Weekly Issue Archive »

Issue 48 - July 18th

  • Rumour has it...

      • Back to the future

        Time, time, time

        Time travel is a beguiling concept at the best of times. At the worst of times it can appear to be a...

  • Data

  • News

      • Rollercoaster continues

        Volatility keeps heading north, but some contagion concerns reduced

        The CDS index markets have continued to whipsaw over the past week, with the iTraxx crossover ballo...

      • CFO equity outperforms

        Hedge fund-related structures look set to grow

        Collateralised fund obligation (CFO) investors, especially in the equity part of the structure, are...

      • Calyon offers Solys

        New short credit strategy sees diverse investor demand

        Calyon has placed with institutional investors approximately €400m of Solys notes and €180m of shar...

      • Cat capital solution

        US$500m contingent capital deal closed

        In a pioneering transaction, the US insurer Farmers Insurance Exchange has acquired the right to is...

  • Job Swaps

      • Trading head to leave

        The latest company and people moves

        Trading head to leaveEric Lepage will leave Calyon next month to set up his own firm. Benjamin Jacq...

  • News Round-up

      • CPDO attracts more investors

        A round up of this week's structured credit news

        CPDO attracts more investors Alhambra CPDO is still generating considerable investor interest, acc...

  • Research Notes

      • Trading ideas - shrink to fit

        Dave Klein, research analyst at Credit Derivatives Research, looks at an outright long on Levi Strau...

        When we have a fundamental outlook on a credit, we prefer to put on positive-carry, duration-neutra...

      • Refinancing in Crossover

        Debt repayment schedule and refinancing for iTraxx Crossover constituents and the implications for t...

        The strong correction we have seen in the credit market over the past few weeks has raised concerns...


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