The spread of iTraxx

index trading


There is no doubt that Dow Jones iTraxx, the product of June’s merger between the credit derivative index products developed by Trac-x and iBoxx, has been warmly welcomed by the credit market. Managed by the International Index Company (IIC), the flagship product is iTraxx’s Europe index, which is comprised of 125 equally weighted European single-name credit default swaps (CDS). With the benchmark subdivided into indices tracking a range of different sectors, it is generally regarded that in ter

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