<p>There was a similar question in the Quant. Finance section (see here: <a href="https://quant.stackexchange.com/questions/22819/where-to-get-price-data-on-credit-default-swaps">https://quant.stackexchange.com/questions/22819/where-to-get-price-data-on-credit-default-swaps</a>)</p>

<p>People suggested the following options: <a href="https://www.datagrapple.com/" rel="nofollow noreferrer">https://www.datagrapple.com/</a> (free for subscription), <a href="http://www.markit.com/Product/Pricing-Data-CDS" rel="nofollow noreferrer">http://www.markit.com/Product/Pricing-Data-CDS</a> (not free)</p>

<p>I also guess that Bloomberg and Thomson Reuters databases should also contain historical CDS rates. Practicioners use the data source extensively. Though they are very expensive for a personal use, some universities buy a license to get access to it and it is worth asking people from the finance/banking/econ department if they have access to the database.</p>

CC BY-SA 3.0
2017-11-21T09:06:48.177Z
2017-11-21T09:06:48.177Z
Artem Kochnev
<p><a href="https://fred.stlouisfed.org/" rel="nofollow noreferrer">FRED</a> is a good source.</p>

<p>You can find info on both those topics by searching the site.</p>

CC BY-SA 3.0
2017-11-21T07:55:35.960Z
thank you very much for your answer. I agree, FRED is a very good source. Unfortunately, I couldn't find any sovereign CDS data
peter5
CC BY-SA 3.0
2017-11-21T04:10:51.820Z
2017-11-21T04:10:51.820Z
EconJohn
<p>Does anyone know where I can download from:</p>

<p>1) historical data for sovereign bond yields (or prices) and 
2) historical data for soveregin CDS (credit default swaps) rates?</p>

<p>preferebly free?</p>

CC BY-SA 3.0
2018-04-20T12:33:23.990Z
As you have discovered, CDS data is proprietary, and expensive. As an additional data point, I found no free sources when I looked a few years ago.
Brian Romanchuk
<econometrics><data-request><asset-pricing>
Historical sovereign bond yield and CDS rate data download
peter5
# Historical sovereign bond yield and CDS rate data download

(Asked by: username_0 on 2017-11-20)

Does anyone know where I can download from:

1) historical data for sovereign bond yields (or prices) and
2) historical data for soveregin CDS (credit default swaps) rates?

preferebly free?

**Tags:** econometrics, data-request, asset-pricing
> **Comments:**
> **username_1**: As you have discovered, CDS data is proprietary, and expensive. As an additional data point, I found no free sources when I looked a few years ago.  

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## 2 answers

### Answer by username_2 on 2017-11-21. Score: 1

There was a similar question in the Quant. Finance section (see here: <https://quant.stackexchange.com/questions/22819/where-to-get-price-data-on-credit-default-swaps>)

People suggested the following options: <https://www.datagrapple.com/> (free for subscription), <http://www.markit.com/Product/Pricing-Data-CDS> (not free)

I also guess that Bloomberg and Thomson Reuters databases should also contain historical CDS rates. Practicioners use the data source extensively. Though they are very expensive for a personal use, some universities buy a license to get access to it and it is worth asking people from the finance/banking/econ department if they have access to the database.


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### Answer by username_3 on 2017-11-21. Score: 0

[FRED](https://fred.stlouisfed.org/) is a good source.

You can find info on both those topics by searching the site.

> **Comments:**
> **username_0**: thank you very much for your answer. I agree, FRED is a very good source. Unfortunately, I couldn't find any sovereign CDS data  

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