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  • It's all relative: CLOs march tighter as macro traders open positive CDS skews
    Credit default swaps are back near where they started the year after giving up their early-February gains amid a rise in government bonds. CDS curves steepened over the past month and macro hedging has left indices trading with positive skews. But CLOs paint a calmer picture in which spreads have inched tighter  

    4 years ago

  • Europe leads corporate credit rally, but US outperforms in CLOs
    iTraxx Crossover has been the CDS market's outperformer this week, tightening over 30 basis points, or 11.4%, to trade at 235bp today. But in the CLO market, US deals have come out on top thanks to a BlackRock CLO that priced its double Bs at some of the tightest levels this year

    4 years ago

2 results found Showing page 1 of 1

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