the bull and bear party , page-23

These are the indices for mortgage backed CDOs listed by rating and date of issue (note the BBB sub-prime ones have gone close to zero). The CDOs themselves aren't traded on an exchange - if they weren't marked to market may be quite a viable yield investment. Markit and indexco have all sorts of other credit market indices (eg CDS spreads).

http://www.markit.com/information/products/category/indices/abx.html