Weekly Issue Archive »

Issue 37 - May 2nd

  • Rumour has it...

      • 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...

  • Data

  • News

      • 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...

      • 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...

      • 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...

      • 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...

  • The Structured Credit Interview

      • 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...

  • Job Swaps

      • 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...

  • News Round-up

      • 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...

  • Research Notes

      • 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...

      • 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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