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iTraxx correlation falls to low for year as equity underperforms
9 years ago
Equity tranche correlation on the Markit iTraxx Main 10-year index fell to its lowest level this year in recent sessions, as investors took profits on long correlation positions. -
Junior tranche sell-off gathers pace as correlation dives
9 years ago
A sell-off in junior tranches of the Markit iTraxx Main index gatthered pace in recent sessions, with the riskiest equity tranche being hardest hit as the long-running rally in the products decisively came to an end.
2 results found Showing page 1 of 1
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