Corporate

13 May – 17 May 2024

Summary: Swap spreads barely change again; credit default swap index lower again.

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

Another measure, credit default swap premiums, became less expensive on average for a fourth consecutive week. The Australian credit default swap index, the iTraxx Australia Series 39, finished 1 point lower at 64.00 points.

 

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