Please enter a search term below

Search results

3 results found Showing page 1 of 1

  • Basis between European investment grade and high yield hits record
    The European investement grade and high yield basis hit its widest levels for at least 18 months in recent sessions, as investors sold high yield protection but preferred investment grade bonds to CDS.

    9 years ago

  • European CDS underperform bonds as US CDS tightens
    European investment grade credit default swaps have underperformed bonds in recent sessions, while US investment grade CDS have outperformed, leading to a widening of the 'basis spread' between the two markets to the most in a year.

    9 years ago

  • European high yield basis hits four-year record
    The basis in the European high yield market hit a four-year record in recent sessions, after the sell-off in high yield cash markets reversed more slowly that in the default swap space, traders say.

    9 years ago

3 results found Showing page 1 of 1

Want all the latest news, comment, analysis and data?

Register now Start a Free Trial