Fidest – Agenzia giornalistica/press agency

Quotidiano di informazione – Anno 33 n° 338

Capital Market Exchange Combines its Proprietary Investor Sentiment

Posted by fidest press agency su venerdì, 17 gennaio 2014

bostonBoston, Mass. — Capital Market Exchange today announced the enhancement to its Investment Grade Bond Analytics Platform to include Credit Default Swaps. Institutional asset managers and hedge fund clients can now apply its unique Sentiment Adjusted Spreads to identify negative basis and pure arbitrage trades in the $30 trillion CDS market. Capital Market Exchange is the first firm to utilize new forms of unstructured data such as professional bond investor opinions in combination with traditional credit metrics to develop a forward-looking projection of credit risk by bond outstanding.Through its patent-pending aggregation process, Capital Market Exchange learned investors had renewed and heightened concerns about liquidity in the cash bond market early last year. For this reason and others, investment teams turned to the CDS market. While asset managers have had access to the CDS market since the early 1990s, increased interest in using derivates was pointed out by the industry’s leading advocate, SIFMA and affirmed by Bloomberg News.Bloomberg News reported in January of this year bond investors’ derivatives purchases reached their record levels in 2013 a high not seen since 2008. Capital Market Exchange’s President Sarah Biller affirmed it was this level of interest in the CDS market that drove the firm’s decision to broadly release this enhancement. Ms. Biller noted, “Fixed Income investors, especially those with ETF products or unconstrained mandates, are more frequently executing their opinions in the CDS market. They recognize the immense potential value of incorporating forward-looking factors into their investment decisions in the highly liquid CDS market.”

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