Corporate

8 April – 12 April 2024

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

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

Another measure, credit default swap premiums, became a little more expensive on average. The Australian credit default swap index, the iTraxx Australia Series 39, finished 2 points higher at 66.00 points.

 

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