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DTCC publishes extra credit default swap information
Wednesday, July 21, 2010
The Depository Trust & Clearing Corporation says it is expanding the amount of credit default swap information it will make public from its trade information warehouse. This will include weekly trading information on the top 1000 single names. The DTCC also points out that it provides global regulators with information about individual counterparty’s positions on request.
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CFlux secondary
CLO index levels:
| Index | 6 Feb |
|
| CFlux USD AAA | ↑ | 94.9 |
| CFlux USD AA | ↓ | 81.3 |
| CFlux USD A | ↓ | 75.0 |
| CFlux USD BBB | ↑ | 74.8 |
| CFlux USD BB | ↑ |
72.1 |
| CFlux USD EQ | ↑ | 67.6 |
A start. Better if basic information for all CDS trades were publicly available and searchable.