Provider of intraday credit default swap (CDS) data and over-the-counter (OTC) market solutions CMA has rolled out a new product, Finextra reports. The new product takes into account the ‘Quanto’ spread of key euro zone sovereign CDS that are typically traded in U.S. dollars.
CMA Datavision CDS Quanto data offers clients access to full CDS currency curves that factor in market implied FX devaluation factors based on Quanto spreads observed in the market. CMA Datavision CDS services comprise single-name CDS, indices, tranches, sovereigns and Quantos.
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