HALISTER1: Citi Recommends Bullish Credit Stance as Risks May be Overblown

Citi Recommends Bullish Credit Stance as Risks May be Overblown

(Bloomberg) -- Citi strategists advise staying long on credit into year-end by selling default-swap insurance.
  • “Despite stretched valuations and central bank tightening, spreads are likely to remain range bound into year-end,” strategists including New-York-based Anindya Basu say in note. “The gradual pace of Fed balance sheet reduction is unlikely to affect spreads meaningfully, and the considerable carry from long credit should be enough to offset a modest spread widening.”
  • Say the best long in CDX IG is to sell payers; for CDX HY, an index long risk position is best
  • The Fed will pare its balance sheet by $10b/month, an amount “surely too small to impact asset allocation decisions for investors in the short term,” according to Citi. The pace is seen rising to as much as $50b a month by 3Q 2018
RELATED
  • June 14: Forget Bonds, Citi Is Plugging Credit Swaps for Bullish Bets
  • Aug. 9: CDS indexes are more liquid than cash bonds, BAML Says
To contact the reporter on this story: Cecile Gutscher in London at cgutscher@bloomberg.net To contact the editors responsible for this story: Samuel Potter at spotter33@bloomberg.net Cormac Mullen

Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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Anindya Basu (Citigroup Inc)

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