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Derivatives

Top Derivatives news

  • Investors eye TRS on new Markit CoCo index

    Institutional investors looking for exposure to contingent convertible (CoCo) bonds are showing interest in total return swaps on a new CoCo index launched by Markit on Monday.

    • 17 Nov 2014
  • Rocky reporting could lead to derivatives data disaster

    Reporting of over-the-counter and exchange traded derivatives to repositories is floundering in its aim to make trading more transparent, some seven months since reporting started in Europe. Market participants say a broken system consisting of multiple trade repositories could harbour risk, rather than reduce it.

    • 13 Nov 2014
  • NDF clearing could finally herald cross-border cooperation

    Lawyers on both sides of the Atlantic hope that the creation of a clearing obligation for non-deliverable forwards (NDFs) could herald unprecedented regulatory cooperation between the Commodity Futures Trading Commission (CFTC) and the European Securities and Markets Association (ESMA).

    • 20 Nov 2014


Latest Derivatives News

  • CME to launch futures on novel repo indices from BNY

    CME group plans to launch futures on tri-party repurchase agreement indices developed by BNY Mellon, providing investors with a novel tool to hedge their interest rate risk.

    • 21 Nov 2014
  • Demand for $/ ¥ topside options surge, strikes oddly cheap

    Funds have increasingly been buying topside options on the dollar against the yen as the Japanese unit continues to depreciate, however, high strikes on the currency pair are anomalously cheap despite the fact that both volatility and spot have continued to increase.

    • 21 Nov 2014
  • Pension funds spur growth in ETFs, futures on minimum vol factor indices

    Institutional investors such as pension funds are showing increasing interested in futures and exchange traded funds on MSCI minimum volatility factor indices based off its equity market indices, including the MSCI emerging market futures index.

    • 21 Nov 2014
  • Eris swap futures reach $14bn in notional

    Open interest in dollar-denominated interest rate swap futures on Chicago-based futures bourse Eris Exchange has reached $14bn in notional, a new record all-time high.

    • 20 Nov 2014
  • Hedge funds scoop euro/dollar puts with RKO

    Hedge funds have been picking up puts on the euro against the dollar with reverse knockouts following increased volatility on the currency pair and a gradual strengthening of the latter currency over the past month.

    • 20 Nov 2014

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Nov 2014
1 JPMorgan 298,805.91 1181 8.14%
2 Barclays 268,207.66 919 7.30%
3 Citi 262,519.94 1020 7.15%
4 Deutsche Bank 259,366.94 1042 7.06%
5 Bank of America Merrill Lynch 253,285.00 906 6.90%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Nov 2014
1 Deutsche Bank 50,391.33 134 7.40%
2 BNP Paribas 47,024.00 196 6.90%
3 Citi 37,662.62 104 5.53%
4 HSBC 32,812.42 174 4.82%
5 Credit Agricole CIB 32,328.17 135 4.75%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Nov 2014
1 JPMorgan 24,215.02 117 9.07%
2 Goldman Sachs 23,224.16 78 8.70%
3 Deutsche Bank 20,943.82 79 7.85%
4 UBS 20,462.41 83 7.67%
5 Bank of America Merrill Lynch 19,151.02 70 7.17%