Credit default swap index - Wikipedia, the free encyclopedia 跳到 CDX indices - Index Name, Number of entities, Description. CDX.NA.IG, 125, Investment grade CDSs. CDX.NA.IG.HVOL, 30, High Volatility ...
iTraxx - Wikipedia, the free encyclopedia The group of indices was formed by the merger in 2004 of the Trac-X indices created by J.P. Morgan & Co. and Morgan Stanley and the iBoxx CDS indices ...
Markit CDX indices Markit CDX indices are a family of tradable CDS indices covering North America and emerging markets.
Markit CDX and iTraxx Indices - ISDA: CDS Marketplace All values refer to the current (on-the-run) version of the index and cover the five year point. This credit ... Markit CDX North American Investment Grade, 72, 0.
SuperDerivatives - Glossary - CDS index A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities or indices (a CDS index is a portfolio ...
S&P/ISDA 100 CDS Index - S&P Dow Jones Indices The S&P/ISDA 100 CDS Index is the premier index that seeks to track the performance of the reference entities of the S&P 100 equity index using a market ...
Credit Default Swap - S&P Dow Jones Indices All S&P Fixed Income indices are independently governed, competitively differentiated ... loans, money markets, corporate bonds, and sovereign debt to CDS.
S&P/ISDA CDS indices - ISDA - International Swaps and ... The S&P/ISDA CDS Indices seek to reflect the credit default swap market for U.S. corporate credits and increase transparency for market participants.
The Alphabet Soup Of Credit Derivative Indexes To understand credit derivative index products, you first need to know what a credit ... All of the aforementioned indexes are issued by the CDS Index Company ...
Markit CDX High Yield & Markit CDX Investment Grade ... Markit CDX HY & IG Index Rules. March, 2013. Copyright © 2013 ..... Markit's North American High Yield CDX Index, or the CDX.NA.HY Index (the “HY Index”), ...
