iTraxx and RBS launch sterling CDS index

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The International Index Company and Royal Bank of Scotland have added to the stable of iTraxx credit default swap (CDS) indices with a new sterling-denominated index of 75 liquid corporate names (SDI-75).

The portfolio is based on the iBoxx Corporate Index and the 10-year contract term reflects the index. The SDI-75 is available both in funded and unfunded form on existing iTraxx standard terms. The 75 names are derived by filtering the universe of the largest sterling bond issuers with the g

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