iTraxx Europe Senior Financials 5Y Long Total Return Index

Description

The iTraxx Europe Senior Financials 5Y Long Total Return Index is designed to measure the performance of holding the on-the-run iTraxx Europe Senior Financials five-year CDS index contract from a protection seller's position in the European senior financials sector. The EUR-denominated index represents a funded position earning the overnight ESTR rate on the cash position along with mark-to-market returns.

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