S&P to launch credit default swap index family

Standard & Poor's is to unveil three US indices based on the $28 trillion credit derivatives market. The S&P US Investment Grade CDS Index, the S&P US High Yield CDS Index and the S&P 100 CDS Index will all be launched during the first quarter of 2008.

New series of indices will be generated every six months to maintain liquidity and reflect changes in the credit market. S&P is using CMA DataVision, the credit information specialist, as its primary source of pricing for the indices.

"The indices

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