Tag Archives: credit markets
2024 Open Interest Increase in iBoxx-Linked Futures
In 2024, open interest in futures tracking the iBoxx iShares $ High Yield Corporate Bond Index and iBoxx iShares $ Investment Grade Corporate Bond Index rose considerably. Open interest in futures referencing the iBoxx $ Liquid Emerging Markets Sovereigns & Sub-Sovereigns Index also increased following its June 17, 2024, launch. For the iBoxx iShares $…
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Record CDS Index Volumes As We Head into the 20-Year Anniversary of iTraxx and CDX
This blog was co-authored by Srichandra Masabathula and Nicholas Godec In 2022, volumes in CDX and iTraxx reached an all-time high of nearly USD 36 trillion—a 43% year-over-year increase. Such record-breaking volumes occurred as we fast approach the 20-year anniversary of the indices—CDX and iTraxx will roll into Series 40 in March and September 2023,…
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