30 September – 4 October 2024

Summary: Swap spreads widen; credit default swap index increases.

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

Another measure, the cost of credit default swap premiums, increased. The Australian credit default swap index, the iTraxx Australia Series 42, finished 3 points higher at 65.00 points.