itraxx tranches trading

jthery · May 24th, 2006, 11:34 am

Hi, can someone explain the basic of itraxx tranches trading. simple definitions, why it's useful and for what, numerical example, cashflows description, etc...i know nothing about this instrument and can't find simple definition that i understand thank you

jthery · May 25th, 2006, 5:47 am

i'd like to know too why there's such a big difference between the equity tranche (0-3%) and the next one (4-7%), and difference between base corralation and comp. corrthanks

Wibble · May 25th, 2006, 10:26 am

you want the credit flux inside guide to credit index trading

jamesnowak · May 25th, 2006, 11:35 am

Does anybody have this article for distribution to other wilmotters.J

jasba · May 26th, 2006, 1:28 pm

that paper is available at: http://www.creditflux.com/public/public ... xGuide.pdf

jthery · May 26th, 2006, 5:53 pm

thank you, this will be useful