Exchanges prepare to launch credit default swap futures contracts

Eurex, the Frankfurt-based futures and options exchange jointly operated by Deutsche Borse and the Swiss Exchange, has announced that it will launch an exchange-traded futures contract based on the iTraxx Europe five-year credit default swaps (CDS) index. The contract is scheduled for launch on March 27, 2007, making it the first exchange to launch a credit derivatives futures contract.

The iTraxx Europe index represents the 125 most liquid European investment-grade CDS entities. The product

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: