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iTraxx APAC Excess Return Indices
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The iTraxx APAC Excess Return family contains indices depicting long and short unfunded positions measuring daily credit returns of the respective iTraxx APAC index. The indices always aim to track the on-the-run series and are rebalanced on a daily basis. Any coupons received are immediately reinvested back into the index.
Industry Domain:
Financial Markets
Publisher:
IHS Markit
Content Type:
Structured
Access/Delivery Methods:
REST, Python, S3 Proxy
Keywords
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Data Set
| Dataset Name | Dataset Description | Data Format | Publishing Frequency |
|---|---|---|---|
| iTraxx APAC Excess Return Indices | The iTraxx APAC Excess Return family contains indices depicting long and short unfunded positions measuring daily credit returns of the respective iTraxx APAC index. The indices always aim to track the on-the-run series and are rebalanced on a daily basis. Any coupons received are immediately reinvested back into the index. | CSV | Weekday |
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