ITRAXX

European standard portfolios
ITRAXX is the brand name for a family of CDS index products covering Europe, Japan and Non Japan Asia
All indices are defined and rebalanced every 6 months (March and September) by the results of a dealers poll.


Main - Includes the 125 most liquid European names (equally weighted)
Crossover - Includes the 50 most liquid european high yield credits
HiVol - Includes the 30 names from the ITRAXX Main with the highest CDS spread at initiation.
SovX - Includes 15 European industrialised nations


Senior Financials - often abbreviated to Sen Fin




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