Page 1 of 1
CDO, standard tranche on CDX.NA.HY
Posted: March 28th, 2005, 5:00 pm
by sceptic
Where could I get a spread for lets say a 7-10 tranche referencing the CDX high-yield portfolio...
CDO, standard tranche on CDX.NA.HY
Posted: March 28th, 2005, 5:56 pm
by HTFB
Deutsche, JP, MS, GS, Merrill, CSFB, Lehmans etc etc
CDO, standard tranche on CDX.NA.HY
Posted: March 28th, 2005, 6:26 pm
by Greenspoon
And that would be a dealer quote.. isn't it? Is there any other common source (besides mark-it). Can we get it on bloomberg? Thanks.N
CDO, standard tranche on CDX.NA.HY
Posted: March 28th, 2005, 7:50 pm
by HTFB
You can get dealers' quotes for tranches on Bloomberg (I know that at least Deutsche and ABN have Bloomberg pages with tranche quotes) ... however you need to be permissioned by the dealer to see their quotes.
CDO, standard tranche on CDX.NA.HY
Posted: March 31st, 2005, 7:26 pm
by Greenspoon
Thanks buddy. How recent are the available dealer quotes? Are these the general bid-offer quotes for the buy-side.N
CDO, standard tranche on CDX.NA.HY
Posted: April 1st, 2005, 5:57 am
by HTFB
The prices are usually updated daily Yes, they show bid / ask quotes that would be quoted to the buy-side.
CDO, standard tranche on CDX.NA.HY
Posted: April 13th, 2005, 6:31 pm
by Greenspoon
Any idea of the spread quotes for Mezzanine tranche on CDX.NA.HY ? Will it a flat bp spread or a running Spread + Upfront Payment (as % of tranche notional). Thanks.N
CDO, standard tranche on CDX.NA.HY
Posted: April 21st, 2005, 3:20 pm
by sceptic
I see0-10% points upfront10-15% points upfront15-25% BPS annum25-35% BPS annum
CDO, standard tranche on CDX.NA.HY
Posted: April 29th, 2005, 1:02 pm
by ski
There's also a 35-100 tranche. Most will have a ref index quote for deltas.For example, mid quotes for index ref of 96.250-10 85%10-15 59.5%15-25 89525-35 19535-100 44