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Search results

280 results found Showing page 11 of 12

  • Credit Rendezvous: And breathe...
    The unanimous verdict is that credit spreads will be moving wider – they have to. But the difficulty credit fund managers face is predicting when the next sell-off comes and how sharp it will be. In the Q3 instalment of Creditflux’s Credit Rendezvous, the over-riding message from portfolio managers is that there’s little point in taking on too much risk. The report features the views of prominent credit figures including Paul Horvath (Orchard), Himani Trivedi (Nuveen), Ronnie Jaber (Onex), Graham Rainbow (Alcentra) and Michelle Russell-Dowe (Schroders). The report looks at 14 segments of the market including CLOs, direct lending, leveraged loans, distressed debt and credit derivatives.  

    3 years ago
  • Credit grind pushes back volatility bets
    With recent weeks having all-but crushed volatility from the market, uncertainty about the timing of future risk triggers is leading credit options traders to spurn traditional horizons to focus on longer-dated expiries

    4 years ago
  • Credit slumbers in departure lounge as airline equities take off
    Credit and equity markets have been in a balancing act on Tuesday between the positive and negative implications of surging oil prices and Germany opting to relax travel restrictions

    4 years ago
  • Chicken supplier takes courage from earnings improvement
    Boparan, one of the riskiest companies in the European high yield credit market, is among the biggest movers in bonds and CDS on Wednesday, as the market resumes its rally to the tightest prints of the year

    4 years ago
  • Triple Bs in the firing line as Fed turns hawkish, says BofA
    Triple B and long duration credit are likely to be casualties of tightening central bank policy, Bank of America strategists have warned. But high yield and cyclical investment grade sectors could fare better

    4 years ago
  • Credit grind makes it five days out of five in bullish week
    Credit markets are heading into the weekend on a fifth straight day of improving spreads, amid signs of returning economic confidence and appetite to invest in the asset class

    4 years ago
  • Financials and high yield outperform as rally gathers momentum
    Credit spreads are enjoying a second day of improvement to regain some of the ground they lost last week, with Italian banks, commodity traders and higher yielding borrowers among outperformers in a broad rally of both indices and single name borrowers

    4 years ago
  • Saipem moves sharply on Mozambique moans
    Saipem, the Italian energy engineering group, was a big underperformer in a flattish credit market on Wednesday, as uncertainty over a project in Mozambique weighed on first quarter results and its outlook for the year

    4 years ago
  • Single names make big gains as indices dither
    Single name CDS in the US and Europe have strongly outperformed from the start of the week, rallying sharply and across most of the credit universe despite direcctionless trading for indices

    4 years ago
  • Corp hybrid popularity mounts, but strategist outlooks diverge
    Corporate hybrid bonds are becoming a focal point for investors in the second quarter, with one bank's credit strategy team making them a top pick to trade spread compression while another's has expressed caution on their likely performance

    4 years ago
  • TRS goes electronic on Tradeweb with iBoxx trade
    Tradeweb Markets has completed what it says is the first ever fully standardised total return swap trade based on IHS Markit’s iBoxx US Dollar Liquid High Grade index

    4 years ago
  • European CLO double Bs jump wider amid October macro worries - but seniors stand firm
    The fortunes of investment grade and high yielding European CLO tranches have gone in opposite directions in the last month. In a year where relative value has shifted several times, Creditflux analysis shows that new issue European CLO double Bs have blown out by 16.5% in October versus September, while triple A-rated notes have tightened 6.7% in that time

    4 years ago
  • Tranche traders aim to navigate default risk while staying clear of coronavirus contagion
    The CDS market is navigating between two sources of risk for equity and mezzanine high yield index tranches. The default of US media company McClatchy has focused idiosyncratic concerns, while the spread of the coronavirus has stoked fears of a systemic sell-off.

    5 years ago
  • IHS Markit mulls CDX EM growth and iTraxx ESG screen
    Increasing the portfolio size of CDX EM and consulting on an ethically-screened version of iTraxx Europe are among the projects index administrator IHS Markit has been working on ahead of the 20 March roll.

    5 years ago
  • Covid-19 outbreak rattles carry traders
    The coronavirus panic hitting financials markets at the end of February has been a strong driver of relative value trades, with CDS underperforming both cash bonds and equity, while financial names felt the heat more than corporate borrowers as geographical risk came into play.

    5 years ago
  • Correlation rise stokes mezz rally but adds to CSO woes
    Below the calm surface of the credit market, correlation has been churning and creating dislocations rich with reward for index tranche traders but complicating bespoke issuance, say sources.

    5 years ago
  • Complacency rules after rally in run-up to UK election
    UK credits rallying was a familiar sight for much of November, mainly due to investors cutting their previous short positions ahead of the country’s 12 December election, but dealers reported little appetite to replace long, short or hedging trades going into the final stretch.

    5 years ago
  • Deep dive trade is on, but single name risks still abound
    High yield CDS is reversing its previous underperformance versus investment grade, reflecting an investor shift down the quality spectrum in cash bonds.

    5 years ago
  • Corporate credit performance expected to catch up with financial borrowers as European quantitative easing begins
    The return of European Central Bank quantitative easing on 30 October portends a catch up this month of corporate credit performance with other parts of the market, such as financial borrowers, say strategists.

    5 years ago
  • Over 1,200 sign up to CDS protocol
    Plans to improve CDS market integrity have received a boost, with the International Swaps & Derivatives Association drawing a stronger than expected response to its protocol aimed at stamping out narrowly tailored credit events (NTCEs).

    5 years ago
  • LCH and Ice prepare to battle it out over options clearing
    A fully cleared market for CDS options is getting closer, with the two largest central clearing counterparties (CCPs) set to expand their services.

    5 years ago
  • Roll week leaves CDS in strange places
    CDS traders navigate a much-changed landscape in October, after one of the most impactful index rolls in recent times. 

    5 years ago
  • Credit traders' kickstand: Europe ascendant as high yield pipeline returns
    The high yield bond primary market grinds back into gear this week just as European credit reaches an extreme point of outperformance over the US, and comes on the back of Europe’s busiest week of investment grade issuance in 18 months

    5 years ago
  • Flat curves and decompression make waves below the surface
    Hopes of using the summer slowdown to get to the beach may be tempered for credit relative value traders, where opportunities abound behind the uninspiring benchmark numbers of the slow market grind.

    5 years ago
  • Net short language could force lenders to sell at a loss
    Signs are growing that ‘net short’ provisions in bonds and loans are getting closer to hitting CDS investors, with two instances in recent weeks of the language expanding both in geographical and functional remit.

    5 years ago

280 results found Showing page 11 of 12

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