Indices > iBoxxStandardised Total Return Swaps

Standardised Total Return Swap (TRS) contracts enable investors to gain or hedge exposure to the corporate bond and leveraged loan markets easily and efficiently. The contracts exist on a selection of global Markit iBoxx indices.

Customers

  • Banks
  • |
  • Asset managers
  • |
  • Hedge funds

Statistics

  • 7market makers
  • $1bn+notional traded per week

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Product Summary

TRS contracts are available for selected iBoxx indices including:

  • Markit iBoxx EUR Corporates

  • Markit iBoxx USD Domestic Corporates

  • Markit iBoxx GBP Corporates

  • Markit iBoxx EUR Liquid HY

  • Markit iBoxx USD Liquid HY

  • Markit iBoxx USD Liquid Leveraged Loan Index

  • Markit iBoxx Trepp CMBS Original AAA Rolling Index

Key Benefits

  • Efficient

    Instruments allow investors to express views on the corporate credit market

  • Effective

    No tracking error or rolls (rebalancing mechanism built-in)

  • Recognised

    Markit iBoxx indices are benchmarks for all credit investors and widely used by asset managers

  • Independent

    Multi-sourced pricing used for constituents

  • Representative

    Replicable representation of each market covered

Industry Insight

  • Deconstructing standardised total return swaps

    Download a copy of Markit's research paper and discover why standardised total return swaps (TRS) have become increasingly popular amongst large institutional investors.


    RESEARCH REPORT