04 March – 08 March 2024

Summary: Swap spreads tighten a touch; credit default swap index lower.

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

Another measure,  credit default swap premiums, moved lower on average. The Australian credit default swap index, the iTraxx Australia Series 39, finished 3 points lower at 61.00 points.