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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 -
Option investors unwind trades with an eye on rallying credit markets
8 years ago
Dealers have had a busy couple of days as credit option investors have been unwinding bullish reversal trades as a hedge against an expected upturn in credit -
Volatility jumps beyond implied levels in European options market
8 years ago
CDS markets suffered a bout of volatility last week, but this did little to change implied volatility in Europe as swings in the major indices caught up to, and in some cases surpassed, what the market thought was likely over three months. -
Tide turns in financials credit as indices rally
8 years ago
Financial indices posted a strong rally on Wednesday, as investors seemed reassured by Deutsche Bank's bond buy-back plan and general balance sheet strength. -
Investors push into options to take advantage of credit volatility
8 years ago
Straddles and stranglers get more attractive as options price in more shocks -
Credit options tails start to wag the index dog, says Barclays
8 years ago
The use of credit index options is growing strongly, increasingly driving moves in the reference indices
6 results found Showing page 1 of 1
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