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Chief Credit Strategist. Capital Structure Arbitrageur. Husband. Dad. Drinker. Ultra-rider. Brit. Ex-Rugby Pro. Arthritic to the core. Impatient Observer.
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VIX vs HY credit - systemically cheap but now VIX seems low
Seems $SPY likes $HYG fair-value - will $HYG pop or bonds drop?
@TFMkts @terranovajoe $HYG vs HY - pretty fair (but <
biggest daily drop in US Macro Data (Citi ECON) in 11 months
Aussie Manufacturing plungefest continues...
@TFMkts HY vs $HYG - may have been some pressure but small
JPY 200DMA
Dim-Sum Bond Yields leaking back to recent highs...
European Sovereign CDS-Bond Basis (Bonds underperforming)
DTCC Data seems to show 2 legs 'test' of market for $JPM CDS Tranches
Told-you-so Dance in 3...2...1 %ES_F vs credit
Zee Price Stabilitee in European Energy Prices...
@TFMkts @_CB01 USA CDS vs TSY CTD rich/cheap
$SPY rich vs $HYG and CONTEXT via @capitalcontext
Equities ($ES_F) reverting to credit. $HYG ugly
Spanish Bond Yields from 2wk tights to nr wides in 5 hours...
Interesting resistance here for $JPM at yest VWAP
Ye Olde Short Finls, Long Sovs Trade today in Europe...
$ZNGA vs $FB
GGB2s -51% from PSI restructuring... nothing to see here
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