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Issue 44 - June 20th

  • Rumour has it...

      • Smoke and mirrors

        Don't believe the hype

        "Are you watching closely? "Every great magic trick consists of three parts or acts. "The first...

  • Data

  • News

      • ABX back to its lows

        Fundamentals, technicals and market confusion all add to the pressure

        ABX tranches experienced multi-point declines and OWIC lists kept pace with BWICs throughout last w...

      • More CPDOs to come

        Long-term preparation and change in market conditions may generate more deals

        New CPDO issuance has been thin on the ground in recent weeks. However, more deals are expected to...

      • LCDX - the new short?

        Some suggest the new US loan CDS index offers short trading opportunities

        Spreads on LCDX have moved inexorably wider since launch, reaching 127.2bp at the close yesterday, 1...

      • LBO exit issues

        New research looks at implications for structured credit investors

        While LBO speculation continues to affect the CDS markets, the exit route financial sponsors choose...

  • Job Swaps

      • Prytania appoints Perry ceo

        The Latest company and people moves

        Prytania appoints Perry ceo Prytania Holdings, the structured finance funds management and softwar...

  • News Round-up

  • Research Notes

      • Trading ideas - I don't want no freedom

        John Hunt, research analyst at Credit Derivatives Research, looks at a long flattener trade on Liber...

        In this article we suggest a relatively inexpensive way to take a negative view on a credit with de...

      • Comparing TLCDX to CLOs

        Standardised LCDX tranches are examined in conjunction with both CLOs and the tranched HY CDX index ...

        Following the successful introduction of the Leveraged Loan Index (the LCDX) in the US last month,...


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