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It's all relative: CLOs march tighter as macro traders open positive CDS skews
3 years ago
Credit default swaps are back near where they started the year after giving up their early-February gains amid a rise in government bonds. CDS curves steepened over the past month and macro hedging has left indices trading with positive skews. But CLOs paint a calmer picture in which spreads have inched tighter -
CLO managers on alert as five credits drive Crossover index rout
5 years ago
Five constituents of iTraxx Crossover have hit big bumps this week, fuelling a noticeable underperformance of the European credit default swap index against its US counterpart yesterday in a reversal of the recent trend
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