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UK insurers find new use for credit options
8 years ago
Real money investors are increasingly tapping into the credit options market but are now using these instruments for a new purpose -
Sell high yield straddles, suggests Citi, as implied vol stays wide
8 years ago
Volatility implied by North American credit options is high relative to spreads, according to research published by Citi last week -
Peace reigns in credit options amid sell-off
8 years ago
The sell-off in China last month spread to global markets but did little to rattle the credit index options market -
Credit option term structures snap back in Europe as uncertainty recedes
8 years ago
iTraxx options implied volatility risk term structures snap back from inverted curve -
Use options to prepare for a busy end of August schedule, says BAML
8 years ago
European credit looks set to grind tighter but risks are on the horizon, says Bank of America Merrill Lynch -
Implied volatility term structure snaps back in Europe
8 years ago
iTraxx options implied volatility risk jumps back from inverted term structure -
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 -
Credit investors swap options for indices
8 years ago
A large number of credit investors seem to have picked the right moment to switch out of credit options and into indices last month -
Hedge against Greece in the options market, says SocGen research
8 years ago
Societe Generale research suggests shifting into US credit, but using options to hedge against weakness -
New insurance rules could boost credit options market, finds Citi
8 years ago
The introduction of Solvency II could push European insurance companies to hedge some of the €2.2 trillion of credit assets they hold, according to a report by Citi -
Investors abandon options for CDS hedging amid Greek turmoil
8 years ago
Popular option tail hedges have been abandoned in favour of outright CDS shorts -
Interest builds in credit indices as investors struggle to find bonds
8 years ago
Citi research claims investors are increasingly using index-linked products to express opinions in credit -
Options expiry masks telecoms volatility in Europe
8 years ago
Merger talks aplenty for European telecoms space, but indices are range bound -
Credit index levels refuse to budge as options deadline looms
8 years ago
European indices hit sticking point as option expiry date approaches -
Credit investors push into options market as Greece makes new claim
9 years ago
Option market participants were split on the outlook for credit in recent trade sessions with some betting on further index tightening while others start hedging potential widening on concerns around Greece and US interest rates. -
Volatility sellers jump in on Greek exit fears
9 years ago
Sellers of volatlity have surfaced in the European options markets, as some hedge funds look to take advantage of mounting fear over a Greek exit from the eurozone to reap additional premiums, analysts say. -
Hedging activity spikes but investors view sell-off to be unlikely
9 years ago
Hedging of spread widening in the options market jumped sharply in recent days as investors pondered risks ranging from European Central Bank quantitative easing, to the declining oil price and political situation in Ukraine. -
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 credit vol smile steepens as tail risks loom
9 years ago
Out-of-the-money US options traded wide against their European counterparts in recent trading -
Sell US credit options against equities, says BNP Paribas
9 years ago
US equity volatility has declined sharply since the recent sell off, while credit volatility remains elevated, setting up a relative value opportunity, according to analysts at BNP Paribas. -
Realised volatility puts pressure on options sellers
9 years ago
A large numbers of investor who sold short-term implied volatility during the recent market disruption are becoming increasingly concerned. -
UK bank poaches its second credit index options trader of the year
9 years ago
US-based credit index options trader leaves his role with Morgan Stanley for UK bank -
Short end credit options come into focus ahead of roll
9 years ago
Credit market participants are looking to shorter-dated options to hedge the possibility of sharp index moves following the upcoming roll -
"Relentless selling" of US options prompts price fall
9 years ago
Sellers of volatility dominated the US options space in recent sessions, traders say, with "relentless selling" of volatility leading to a sharp fall in prices. -
Buy a straddle instead of going long CDX, says Morgan Stanley
9 years ago
Research expects minimal upside from credit indices in the near term and suggests using options
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