Search results
7 results found Showing page 1 of 1
Refine Search
Article Categories
Strategy Tags
Geography Tags
-
Options expiry drives credit index moves
7 years ago
Traders see a flurry of activity in CDS indices and options markets with 70 basis points being the magic number for CDX NA IG and iTraxx Main indices -
Hedge fund manager raids BlueCrest for another big credit options hire
7 years ago
Greewich-based hedge fund manager hires second credit options trader -
US investors shy away from at-the-money volatility
7 years ago
US investors are moving into out-of-the-money payers, as realised volatility remains low -
Credit investors turn to options market as skews increase
8 years ago
Sources say that credit investors are looking for arbitrage plays in the options market with one trader reporting hedge fund interest in selling payer spreads -
Option sellers look nervously at CDX index ahead of expiry
8 years ago
US investment grade teeters close to popular strike price as expiry looms -
iTraxx vol skew dives on profit-taking
The volatility skew on Eurpean indices has dived in recent sessions, as option buyers take profits.
-
Big dealer option positions clamp down on credit index spreads
10 years ago
With several dealer option desks sitting on long gamma positions over recent sessions, delta hedging activity has pushed underlying spreads into a narrow range, traders say.
7 results found Showing page 1 of 1
Want all the latest news, comment, analysis and data?