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November 4, 2008

First Detailed Public CDS Data Imminent

The first detailed public credit default swap data release is imminent. It’s coming later today (Tuesday) at around 5pm EST via DTCC. The clearinghouse says it will, on a weekly basis, put out data on the top 1,000 credit default swap contracts. The figures will be for both company and country swaps, and it will also split out about notional and net obligations.

Keep you eye out for the new data here.

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