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Derivatives

Top Derivatives news

  • CFTC pauses SEF permanent registration

    The US Commodity Futures Trading Commission has put on hold issuing permanent registration for over-the-counter derivative swap execution facilities, as the new chairman and commissioners take up their posts and review the regulator’s processes.

    • 14 Jul 2014
  • Hedge funds tap straddles on European credit indices

    Hedge funds have been selling straddles on European credit indices this week. The straddles were at-the-money or slightly out-of-the-money, with September and December expiries attracting the most flow.

    • 09 Jul 2014
  • UBS develops delta-hedged strategic index

    UBS has launched a new delta hedged short volatility strategic index that seeks to replicate a series of short S&P 500 options, allowing investors to earn implied vs realized volatility via one total return swap.

    • 07 Jul 2014


Latest Derivatives News

  • IFRS 13 – Accounting for CVA & DVA

    IFRS 13 “Fair Value Measurement” became effective 1st of January 2013. The International Accounting Standards Board (IASB) issued IFRS (International Financial Reporting Standards) 13 in May 2011 to improve the consistency of fair value measurements. IFRS 13 establishes a single source of guidance for fair value measurements for all financial instruments. It clarifies the definition of fair value in general as an exit price and enhances disclosures about all fair value measurements.

    • 09:45 AM
  • Total Derivatives: short-end CNY offered on profit taking

    Short CNY swaps have been well offered this week. Domestic players have been taking profits on shorts after the recent rise in rates, but Nomura has warned against betting on a continued downward correction, writes Deirdre Yeung of Total Derivatives.

    • 09:45 AM
  • US VIX ETFs on the rise

    The number of shares outstanding in volatility exchange-traded funds, or ETFs that track the CBOE VIX, over the last three months has increased 22%

    • 21 Jul 2014
  • CFTC proposes package, options SEF data reporting model

    The US Commodity Futures Trading Commission wants swap execution facilities and designated contract markets to report package transactions separately and report options pricing in terms of volatility rather than option premium when submitting daily volume and pricing data.

    • 21 Jul 2014
  • ASIC accepts enforceable undertaking from RBS

    The Australian Securities and Investment Commission has accepted an enforceable undertaking from the Royal Bank of Scotland in relation to potential misconduct involving the Australian Bank Bill Swap Rate. As part of the enforceable undertaking, RBS will make a voluntary contribution of A$1.6 million to fund independent financial literary projects in Australia.

    • 21 Jul 2014
  • €/$ puts expected to spike in bullish dollar play

    Long-dated vanilla options structures on the euro against the dollar that play a bullish $ view, are expected to gain traction as front-end yield differentials have moved in the $’s favour, with strategists expecting such a trend to widen further over the next 18 months.

    • 21 Jul 2014
  • ESMA clarifies AIFMD leverage ratio calculation ahead of deadline

    Calculation of leverage under the Alternative Investment Fund Managers Directive has been clarified by a last minute update to a Q&A on the directive posted by the European Securities and Markets Authority. The update comes a day ahead of AIFMD going live on July 22, after a year-long transitional period to allow UK AIFMs to seek authorisation and register.

    • 21 Jul 2014

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 21 Jul 2014
1 JPMorgan 206,119.24 768 7.99%
2 Barclays 197,009.75 660 7.64%
3 Deutsche Bank 185,589.88 731 7.20%
4 Citi 180,289.40 670 6.99%
5 Bank of America Merrill Lynch 168,848.11 598 6.55%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 15 Jul 2014
1 BNP Paribas 28,868.21 120 7.65%
2 Credit Agricole CIB 21,605.85 79 5.73%
3 HSBC 18,347.73 99 4.86%
4 UniCredit 18,120.78 87 4.80%
5 Commerzbank Group 17,811.61 101 4.72%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 15 Jul 2014
1 Goldman Sachs 18,611.34 58 9.10%
2 JPMorgan 18,124.63 84 8.86%
3 Deutsche Bank 17,364.84 58 8.49%
4 Bank of America Merrill Lynch 15,840.43 52 7.74%
5 UBS 15,764.15 59 7.71%
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