List of Credit Events?
Posted: September 22nd, 2010, 2:08 pm
by friesenjung
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
List of Credit Events?
Posted: September 22nd, 2010, 2:54 pm
by bojan
There is a list of auctions and prices going back to 2005 here:
http://www.creditfixings.com/CreditEven ... ixings.jsp
List of Credit Events?
Posted: September 23rd, 2010, 11:06 am
by friesenjung
great. Thanks a lot
List of Credit Events?
Posted: September 24th, 2010, 9:21 pm
by PlasticSaber
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.