iTraxx indices are a family of European, Asian and emerging market tradable credit default swap indices. 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.

iTraxx (Thomson Reuters Eikon code 'ITRAXX'; Bloomberg code 'ITRX') is the brand name for the family of credit default swap index products covering regions of Europe, Australia, Japan and non-Japan Asia. Credit derivative indexes form a large sector of the overall credit derivative market.

2022年8月25日 · iTraxx is a collection of indexes for the credit default swap market in Europe, Australia, and Asia. These indexes allow market makers and active participants in the swaps market to take the...

The iTraxx / CDX Total and Excess Return Indices measure the performance of holding the respective on-the-run iTraxx or CDX index contracts. The indices replicate the behaviour of a portfolio that buys/sells one iTraxx/CDX CDS index contract.

2023年9月16日 · 什么是 iTraxx？ iTraxx 是一组国际信用衍生品指数，投资者可以使用它来获得或对冲信用衍生品所依据的 信用市场的敞口。 iTraxx 提供的信用衍生品市场允许各方将基础资产的风险和回报从一方转移到另一方，而无需实际转移资产。

iTraxx Europe and iTraxx Crossover Index Rules. Explore S&P Global. Search. English. Español (Spanish) Português (Portuguese) 한국어 (Korean) 简体中文 (Simplified Chinese) ...

Moreover, CDS are the building blocks of CDS indices1 (the IHS Markit iTraxx/CDX indices) which have tended to generate notional trading volumes in the trillions of dollars every quarter. Their use in this space extends to index options and tranches on indices. What is a CDS?

iTraxx(international credit derivative indices that investors)是一组国际信用衍生指数，投资者可以用它来获取或对冲信用衍生品背后的信贷市场。 iTraxx提供的信用衍生品市场允许各方将相关资产的风险和回报从一方转移到另一方而无需实际转移资产。

2022年8月22日 · iTraxx indices are one of the most significant developments in the credit markets, resulting from the merger between two leading families of indices TRAC-X and iBOXX. iTraxx indices are highly liquid and standardized, including the most liquid and heavily traded based on European, Asian, Middle Eastern, and emerging markets credit, ensuring ...

2018年9月18日 · iTraxx指数覆盖了欧洲、亚洲、日本、澳大利亚市场上最具流动性的信用实体。 而这次碧桂园入选的iTraxx亚洲 （除日本） 指数便是其中之一。 该指数每半年根据投资评级、年期及流动性重新审核债券，以行业较高标准评定债券是否符合资格获纳入。