CDS IndexCo LLC and Dow Jones Indexes, publishers of the Dow Jones CDX family of credit derivative indexes, today announced the final portfolio constructions for the Dow Jones CDX NA Investment Grade Index (DJ CDX.NA.IG) and the Dow Jones CDX NA Investment Grade High Volatility Index (DJ CDX.NA.IG.HVOL) which are set to roll on September 20, 2005. The portfolio selection process was conducted by Markit, the index administrator, with input from the member banks of the CDS IndexCo consortium and approved by Dow Jones Indexes.
The member banks that are part of the CDS IndexCo consortium include: ABN AMRO, Bank of America, Barclays Capital, Bear Stearns, BNP Paribas, Citigroup, Credit Suisse First Boston, Deutsche Bank, Goldman Sachs, HSBC, JPMorgan, Lehman Brothers, Merrill Lynch, Morgan Stanley, UBS, and Wachovia.
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