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  • Buy iTraxx Europe equity tranche risk but sell Crossover mezz, says JP Morgan
    Investors should stick with ‘search for yield’ ideas in investment grade credit, say JP Morgan credit strategists, including selling iTraxx Europe 0-3% equity tranches delta hedged, going long the 10-year Europe index, and selling credit volatility through index options while buying equity market volatility

    4 years ago

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