Crossing the boundaries

trading technology

The market for credit default swaps continues to grow.

FT Mandate reported last year that notional outstanding rose to $12,400bn in the first half of 2005 from $8400bn in the second half of 2004; the International Swaps and Derivatives estimates that the CDS market is now up to $14,000bn in notional amount.

With the growth of the CDS market, there are now time series of liquid, traded and tradable prices of these spreads.

And this new addition sits well with the new cross-asset strategies that

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