RBS trades ABS market value synthetic
RBS trades ABS market value synthetic

Missed coupon payment brings first default test for North American LCDX
Movie Gallery’s missed coupon payment last month brings the first test of a default by a component of the North American loan index LCDX

Bringing analytical firepower to complex assets
Bringing analytical firepower to complex assets

Mezzanine flow active in LCDX tranche trading
Mezzanine flow active in LCDX tranche trading

LCDX tranche party starts early
LCDX tranche party starts early

iTraxx junior mezzanine bid in carry trade
iTraxx correlation flow has gradually picked up in the weeks following the roll to series eight from seven.

Northern Rock seeps outward in illiquid trade
Northern Rock seeps outward in illiquid trade

Small owic makes the rounds with IG9 components
Small owic makes the rounds with IG9 components

Rally continues in indices as squeeze pressures spreads
Rally continues in indices as squeeze pressures spreads

Countrywide sees 50bp swings in CDS on financing
Countrywide sees 50bp swings in CDS on financing

Jones Apparel trades wide on sale buyback
Jones Apparel trades wide on sale buyback

iTraxx indices spike further post payrolls
iTraxx indices spike further post payrolls

Small size bwics and owics make the rounds
A smattering of bids-wanted-in-competition lists and offers-wanted-in-competition lists made the rounds in the market today, but they were much smaller than the large-scale lists that surfaced late August.

ResCap receives some relief as GM beats expectations
ResCap receives some relief as GM beats expectations

Credit opps funds suffer falls
Credit opps funds suffer falls

Protection buyers eat up tight financial CDS levels
But credit investors fared better in Countrywide after a Moody's liquidity assessment of the firm.

Gulf Stream prices new CLO
Gulf Stream prices new CLO

Credit concerns heightened in Countrywide and ResCap CDS
Credit concerns heightened in Countrywide and ResCap CDS

ResCap trades upfront as financials blow
Asian banks showed today they were not immune to the subprime crisis.

Canadian ABCP conduits spark turmoil
Rating agency DBRS said yesterday that additional Canadian ABCP issuers have provided notices to their liquidity providers, following Coventree’s

Bank of America prices CLO
Bank of America prices CLO

New York manager brings new CLO
New York manager brings new CLO