Loan Credit Default Swap Index
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The Loan Credit Default Swap Index (LCDX) is a loan-only credit default swap index created by CDS Index Company (CDSIndexCo)[1]. The LCDX index is a tradeable index with 100 equally-weighted underlying single-name loan-only credit default swaps (LCDS).[2]
Index creator, CDS Index Company, is a private company owned equally by 16 major financial institutions, among which are[3]:
- JPMorgan
- Goldman Sachs
- Deutsche Bank
- Morgan Stanley
- Barclays Capital
- Bank of America
- BNP Paribas
- Citigroup
- Credit Suisse
- Lehman Brothers
- Merrill Lynch
- RBS Greenwich
- UBS
- Wachovia
[edit] See Also
[edit] References
[edit] External Links
- http://www.markit.com/information/products/lcdx.html Markit LCDX Indices
- http://www.structuredcreditinvestor.com/story.asp?ISS=22105&SID=15882 Structured Credit Investor: LCDX Launches
- http://www.isda.org/press/press052207.html International Swaps and Derivatives Association press release
