[Datasets](https://gloom.sh/datasets#datasets) Macro and positioning

# Credit default swaps.

Observed corporate, index and sovereign credit derivatives trade prints and spreads. Every response carries its sources and dates.

- [See plans](https://gloom.sh/datasets/pricing)
- [Read the reference](https://gloom.sh/datasets/docs/datasets/cds)

Request 4 credits

```
curl https://api.gloom.sh/v1/cds/trades \
  -H "Authorization: Bearer $GLOOM_DATASETS_KEY"
```

With your key, this call returns the latest data. The response is one record of the [free sample](https://api.gloom.sh/v1/datasets/cds/sample), which needs no key.

Response · data[4]

```
{
  "issuerName": "EXPERIAN FINANCE PLC",
  "executionTimestamp": "2023-07-27T13:57:14.000Z",
  "notionalAmount": 2000000,
  "notionalCurrency": "EUR",
  "fixedRate": 0.01,
  "reportedSpread": null
}
```

Trimmed real output

## Who uses it.

- ### Quant teams

  Credit spreads from reported trades.
- ### Research agents

  Cite a CDS print and its spread.

## Coverage and price.

- **routes**: 4
- **sources**: 2
- **credits for the cheapest call**: 4

In all 44 datasets on every plan, from $200/mo. [See plans](https://gloom.sh/datasets/pricing)

**Routes and credits (4)**

- `GET /v1/cds/trades` Reported corporate credit derivatives trades 4 credits
- `GET /v1/cds/curves` Daily five-year corporate credit spreads 4 credits
- `GET /v1/cds/indexes` Credit index levels and daily history 50 credits
- `GET /v1/cds/sovereigns` Sovereign credit spreads and daily history 50 credits

## Related.

- [Central bank rates](https://gloom.sh/datasets/central-bank-rates)
- [Yield curves and macro series](https://gloom.sh/datasets/macro)
- [FINRA short interest](https://gloom.sh/datasets/short-interest)