Issue 37 - May 2nd
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Rumour has it...
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Twice bitten?
I get knocked down... But I get up again
They tell you when you're a child that it's important to get back on the bike/horse - depe...
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Data
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CDR Liquid Index data as at 30 April 2007
Source: Credit Derivatives Research
Index Values &a...
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News
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CMBX.3 gaps wider
New version of the US CMBS index driven by technicals
The latest version of the CMBX index began trading last Wednesday 25 April. Since then, dealers rep...
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Re-leveraging returning?
First signs of credit-equity decoupling appear in the US
Investors looking for potential indications of a turn in the credit cycle need not look further than...
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Queen's Walk attracts renewed interest
Share price rises on the back of buying activity
Cheyne Capital's Queen's Walk Investment Ltd (QWIL), the closed-end investment company listed on th...
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Wachovia preps synthetic auto deal
Second synthetic three years after the first could foreshadow others
Wachovia Securities is marketing a US$461m portion of a synthetic balance sheet securitisation of a...
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The Structured Credit Interview
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Trading migration
This week, Maple Securities (UK) answers SCI's questions
Q: When, how and why did you become involved in the structured credit markets? A: Maple has been t...
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Job Swaps
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Chapey leaves Citi
The latest company and people moves
Chapey leaves CitiFred Chapey, global head of structured credit derivatives at Citi in New York has...
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News Round-up
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First CFXO announced
A round up of this week's structured credit news
First CFXO announced Merrill Lynch has announced that it will launch the first collateralised fore...
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Research Notes
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Trading ideas - full speed ahead
Dave Klein, research analyst at Credit Derivatives Research, considers a default-neutral curve flatt...
In this article we consider a special type of curve flattener – buying shorter-dated CDS protection...
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Emerging market local currency CDOs
Michael Hampden-Turner, a director in the credit products strategy group at Citi, looks at the incre...
With spreads at historic tights and yields on structured credit products offering diminishing retur...
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