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Article: iBoxx CDX.NA.IG Dealers Announce New High Volatility Credit Default Swap Sub-Index.

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PR Newswire
Article date:
October 27, 2003
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NEW YORK, Oct. 27 /PRNewswire/ -- The iBoxx.CDX eleven-member consortium today announced the launch of a new tradable sub-index of its iBoxx CDX.NA.IG index of credit default swaps ("CDS"). The new "HVol" sub-index is composed of 30 of the highest volatility credits included in iBoxx CDX.NA.IG, the U.S. investment grade CDS index developed under the consortium's open and transparent rules.

Trading on the five-year HVol sub-index begins Monday morning, October 27, 2003, with a spread level set at 125 bps. The 30 names in the HVol sub-index are available directly from the members of the consortium and will be available on Bloomberg at CDX CDS . 

 
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