Where can I find the Credit default swap index that JPMorganChase bank puts out? I am able to find some indices for Europe but none for the US.
thanks
That might be Markit CDX.NA.HY or CDX.NA.IG index, you can check them on Markit website
I'm sure this pdf will help you to understand what's lying beyond CDX.NA.IG and HY
As for the more info (from the link: @Alexander) iTraxx is product made by Deutsche Bank