Main credit indices

Index region sector No. names/assets

Dow Jones CDX NA IG

North America

investment grade

125

Dow Jones CDX NA HY

North America

high yield

100

Dow Jones CDX NA IG HVOL

North America

investment grade
(volatile names)

30

Dow Jones CDX NA XO

North America

high yield/investment grade

35

iTraxx Europe

Europe

investment grade

125

iTraxx Europe HiVol

Europe

investment grade
(volatile names)

30

iTraxx Europe Crossover

Europe

high yield/investment grade

45

iTraxx CJ

Japan

investment grade

50

iTraxx Asia ex-Japan

Asia

mainly investment grade

50

iTraxx Australia

Australia

investment grade

25

ABX HE

North America

residential mortgage-backed securities

20

CMBX NA

North America

commercial mortgage-backed securities

25

Component Placeholder





Related stories