Chart: CDS-Bond Basis Replication#

CDS-Bond basis spread by rating category

Chart#

Sources: WRDS Markit, WRDS Bond Returns, CRSP Treasury, Federal Reserve Yield Curve

Full Screen Chart

CDS-Bond Basis Replication#

This chart shows the CDS-bond basis spread, aggregated by rating category.

Methodology#

Based on Siriwardane, Sunderam, and Wallen’s “Segmented Arbitrage” methodology.

Interpretation#

  • Positive values indicate CDS spread above bond-implied z-spread

  • Investment Grade vs High Yield comparison shows relative opportunities

Chart Specs#

Chart Name

CDS-Bond Basis Replication

Chart ID

cds_bond_basis_replication

Topic Tags

Cds, Bonds, Arbitrage, Basis, Replication

Data Series Start Date

Data Frequency

Observation Period

Lag in Data Release

Data Release Timing

Seasonal Adjustment

Units

HTML Chart

HTML

Dataframe Manifest#

Dataframe Name

cds_basis_aggregated

Dataframe ID

cds_basis_aggregated

Data Sources

WRDS Markit, WRDS Bond Returns, CRSP Treasury, Federal Reserve Yield Curve

Data Providers

WRDS, CRSP, Federal Reserve

Links to Providers

https://wrds-www.wharton.upenn.edu, https://www.crsp.org, https://www.federalreserve.gov

Topic Tags

Cds, Bonds, Arbitrage, Basis, Fixed Income, Credit

Type of Data Access

WRDS,Public

How is data pulled?

Markit CDS from WRDS merged to WRDS bond returns, with z-spread pricing from Treasury curves

Data available up to (min)

Data available up to (max)

Dataframe Path

/Users/flavio/GitHub/p12_siriwardane_sunderam_wallen_2023/_data/cds_basis_aggregated.parquet

Linked Charts:

Pipeline Manifest#

Pipeline Name

Segmented Arbitrage: Corporate CDS-Bond Basis (Project 12)

Pipeline ID

SE

Lead Pipeline Developer

Michelacci and Ferreira

Contributors

Michelacci and Ferreira

Git Repo URL

JacopoMichelacci/p12_siriwardane_sunderam_wallen_2023

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-15 14:17:12

OS Compatibility

Linked Dataframes

SE:cds_basis_aggregated
SE:cds_basis_non_aggregated