22 April – 26 April 2024

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

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

Another measure, credit default swap premiums, became slightly less expensive on average. The Australian credit default swap index, the iTraxx Australia Series 39, finished 2 points lower at 75.00 points.