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friesenjung
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Joined: March 29th, 2005, 10:47 am

List of Credit Events?

September 22nd, 2010, 2:08 pm

Hi,does anybody know an exhaustive list of credit events? I'm especially interested in credit events that happened in the iTraxx space. I was searching markit.com, but their news page (http://www.markit.com/en/products/data/ ... /news.page?) only goes back to January '09. Apart from that it's pretty good though.Also on a side note: does anybody know if the all-upfront standardized equity tranche on the iTraxx Europe Main still gets quoted fairly liquidly? Cheers
Last edited by friesenjung on September 21st, 2010, 10:00 pm, edited 1 time in total.
 
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bojan
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Joined: August 8th, 2008, 5:35 am

List of Credit Events?

September 22nd, 2010, 2:54 pm

There is a list of auctions and prices going back to 2005 here:http://www.creditfixings.com/CreditEven ... ixings.jsp
 
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friesenjung
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Joined: March 29th, 2005, 10:47 am

List of Credit Events?

September 23rd, 2010, 11:06 am

great. Thanks a lot
 
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PlasticSaber
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Joined: April 28th, 2007, 8:17 am

List of Credit Events?

September 24th, 2010, 9:21 pm

QuoteOriginally posted by: friesenjungHi,Also on a side note: does anybody know if the all-upfront standardized equity tranche on the iTraxx Europe Main still gets quoted fairly liquidly? CheersI take you are talking about the standardized Itraxx Main Equity Tranche (ie upfront + 500bp coupon). The most liquid one is still Itraxx S9 (5Y/7Y/10Y). Some liquidity (ie the dealers trade against each other + multi-handful of accounts). I sometimes still see the more exotic index tranches product (e.g. Itraxx S6,S7,S8, ItraxxS9-3Y, equity/mezz PO etc). But they are more or less like bespoke tranche.