Corporate

18 March – 22 March 2024

Summary: Swap spreads tighter overall; credit default swap up modestly.

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

Another measure,  credit default swap premiums, increased modestly on average. The Australian credit default swap index, the iTraxx Australia Series 39, finished 2 points higher at 63.00 points.

 

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