Roll pushes indices wider but fair value trumps technical positioning

By Dan Alderson

Monday, March 22, 2021

Several CDS indices rolled into new series on Monday, with all of them adding spread over the outgoing versions due to added duration as well as composition changes

Subscriber-only article

This article is available only to Creditflux subscribers and free trial users within 30 days of publication.

Already a subscriber? Not logged in? Click here to login.

If you have not already done so,
you may request a FREE TRIAL by clicking here

This trial will give you:
  • 4-weeks' free online access to our
    most recent subscriber-only articles
  • Daily breaking news alert sent by email
  • A print copy of Creditflux

If you currently have a free trial, you will see this message when you try to view articles older than 30 days.

TAGS: Asia CDS Europe High yield bonds Investment grade credit Distressed debt North America Synthetic/SRT

Related Stories

Funds

more stories...