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Cash-CDS basis falls, says Markit, while investors cut index longs
7 years ago
US indices saw their buy side long positioning decline, as did the cash bond basis -
Hedge fund managers get angles right to make big gains in skews
7 years ago
Credit hedge fund managers are finding liquidity in the market for credit default swaps as they pile into skew trades -
CDS buyers have whale of a time with basis trade
8 years ago
Several credit hedge funds are said to have profited late last year from going short the major credit indices while going long single name CDS -
Heavy IG bond supply sends index skew back to earth
8 years ago
Huge supply in the US corporate bond market drove a key credit index metric sharply tighter yesterday as the skew between the CDX NA IG and its constituents compressed dramatically -
Skew trade on new Crossover will be tough, says Credit Suisse
10 years ago
A surge in skew trades on the iTraxx Crossover index over recent months are likely to evaporate following the upcoming roll, leaving the index trading wider than many expect, according to Credit Suisse -
Itraxx Main wide skew is a buying chance, says JP Morgan
A widening of the Markit iTraxx Europe index against its underlying constituents relative to Markit CDX NA IG provides a trading opportunity, according to analysts at JP Morgan
10 years ago
6 results found Showing page 1 of 1
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