Hedge funds, CVAs tap payers on Main
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Hedge funds, CVAs tap payers on Main

Paola Lamedica

A mix of hedge funds and credit valuation adjustment desks are buying deep out-of-the-money payers with April expiries on the iTraxx Main and to a lesser extent the Crossover indices in what was a fairly active week in credit options. Flows skewed towards long volatility and hedging strategies.

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