contractualSupplementScheme for CDS Indices

[davispj94]

Hi – does anyone have a map of CDS iTraxx Indices to the Standard Terms Supplement list contained in ../trade/documentation/contractualTermsSupplement/type/@contractualSupplementScheme

I’ve mapped most of the ones I need but I can’t find an equivalent for the iTraxx Corp CEEMEA

1. CDX Emerging Market&tab;CDXEmergingMarkets&tab;Standard Terms Supplement for CDX Emerging Markets Untranched Transactions

[davispj94]

(Apologies – cannot work out how to edit original post)

Hi – does anyone have a map of CDS iTraxx Indices to the Standard Terms Supplement list contained in ../trade/documentation/contractualTermsSupplement/type/@contractualSupplementScheme

I’ve mapped most of the ones I need but I can’t find an equivalent for the iTraxx Corp CEEMEA

1. CDX Emerging Market = CDXEmergingMarkets
2. CDX High Yield = CDX
3. CDX Investment Grade = CDX
4. iTraxx Europe = iTraxxEurope
5. iTraxx Sr Financial = iTraxxEuropeTranche
6. MCDX = MCDX
7. CDX Latin America = CDX
8. iTraxx HIVOL = iTraxxEurope
9. iTraxx Crossover = iTraxxEurope
10. iTraxx Sub Financial = iTraxxEuropeTranche
11. iTraxx Corp CEEMEA = ????
12. iTraxx SOVX W Europe = iTraxxSovX
13. iTraxx SOVX CEEMEA = iTraxxSovX
14. iTraxx Japan = iTraxxJapan
15. iTraxx Asia Ex Japan IG = iTraxxAsiaExJapanTranche
16. iTraxx Australia = iTraxxAustralia

• This reply was modified 7 years, 6 months ago by davispj94.
• This reply was modified 7 years, 6 months ago by davispj94.

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