S&P unveils much-delayed CDS index family

Rating agency S&P has launched three US credit default swap indices.They are: the S&P 100 CDS Index, covering the 82 members of the S&P 100 with sufficiently liquid CDS; the S&P CDS US Investment Grade Index, which consists of 100 equally weighted high grade credits; and the S&P CDS US High Yield Index, consisting of 80 equally weighted high yield credits.

The launch was originally scheduled for the first quarter of 2008, but S&P said it delayed for a year to drum up more market support: 2008 saw

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here