iTraxx and RBS launch sterling CDS index
The 75-name index is made up of the most liquid sterling bond issuers
The International Index Company and Royal Bank of Scotland have added to the stable of iTraxx credit default swap (CDS) indices with a new sterling-denominated index of 75 liquid corporate names (SDI-75).
The portfolio is based on the iBoxx Corporate Index and the 10-year contract term reflects the index. The SDI-75 is available both in funded and unfunded form on existing iTraxx standard terms. The 75 names are derived by filtering the universe of the largest sterling bond issuers with the
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