Overcoming the barriers to a CDS futures market


Interest rate swap futures contract Swapnote was the last new fixed-income derivative to be launched on an exchange. It debuted on the London International Financial Futures Exchange in 2001.

So there was some excitement in the middle of last year when Eurex, a futures and options exchange, announced its plans to issue a credit default swap (CDS) futures contract before the end of 2005. The contract, based on the iTraxx European CDS indices, would have a notional value of EUR100,000 and a mat

To continue reading...

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 indvidual account here: