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Derivatives

Top Derivatives news

  • BES spreads fund caution on peripheral banks ahead of AQR

    Fund managers are taking long positions on peripheral banks cautiously, expecting an imminent European balance sheet review to reveal further inconsistencies similar to those at Banco Espirito Santo, which resulted in the Portuguese government splitting the bank.

    • 26 Aug 2014
  • SG sees Japan buyback outperformance interest

    Société Générale is seeing interest among macro hedge funds for outperformance options that pit a newly created Japan buyback index against the Topix Total Return Index.

    • 26 Aug 2014
  • Demand for euro options spikes post-Jackson-Hole

    Investors have increasingly been buying options on the euro against both the dollar and sterling, as market participants expect further volatility to occur in the single currency following comments from European Central Bank president Mario Draghi at last week’s annual symposium in Jackson Hole.

    • 26 Aug 2014


Latest Derivatives News

  • IRS volumes on SEFs decline, while USD dominates

    Interest rate swap trading on US swap execution facilities fell about 16% from June-to-July this year, with US dollar trades dominating 61% of the market.

    • 29 Aug 2014
  • Transaction reporting under EMIR

    As pressures for timely reporting of OTC transactions mount on both sides of the pond, Ian Salmon of ITRS Group explores the challenges that this presents, while explaining why the sell-side requires a fresh approach to avoid heavy fines and reputational damage.

    • 29 Aug 2014
  • Funds re-enter hedges on Main

    Hedge funds and real money desks were seen re-entering hedges on iTraxx Main in a week when flow in credit options was dominated by sellers of volatility across indices, especially on out-of-the-money strikes.

    • 29 Aug 2014
  • Deutsche Bank hires BAML equity chief

    John O’Brien, former managing director and head of New York derivatives sales at Bank of America Merrill Lynch, started at Deutsche Bank this week.

    • 28 Aug 2014
  • SEFs call on CFTC to extend data reporting relief

    A recent no-action letter from the US Commodity Futures Trading Commission that provided swap execution facilities relief from certain data reporting requirements for uncleared derivatives should be extended to cleared contracts.

    • 28 Aug 2014
  • Whopper Burger King deal sparks C$ options trading

    Investors have been buying short-dated options on the euro and US dollar against the Canadian dollar, as the Canadian unit has continued to strengthen over recent days following the announcement that Burger King will buy Canadian fast food chain Tim Hortons.

    • 28 Aug 2014
  • Seven-year swap future popularity spikes, Eris says

    Eris exchange has seen increased popularity in its seven-year standard swap futures contract, as firms look for ways to avoid the swap execution facility mandate for packaged trades under Dodd-Frank.

    • 28 Aug 2014

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Aug 2014
1 JPMorgan 215,971.90 822 7.91%
2 Barclays 203,469.57 697 7.45%
3 Deutsche Bank 198,268.00 785 7.26%
4 Citi 192,847.53 709 7.07%
5 Bank of America Merrill Lynch 184,602.45 658 6.76%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 19 Aug 2014
1 BNP Paribas 33,407.13 146 7.57%
2 Credit Agricole CIB 24,087.32 95 5.46%
3 HSBC 22,170.66 125 5.02%
4 UniCredit 20,938.85 102 4.74%
5 Commerzbank Group 20,285.28 116 4.60%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 Aug 2014
1 JPMorgan 20,187.61 96 9.15%
2 Goldman Sachs 19,786.26 62 8.97%
3 Deutsche Bank 18,686.20 63 8.47%
4 UBS 16,830.14 66 7.63%
5 Bank of America Merrill Lynch 16,179.41 55 7.33%