Corporate

3 June – 7 June 2024

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

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

Another measure, the cost of credit default swap premiums, remained steady. The Australian credit default swap index, the iTraxx Australia Series 41, finished unchanged at 65.00 points.

 

Click for previous reports