@天天静心课@Danielz是这么一回事。JPM的伦敦鲸卖空的是Markit CDX North America Investment Grade Index,也就是一种蓝筹股CDS组合,是一种类似保险的衍生品指数,现在保费还只有1个百分点多,最早也要17年到期,到期违约自然是JPM可以破产了,但现在就能有巨大浮亏。比如价格从现在的1%上升到1.5%对庄家JPM来说
Both the 5-year investment grade iTraxx Europe and the 5-year investment grade CDX North America indexes are adopted as a market consensus of the overall credit risk in the financial system. Through a multivariate VAR model using historical data, the investigation uncovers three key findings. ...
Markit Announces Latest CDX Rolls.The article reports that there are new constituents in the Markit CDX North America Investment Grade Index of Markit, which include Freeport-McMoran Copper & Gold and SLM Corp.EBSCO_bspDerivatives Week
Both the 5-year investment grade iTraxx Europe and the 5-year investment grade CDX North America indexes are adopted as a market consensus of the overall credit risk in the financial system. Through a multivariate VAR model using historical data, the investigation uncovers three key findings. ...