Hey,
Hopefully someone might be able to help with this.
Does anyone know where I can get access to data on CDS tranches (particularly the thickness) and for spreads on different tranches by deal.
Any help would be appreciated, i've been through DTCC ISDA, etc and can't seem to find anything that goes that deep.
Importantly I'm trying to see if the tranches are becoming thicker/tighter and also how much is being traded currently.
Thanks again
Hopefully someone might be able to help with this.
Does anyone know where I can get access to data on CDS tranches (particularly the thickness) and for spreads on different tranches by deal.
Any help would be appreciated, i've been through DTCC ISDA, etc and can't seem to find anything that goes that deep.
Importantly I'm trying to see if the tranches are becoming thicker/tighter and also how much is being traded currently.
Thanks again