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The rules-based iTraxx indices comprise the most liquid names in the European, Asian, Middle Eastern and African markets. The selection methodology ensures that the indices are replicable and represent the most liquid, traded part of the market.
Spot maps 1 3 2 – map your network router. iTraxx indices allow investors to express their bullish or bearish sentiments on credit as an asset class and help portfolio managers actively manage their credit exposures.
Europe
The European iTraxx indices trade 3, 5, 7 and 10-year maturities, and a new series is determined on the basis of liquidity every six months. The benchmark iTraxx Europe index comprises 125 equally-weighted European names. The iTraxx Crossover index comprises the 75 most liquid sub-investment grade entities. Total Return indices are calculated and published hourly for iTraxx Europe, Asia and Crossover. These indices measure the performance of the respective on-the-run iTraxx CDS contracts.
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The Asia-Pacific iTraxx indices typically trade on a 5-year maturity, with a new series determined in the basis of liquidity every six months. Our suite of Asia-Pacific iTraxx indices include the investment-grade iTraxx Asia ex-Japan index with 40 equally-weighted Asian entities, a iTraxx Australia index with 25 equally-weighted Australian entities and a iTraxx Japan index with 50 equally-weighted Japanese entities. Also part of the iTraxx family is the iTraxx CEEMEA index, which is a tradable index, composed of 25 equally weighted corporate and quasi-sovereign entities from Central & Eastern European, Middle Eastern and African countries.
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Key benefits:
