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Creditflux Newsletter
Previous Editions
- May 2004 Credit derivatives overtake equity swaps
- April 2004 JP Morgan pushes for transparency in index tranches
- March 2004 Dealers launch sovereign basket
- February 2004 Defaults plummet
- January 2004 ISDA calls for trade automation by 2005
- December 2003 IBoxx adds new indices
- November 2003 Xerox case delayed
- October 2003 Trac-x goes Antipodean
- September 2003 London traders exit Bank of America
- August 2003 S&P highlights recovery volatility
- July 2003 Dealers sign up to matching service
- June 2003 DTCC wins support for trade processing
CFlux secondary
CLO index levels:
| Index | 21 May |
|
| CFlux USD AAA | ↑ | 96.2 |
| CFlux USD AA | ↑ |
88.3 |
| CFlux USD A | ↓ | 84.1 |
| CFlux USD BBB | ↓ | 75.3 |
| CFlux USD BB | ↓ |
74.1 |
| CFlux USD EQ | ↑ | 77.5 |
