Most Commented

Investor opinion diverges on Germany with cash/CDS spread... 1 day ago - 1 Comment
"What the Eurozone needs is a synthetic fiscal consolidation index: buy CDS protection on the tight-spread sovereigns and sell protection on the wide-spread countries (all weighted in some appropriate way…"
Former Citi structured credit strategist joins CLO manager 11 days ago - 1 Comment
"Ed Trampolsky's name was originally mis-spelt in the article above. Thanks to the reader below for pointing this out."
US may press criminal charges in Delphinus CDO case, says FT 18 days ago - 4 Comments
"It is only natural for the investors who lack understanding of the cashflow and underlying dynamics be punished with the severe losses in the adverse market conditions. Perhaps, we should…"
JP Morgan announcement of $2bn losses drives indices wider 11 days ago - 2 Comments
"wonder if CIO office has used the same risk tools, methodologies, capital requirements and limits structure as their counterpart in the IB... if this was not the case, it may…"
Hedge fund head calls on CLO fund Tetragon to increase dividends 4 days ago - 1 Comment
"There have been many published cases since 2007 of professional and experieced investors who should have known better claiming that they have been been wronged in a credit structured transaction.…"
Moody’s downgrades Spanish banks 4 days ago - 1 Comment
"Though downgraded, many of these banks are now at A3. That's still far too optimistic. The serious discussion would be whether they should remain investment-grade."
Dealer spreads widen as fallout from JP Morgan loss continues 4 days ago - 1 Comment
"But wait! With regard to CDS levels for MS and Goldman, does this mean the market doesn't believe that more regulation will lower the risk of the debt of these…"
We might get accelerated, admits YPF 5 days ago - 1 Comment
"Stated differently, the Argentine government confiscated YPF from its shareholders and now it asks debt holders for a concession based on trust of future respect for property rights. If I…"
JP Morgan CIO desk was short the "widow maker", WSJ reports 5 days ago - 1 Comment
"Easy come, easy go ...."
DBRS reshuffles its business model with plans to expand globally 7 days ago - 1 Comment
"Whilst Huston Loke headed a number of divisions at DBRS which included structured credit, his most recent role was that of president."
Greek government blinks first as foreign law bondholders repaid... 7 days ago - 1 Comment
"It's good to see the Rule of Law prevail every once in a while."
US mortgage lender Rescap files for bankruptcy 7 days ago - 1 Comment
"What? No TARP money for ResCap? (The ResCap parent, Ally, is the former GMAC. GM, the parent of GMAC, is an infamous TARP recipient.)"
Long-short credit strategies fit well in a Ucits fund, managers... 8 days ago - 1 Comment
"apologies for the technical glitch on the video above. We are working on getting this fixed."
A quarter of amortising US CLOs are call candidates, says Moody's 8 days ago - 1 Comment
"I hope the collateral of called CLOs will seed new replacement CLOs. I want to see continued revival of this market!"
European CLOs will need tighter triple-As, says leading manager 11 days ago - 1 Comment
"Fascinating question - my answer would be "None of the Above". While I don't know the answer myself, I suspect it lies with the Eurozone confusion. Ultimately, a CLO is…"

Recent bond & loan issuance

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CFlux secondary 
CLO index levels:

Index
21 May
CFlux USD AAA  ↑ 96.2
CFlux USD AA  ↑

88.3
CFlux USD A  ↓ 84.1
CFlux USD BBB  ↓ 75.3
CFlux USD BB  ↓

74.1
CFlux USD EQ  ↑ 77.5

 

>> More information & historical data