New, Improved : AJ Tranche for the CMBX indices

Via Creditflux
In a move to increase trading opportunities in the CMBX indices, Markit added an AJ tranche to all vintages of the CMBX indices beginning today. The tranche is the most subordinate of the triple A rated tranches. It is already on the on-the-run CMBX series 4 index but the new tranche was added to the off-the-run CMBX1, CMBX2, and CMBX3 indices. …
Original Source

  4 January, 2008| Economy | @ 17:06

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