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Option and index volumes soar as roll pushes spreads sharply tighter
8 years ago
Tens of billions change hands as investors roll into the new version of credit indices -
European crossover index to trade 26bp tighter after the roll, says BAML
8 years ago
Protection sellers will be under the most pressure to roll into the new iTraxx credit indices, according to research by Bank of America Merrill Lynch -
"How can we improve credit liquidity?" Citi asks
8 years ago
Citi calls for market users to come up with ideas to improve liquidity in the single name credit default swap market. -
Credit default swap liquidity collapses after roll “debacle”
9 years ago
Liquidity famine hits credit default swaps as Crossover index expands -
Isda confirms two-week delay on new credit derivative language
9 years ago
Isda has confirmed that it has pushed back the start date for the new 2014 credit derivative definitions by two weeks to 6 October -
New credit derivative definitions will be delayed by two weeks
9 years ago
Launch of the new credit derivative definitions will be delayed by two weeks, sources indicate -
HY traders hold firm ahead of roll
14 years ago
European credit indices are so far holding firm at around Friday’s levels today, but US counterparts have opened slightly tighter -
Roll early to grab Crossover positive skew, says Barcap
14 years ago
Looking forward to the iTraxx series 12 roll, Barclays Capital analysts argue that investors should focus on skew, liquidity, curves, and fundamentals in order to exit from series 11 and enter series 12 as profitably as possible.
8 results found Showing page 1 of 1
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