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Investors lean towards tranches and options
7 years ago
Tranches referencing the investment-grade CDX index have almost doubled in 2016 -
Index tranche investors avoid margin squeeze by switching to options
7 years ago
Small leveraged hedge funds that have been the most active players in the index tranches are shying away from the market -
Secondary market for bespokes bursts into life
7 years ago
Bespoke CDOs have increasingly been trading in the secondary market, as new issuance has dried up in recent weeks -
Citi brings Bravo bespokes portfolio to Europe
8 years ago
Citi has expanded the range of its synthetic bespokes pricing service -
Citi leads way as bespokes market bursts into life
8 years ago
Issuance of bespoke tranches took a dramatic upturn in May, with Citi pricing more than 10 trades in a two-week period -
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 -
Citi looks to place $100 million bespoke mezz tranche
8 years ago
Citi has traded around $700 million of bespoke tranches in 2016 so far, according to internal communications seen by Creditflux -
The sell-off is turning systemic, says Bank of America
8 years ago
Bank of America research suggests tranche trades as iTraxx constituents move wider -
New capital rule will push liquidity out of off-the-runs, conference hears
8 years ago
Off-the-run credit indices and credit index tranches could become substantially less liquid as a result of new bank capital rules, attendees at the inaugural Credit Dimensions workshop in New York heard yesterday -
Investors flock to market's first dedicated synthetic structured credit event
8 years ago
The long awaited resurgence of the synthetic structured credit market looks set to move a step closer on 20 January as the buy side rushes to attend the Creditflux Credit Dimensions workshop on bespokes, tranches and options. -
Principal-only tranche trade is back on, says Goldman Sachs
8 years ago
Goldman Sachs sees value in principal only high yield tranche -
Creditflux unveils groundbreaking event on credit tranches and options
8 years ago
A stellar line up of speakers at the first Creditflux event on bespokes, tranches and options shows the increasing momentum of a sometimes overshadowed part of the credit market -
Play Europe against the US in equity tranches, says BAML
8 years ago
With diverging central bank policies, Bank of America looks to the high yield tranche market for relative value -
Hedge fund makes big hire from JP Morgan as it moves into bespokes
8 years ago
Dealers' hard work pays off as interest grows in bespoke tranches -
Banks change tranche coupons to spur trading
8 years ago
In an effort to bring more liquidity into the index tranche market, dealers adopt new quoting standard -
Traders switch to high yield as index tranche volumes surge
9 years ago
Yesterday was the busiest day in many weeks for index tranches -
Don't sell senior CLOs. Buy tranche protection instead, says BAML
9 years ago
Tranches of the iTraxx Crossover provide a useful way for investors in senior European CLO paper to hedge their positions -
Equity index tranches widen on energy risks
9 years ago
Idiosyncratic risk in the energy space is beginning to bring some normalisation to the tranche market by widening equity spreads -
Huge protection bid drives 0-3% tranche wider
9 years ago
The equity tranche of the investment grade CDX index is attracting huge interest amid a rise in idiosyncratic risk -
Return of the tranchelet: Bank of America sees relative value in index slices
9 years ago
Split equity pieces of Crossover tranches have very different relative value -
Hedge against Greece in the options market, says SocGen research
9 years ago
Societe Generale research suggests shifting into US credit, but using options to hedge against weakness -
Citi touts long-short credit trade in index tranches
9 years ago
Citi says it is a good time to go long mezz tranches of the North American investment grade index and hedge unexpected single name moves by buying protection on the high yield index -
Crossover mezz proves a hit with investors
9 years ago
Three weeks following launch, Crossover tranches are beginning to see a rise in trading activity -
New Crossover tranches attract trades across the capital structure
9 years ago
Tranches on the iTraxx Crossover index completed their full day of trading on Tuesday, with investor taking positions across the full capital structure, albeit amid thin trading, according to dealers. -
Banks plan tranching as Crossover grows
10 years ago
Dealers plan to start trading tranches on the Markit iTraxx Crossover as soon as the number of names on the index rises to 75
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