No. Off-the-run tranches mean DJCDX IG4 to IG7, or HY4 to HY7, etc.. Anything that has not been rolled over as the index updates..

here you go again.. can you pls help looking into the other question i had? thanks!

<t>Are these papers helpful? They are from another discussion by a JP Morgan expert. I have also just posted a question regarding the off-the-run tranche data insufficient problem. Basically the Markit Partner has stopped giving us off-the-run tranche data since last Dec., and we could not value our...

<t>Hi folks,I am working for the derivative valuations team of an investment firm, and need to value our CDX tranche positions (mainly iTaxx and DJCDX IG series) every month. We use the base correlation method proposed by JP Morgan, which implicitly requires input market data of the spreads and corr...