Market eyes emerging market CDS index expansion
Participants hope changes will help transform single-name volumes into greater index activity
Industry participants are hoping that updates to the main emerging market credit default swap (CDS) index and the creation of two sub-indexes will encourage more activity while boosting relative value trading.
Sovereign CDS contracts are among the most highly traded single names and emerging market countries make up the lion’s share of that activity, accounting for eight of the 10 most-active
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