Credit volatility spurs interest in credit default swaptions market

Options on credit default swaps and other credit volatility products are slowly gaining steam in the US, according to dealers. “With all the event risk we’ve had in the investment-grade market, there would be a lot of demand for people to buy that protection,” says James Vore, head of credit derivatives product management at Morgan Stanley in New York. “I just haven’t seen the other side of that – people who want to sell options.”

Rising credit default swap volumes and the trend towards

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here