Lehman extends into CDS indices
News
Lehman Brothers is launching a credit default swap index, designed to allow benchmarked, real-money credit investors to compare how their portfolios are performing relative to the default swap market. The index includes 440 names globally – 250 in the US, 150 in Europe and 40 in Japan. The names included are the largest borrowers in the bond markets and are weighted according to the market value of the bonds outstanding; there is also an equally weighted version.
Because the new index has only
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