iTraxx Europe S4 5-Year Fixed at 36.88 Basis Points Midmarket Spread
Dow Jones - November 11, 2005
The story reports that the iTraxx Europe Series 4 index of credit default swaps has been fixed at a bid/offer spread of
36.75/37.25 basis points for five-year protection in the weeekly fixing conducted by Creditex and Markit. Eight dealers participated
in the fixing.
