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CDS tears ups rise to $5.6 trillion notional, TriOptima says
Tuesday, January 17, 2012
Credit default swap counterparties tore up some $5.6 trillion in notional of trades last year. a rise of 14% compared with 2010, according to service provide TriOptima. Dealers looked to cut gross liabilities in both cleared and uncleared contracts, across credit index swaps, single names and credit index tranches, the Icap-owned portfolio compression provider said.
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Structured
Issuers
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 |
