The iTraxx Total Return indexes comprise the Europe five-year, the HiVol five-year and the Crossover five-year. The indexes reflect a long credit position and invest in the on-the-run iTraxx series that they track.
Deutsche Bank subsidiary, db x-trackers is planning to launch a set of exchange-traded funds (ETFs) on the iTraxx indexes. BNP Paribas and AXA Asset Management, co-founders of the Easy ETF platform, are also planning to issue ETFs on the iTraxx.
The week on Risk.net, July 7-13, 2018Receive this by email