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22 results found Showing page 1 of 1
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BAML predicts a slightly more Scandinavian iTraxx series
7 years ago
As Markit ponders bank inclusions, Bank of America Merrill Lynch assesses the most likely changes to the iTraxx indices -
Option and index volumes soar as roll pushes spreads sharply tighter
7 years ago
Tens of billions change hands as investors roll into the new version of credit indices -
CDX NA HY set to roll wider as non-CDS names join the index
8 years ago
The new series 25 of the North American high yield index, which starts trading on Monday, should come in some 46 basis points wider than the 395bp on the current version 24 of CDX NA HY -
New series of high yield is worth 34bp more, says Morgan Stanley
8 years ago
On a fair value basis, the new version of the North American high yield index, which starts trading today, should be 34 basis points wider than series 24 -
CDX investment grade index outperforms cash ahead of roll
8 years ago
The CDX NA IG index is set to roll to series 24 today with four name changes from series 23. The names removed have been downgraded to high yield, meaning that the new series is higher quality and tighter spread than its predecessor. -
Crossover index will tighten after the roll, says BNP Paribas
9 years ago
The list of provisional names for inclusion into the iTraxx Crossover Series 23 index has been released and according to analysts at BNP Paribas, this will lead to a tightening of the Crossover curve. -
Barclays tips Apple to join CDS index
9 years ago
Tech giant could enter the index despite being little traded in the CDS market -
Skew trade unwind threatens single names with Crossover ejection
9 years ago
Unwinding of index skew positions following the European Central Bank's decision to launch quantitative easing at the end of January has led to unexpected tightening in some single name CDS -
iTraxx Crossover gets set for supermarket sweep
9 years ago
Credit dealers' plans to boost liquidity in European high yield single names appear to have stalled -
Credit hedge fund looks to high yield roll to see if new basis sticks
9 years ago
Credit hedge fund Hellebore highlights negative basis and ponders its longevity -
iTraxx Main trades tight versus equity volatility, says CS
9 years ago
The on the run iTraxx Main index is trading tight against equity volatility, an anomoly in the usually correlated relationship, says Credit Suisse. -
Crossover index expansion sows confusion over ref obs
9 years ago
Hedge fund managers have raised concerns over credit default reference obligations in the new series of iTraxx indices -
Markit dumps Electrolux from new iTraxx Main list
9 years ago
Electrolux been dropped from the Markit iTraxx Europe S22 provisional list, following information provided by market participants, Markit says -
Traders scramble to price Europe’s new-style sub financials index
9 years ago
With two months to go before Isda's new CDS definitions are due to come into force, traders still don't know what documentation they will be using to trade the Sub Financials index -
iTraxx Crossover gets off to a tight start despite volatile single names
9 years ago
New entrants to the iTraxx index make guessing levels for single name constituents and index hard to guess -
Credit market snapshot: spreads widen after Fed triggers late sell-off
9 years ago
Markets in Europe and Asia have been playing catch-up with the late US move today -
Pricing conundrum may stop trading on new index
10 years ago
The roll of the Markit iTraxx Europe index into Series 21 in March is seen by dealers as a chance to move liquidity into a new benchmark -
Credit market snapshot: Fed policy cancels out index rolls
10 years ago
The Fed’s non-taper sends spreads tighter, cancelling out the widening from indices rolling into new series -
Codere default drama hits iTraxx roll trading
10 years ago
Auction timing could have a big impact on the price of a forthcoming index roll -
Markit releases preliminary changes in iTraxx roll
11 years ago
Markit has announced a preliminary list of names entering and leaving the Markit iTraxx Europe and Crossover -
iTraxx roll will see Telecom Italia exit, says Credit Suisse
11 years ago
Telecom Italia will likely exit the iTraxx Main when the index rolls to aeries 19 next month -
Credit indices roll wider as illiquid names join the new series
11 years ago
New series of indices moves wider this morning
22 results found Showing page 1 of 1
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