Traders rush to put on “convexity packages”
Investors are piling into trades buying long-dated liquid bonds along with shorter-dated credit default swaps
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.
Newsletter
- Citi anchors CLOs as it chases arranger mandates in Europe 22 days ago
- Banks embrace triple A loan tranches following Supreme Court decision 22 days ago
- Blackstone’s private credit fund for European retail investors gains traction 22 days ago
- Rapidly growing Janus Henderson CLO triple A ETF dominates market 22 days ago
- Major banks embrace private credit partnerships as they target non‑traditional lending 22 days ago