• View the 2024 QuantNet ranking of the Best UK Quant MSc Programs.

Search results

  1. Thomson SA

    saying that, ISDA seems to indicate to continue trading tranches based on an index still containing THOMSON in itraxx europe indices.... please refer to the attached isda document...
  2. Thomson SA

    Thanks your help is very much appreciated
  3. Thomson SA

    ok thanks, but wuld the index tranches use the same RED? Kind regards
  4. Thomson SA

    Hello, Can you guys help with this query I have of the CDS of Thomson SA? It is a constituent of the earlier series of the itraxx europe Index. ISDA informs the market that Index trades would use the new RED Id for index tranche trading, after reversioning has occured. .Does anyone have...
  5. CDX IG/HY tranche quoting convention

    Hi, Can anyone confirm there will soon be a change in the quoting convention for CDX IG and CDX HY HY tranches which will move to a cash bond price basis like LCDX for the Upfront ? cheers <?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p>
  6. LCDX new series 12

    Thanks chaps
  7. LCDX new series 12

    Hi , FO the above Index release, there are two constituents Getyy Images Works Corporation These have no real data available, so I am looking for alternative names that I could possible use. My provider cant provide coverage of these. Any assistance would be appreciated on these...
Back
Top