Linked

      Sep 04 2007
      iTraxx SDI-75 will not be rolled to new series

      Following consensus amongst market participants, the iTraxx SDI-75 index will not be rolled into a new series in September 2007. After its successful start in November 2005 the iTraxx SDI-75 index served its purpose in introducing UK asset managers and other domestic investors to credit derivatives as a new asset class. These market participants are now adequately served by the very deep pools of liquidity available in the iTraxx Europe indices.