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Retailers, travel cos and Italian banks lead charge as market rally accelerates
1 year ago
Retail companies have been resurgent on Thursday as the credit market’s relief rally gathered pace, with Europe seeking to catch up with the US following its strong surge -
Credit rally revives as investors scour ECB for Easter eggs
2 years ago
Credit spreads are taking a turn for the tighter on latest European Central Banks statements, at the end of a short week characterised by flatter index trading but persistent single name volatility -
High yield and IG single names diverge even as buyside seeks macro neutrality
2 years ago
High yield and investment grade single names are moving in opposite directions at the start of the week, while indices reflect a push by investors to cut directional exposure to macro credit -
Lev loan index rule change proposed to meet Sofr switch
2 years ago
Leveraged loan index stakeholders are being asked for feedback on a proposal that would allow the inclusion of loans linked to Sofr and scrap a minimum spread rule -
It's all relative: CLOs march tighter as macro traders open positive CDS skews
3 years ago
Credit default swaps are back near where they started the year after giving up their early-February gains amid a rise in government bonds. CDS curves steepened over the past month and macro hedging has left indices trading with positive skews. But CLOs paint a calmer picture in which spreads have inched tighter -
It's all relative: senior CLO tranches tighten 18% in Europe as CDS indices sit out rally
The corporate credit rally in January is notable because some assets tightened to levels not seen in over a decade (loans), others rallied albeit with a lag (CLOs) and the most liquid stream of credit (CDS indices) defied moves in other asset classes to widen
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High yield index widening drives equity tranche trades
4 years ago
The blow-out in corporate credit spreads is creating opportunities in the index tranche market.
7 results found Showing page 1 of 1
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