Corporate

7 October – 11 October 2024

Summary: Swap spreads tighten; credit default swap index stable.

One of the more widely-used measures of corporate risk, swap-to-bond spreads, generally tightened a touch.

Another measure, the cost of credit default swap premiums, remained stable. The Australian credit default swap index, the iTraxx Australia Series 42, finished unchanged at 65.00 points.

 

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