Corporate

11 December – 15 December 2023

Summary: Swap spreads tighten modestly; iTraxx down 6.50 points.

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

Another measure,  credit default swap premiums, declined on average. The Australian credit default swap index, the iTraxx Australia Series 39, finished 6.50 points lower at 68.50 points.


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