Description

The iTraxx-CDX IG Global Credit Steepener measures the leveraged performance of the European and North American credit default swap (CDS) market. The index is rebalanced monthly to hold 3x leveraged 10-year protection buyer positions, with leverage equally allocated to iTraxx Europe (1.5x) and CDX.NA.IG (1.5x) CDS indices. The index has five-year protection seller positions on iTraxx Europe and CDX.NA.IG that are rebalanced to maintain credit spread DV01 neutrality to their respective 10-year positions.

Documents

Methodology
iTraxx and CDX IG Global Credit Steepener & Flattener Indices Guide

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Product Name Product Type Exchange Ticker
JH Glb IG Crdt Crv Stpnr ETF EUR Acc ETF XETRA TCRS
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Product Name: Direxion Daily S&P Biotech Bear 3X Shares
Product Type: ETF
Exchange: ASX - ALL MARKETS
Ticker: LABD
Product Name: JH Glb IG Crdt Crv Stpnr ETF EUR Acc
Product Type: ETF
Exchange: XETRA
Ticker: TCRS

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This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.

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