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Buy iTraxx Europe equity tranche risk but sell Crossover mezz, says JP Morgan
5 years ago
Investors should stick with ‘search for yield’ ideas in investment grade credit, say JP Morgan credit strategists, including selling iTraxx Europe 0-3% equity tranches delta hedged, going long the 10-year Europe index, and selling credit volatility through index options while buying equity market volatility -
Index tranches and Sub Fin basket among top picks after ECB meeting, says JP Morgan
5 years ago
The European Central Bank’s statement that rate cuts will likely be paired with tiered deposit rates suggests a boost for the iTraxx Sub Financials index, as well as tier two and additional tier one bank bonds, says JP Morgan in latest credit research. The bank also advocates selling iTraxx Europe 0-3% tranches delta hedged -
They said it: "I saw a CLO OM which ran 484 pages"
5 years ago
At Creditflux’s Credit Dimensions event, JP Morgan’s Zaheen Mir argues that CSOs are simpler to understand than CLOs -
Arrival of five-year bespokes draws in CLO investors
6 years ago
Synthetic bespoke tranches are undergoing a major shift, with dealers projecting five-year business to supersede previously dominant shorter tenors by the end of 2019. -
Bespoke gains pull CLO buyers as market tipped to hit $100bn
6 years ago
Synthetic bespoke issuance could catch up with the more visible CLO market this year, say structured credit specialists -
Tabula launches ETF to capture iTraxx Crossover and CDX HY volatility premia
6 years ago
Tabula Investment Management, a European fixed income exchange traded fund (ETF) provider, has launched a product aimed at capturing the volatility premium embedded in index options on iTraxx Crossover and its US counterpart CDX HY -
JP Morgan makes big hire to its global credit trading desk
6 years ago
An experienced banker who has covered CLOs, CSOs, loan TRS and credit derivatives, has joined JP Morgan after leaving BNP Paribas -
LCH expands into US with CDSClear as JP Morgan goes live
6 years ago
CDSClear, the Paris-based credit default swap clearing house of LCH, has expanded its reach into the US with JP Morgan becoming the first US bank to offer client clearing -
Global head of credit correlation leaves JP Morgan to launch new hedge fund
6 years ago
Market sources say that a high profile figure, known to have been responsible for unwinding JP Morgan's 'London whale' positions, has left the bank to start his own hedge fund -
JP Morgan keeps up synthetic CDO momentum
7 years ago
Sources say that JP Morgan priced a $500 million synthetic CDO last month, underlining its position as one of the key deal arrangers in this market
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