iTraxx Europe S4 5 Year Fixed at 35.81 Basis Points Mid Market Spread
Dow Jones - January 27, 2006
The iTraxx Europe S4 index of credit default swaps has been fixed at a
bid offer spread of 35.6/36.02 basis points for 5 year protection with a
35.81 basis points mid market spread. Eleven dealers participated in
the auction.
