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March hedges send US credit volatility curve steeper
10 years ago
Investors are comfortable with credit spreads going into year-end but are concerned over more potential widening in March -
Repo dries up in popular credits as fast money rushes to short bonds
10 years ago
Growing numbers of corporate bonds - especially US high yield - go special as traders rush to put on shorts -
Big holders, but not Franklin Templeton, cut Irish credit stake, says FT
10 years ago
The Financial Times reports that two big investors in Irish sovereign bonds have recently cut back their holdings -
Investors put on option hedges as cash credit widens relative to CDS
10 years ago
Real money investors and some hedge funds have taken options positions to hedge against a widening in synthetic spreads -
Loomis Sayles boosts emerging market credit following high profile hire
10 years ago
Weeks after hiring Peter Marber to head up its EM strategy, Loomis Sayles has increased its allocation to emerging market credit -
Societe Generale sees opportunities in the middle of the credit curve
10 years ago
Bank research argues that credit duration trades have missed out on intermediate maturity bonds -
Demand for cash fires credit repo lift-off
10 years ago
Repo dealers in the United States have reported a spike in corporate bond repo activity in recent weeks -
Traders rush to put on “convexity packages”
10 years ago
Investors are piling into trades buying long-dated liquid bonds along with shorter-dated credit default swaps -
Credit hedging costs spike as investors buy out-of-the-money options
10 years ago
The cost of hedging against spread widening in the European option space rose in recent sessions -
Buy side piles into US IG credit while staying short Europe
10 years ago
Citi data on investor positions shows that the buy-side is long investment grade credit and getting longer -
Option expiries trigger wave of credit index trading
10 years ago
Bank trading desks generated a wave of activity in the CDS index space on Wednesday, as they looked to trade gamma ahead of one of the biggest options expiries in the recent period. -
London-based credit hedge fund snaps up UK RMBS deals
10 years ago
London-based asset manager sees value in UK and Spanish RMBS bonds -
US buy side continues to build shorts in IG credit, says Citi
10 years ago
Buy side firms are still net long but are buying more protection on the investment grade index, calculates Citi -
Telecom bond investors get burnt on switch from Italia
10 years ago
European real money investors have been burnt by switching from Telecom Italia to other peripheral telecoms -
Macro funds drive August CMBS sell-off
10 years ago
An unseasonal wave of b-wic activity hits the US CMBS market -
Long-short credit mutual funds miss opportunity to go short
10 years ago
Only a handful of alternative credit mutual funds have benefited from their flexibility to go short -
Hedge funds turn to dollar bonds as repo squeeze hits short strategies
10 years ago
European dealers are becoming increasingly frustrated as they fail to meet rising demand for borrowed bonds -
Real money managers boost credit hedges as indices tighten
10 years ago
Hedging of potential spread widening in investment grade indices has gathered pace in recent sessions -
Traders rush to bet on falling credit volatility
10 years ago
Option desks in London reported a rush of money for zero-cost range-trading strategies -
Credit opps funds return to CMBS as prices fall
10 years ago
The recent sell-off in CMBS is opening up opportunities for hedge funds which had moved away from the space in the hunt for better yields -
Index skew trading drives CDS single name volumes, conference hears
10 years ago
Unicredit strategist says that CDS single name trading volumes are a function of index trading -
Credit implied vol drops from high as hedge funds rush to sell options
10 years ago
Implied volatility on credit indices has fallen from a one-year high as hedge funds sell European tail-risk protection to real money -
Leverage is back: credit funds gear up as yields decline
10 years ago
Some credit strategies are succumbing to the urge to add cheap leverage -
New fund pulls in big bucks as credit managers turn bearish
10 years ago
A New-York based hedge fund manager sees inflows accelerate into a new short credit fund -
Street scrambles for bank debt after getting caught short
11 years ago
A frenzied scramble for paper is helping rachet spreads tighter
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