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US credit managers reset option trades
7 years ago
US credit managers are replacing their option trades after volatility failed to materialise last month -
Margin levels price funds out of credit options
7 years ago
Some hedge fund managers find that the initial margins paid to dealers for credit swaptions can be surprisingly high -
Options traders expect uptick in volumes and volatility
9 years ago
Options activity has fallen away in recent months as low volatility dissuaded investors from hedging -
US loan desks buy high yield puts as index underperforms
9 years ago
Bank loan desks in the US have been actively hedging high yield credit in the options market -
Asset managers put on credit option plays as bid-offers tighten
10 years ago
A German asset manager is one of a growing number using credit options to express view on relative value -
March hedges send US credit volatility curve steeper
10 years ago
Investors are comfortable with credit spreads going into year-end but are concerned over more potential widening in March -
Investors put on option hedges as cash credit widens relative to CDS
10 years ago
Real money investors and some hedge funds have taken options positions to hedge against a widening in synthetic spreads -
Credit hedging costs spike as investors buy out-of-the-money options
10 years ago
The cost of hedging against spread widening in the European option space rose in recent sessions -
Option expiries trigger wave of credit index trading
10 years ago
Bank trading desks generated a wave of activity in the CDS index space on Wednesday, as they looked to trade gamma ahead of one of the biggest options expiries in the recent period. -
Real money managers boost credit hedges as indices tighten
10 years ago
Hedging of potential spread widening in investment grade indices has gathered pace in recent sessions -
Traders rush to bet on falling credit volatility
10 years ago
Option desks in London reported a rush of money for zero-cost range-trading strategies -
Credit implied vol drops from high as hedge funds rush to sell options
10 years ago
Implied volatility on credit indices has fallen from a one-year high as hedge funds sell European tail-risk protection to real money -
Investors jump into credit options to hedge summer widening
10 years ago
Investors have jumped into the option market in recent sessions to hedge index widening over the next few months -
Credit desks go long gamma as vol tanks
11 years ago
Sophisticated investors are taking advantage of cheap volatility to go long credit, bankers say
14 results found Showing page 1 of 1
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