Investors Urged To Sell Asia iTraxx Protection

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Investors Urged To Sell Asia iTraxx Protection

Investors should sell protection on the iTraxx Asia ex-Japan to position for tightening in credit index spreads in Asia after a rally in Chinese equity markets and U.S. dollar gains against Asian currencies. Strategists at Société Générale are recommending investors buy 5y or 10y BBB Chinese bonds and sell Asian iTraxx protection at 102 basis points to increase the beta on investors’ credit portfolios.

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