Weekly Issue Archive »

Issue 46 - July 4th

  • Rumour has it...

      • Promises, promises

        Freaked out for another day

        A promise is usually defined as either a declaration that someone will do or refrain from doing some...

  • Data

  • News

      • Short-term respite

        Slight reversal unlikely to hold

        Moving in to the US public holiday there was some longed-for relief in the main CDS markets as sprea...

      • Products for all?

        New research examines structured credit investment patterns

        As the range of structured credit investors expands seemingly exponentially, some suggest that the...

      • Listed funds revisions

        Amended approaches seen from four structured credit vehicles

        Four more permanent capital vehicles have reassessed their positions over the past seven days follo...

  • Provider Profile

      • "The feedback is very good"

        In this week's Provider Profile we talk to European derivatives exchange Eurex

        When Eurex launched a credit event futures contact earlier this year many buy-side market participa...

  • Job Swaps

      • Senior structurer joins Barclays

        The Latest company and people moves

        Senior structurer joins BarclaysPamela Winchie has resigned from Dresdner to take up a position at...

  • News Round-up

      • Dealers stand firm on CDS of ABS

        A round up of this week's structured credit news

        Dealers stand firm on CDS of ABSISDA hosted a meeting last Thursday to discuss concerns initially r...

  • Research Notes

      • Trading ideas - Wa(t)ching and waiting

        John Hunt, research analyst at Credit Derivatives Research, looks at a negative basis trade on Wacho...

        Against a background of widespread uncertainty over the state of the credit markets and the stage o...

      • CLO call options

        Options in pre-2004 euro CLOs and the rationale for equity investors to exercise them are analysed b...

        Most CLOs issued in 2003 or earlier are now nearing or have crossed their non-call dates and a few...


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