cds_prices

Table List

1 table(48.11 MB)

Cds

@kaggle.debashish311601_credit_default_swap_cds_prices.cds

48.11 MB
1061167 rows
13 columns

date Date	ticker Ticker	company Company	px1 PX1	px2 PX2	px3 PX3	px4 PX4	px5 PX5	px6 PX6	px7 PX7	px8 PX8	px9 PX9	px10 PX10
Thu Jan 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	14.85	25.05	39.055	73.715	86.3	111.305	125.905	144.3	158.6	168.195
Fri Jan 02 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	14.855	25.15	39.16	73.6	86.4	111.51	126.1	144.375	158.775	168.375
Mon Jan 05 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	13.455	24.96	39.31	70.2	88.26	111.97	125.06	143.165	157.385	166.825
Tue Jan 06 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	15.535	24.88	39.3	72.68	91.1	116.61	130.89	150.365	165.655	175.885
Wed Jan 07 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	15.215	25.5	40.27	73.88	92.5	117.78	131.94	151.145	166.215	176.295
Thu Jan 08 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	14.765	26.1	40.62	73.64	93.08	116.62	129.47	148.505	163.365	173.275
Fri Jan 09 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	13.925	25.38	40.6	73.47	92.87	116.36	129.27	148.005	162.755	172.505
Mon Jan 12 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	14.185	25.88	41.46	74.81	94.53	118.41	131.5	150.345	165.385	175.135
Tue Jan 13 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	15.795	27.58	42.04	75.72	94.15	118.28	131.5	150.675	166.045	175.885
Wed Jan 14 2015 00:00:00 GMT+0000 (Coordinated Universal Time)	A	Agilent Technologies Inc	13.915	27.24	43.18	76.75	95.13	118.3	130.92	149.955	164.965	174.975


CREATE TABLE cds (
  "date" TIMESTAMP,
  "ticker" VARCHAR,
  "company" VARCHAR,
  "px1" DOUBLE,
  "px2" DOUBLE,
  "px3" DOUBLE,
  "px4" DOUBLE,
  "px5" DOUBLE,
  "px6" DOUBLE,
  "px7" DOUBLE,
  "px8" DOUBLE,
  "px9" DOUBLE,
  "px10" DOUBLE
);