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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

  • G10 volatility trades tipped to spike in 2015

    Front-end volatility trades in G10 currency pairs are likely to trend in the first quarter of 2015, particularly in the euro against the dollar, as strategists expect any significant spot movements in the pair to occur in Q1.

    • 06:45 PM
  • Funds sell Main options on ECB purchase hopes

    Hedge funds and big real money accounts have been selling options on iTraxx Main and Crossover this week after Mario Draghi, president of the European Central Bank, reiterated that the ECB will do whatever it can to raise inflation.

    • 06:15 PM
  • ISDA weighs in on CCP risk debate with guidelines

    Transparency, mandatory stress testing and clearly defined recovery plans are at the top of a list of key principles for the recovery and resolution of clearing houses published today by the International Swaps and Derivatives Association.

    • 05:15 PM
  • GFI launches MAC swaps live on order book

    GFI Group has launched dollar-denominated market agreed coupon (MAC) swaps on its swap execution facility. The firm now offers live tradable prices for such contracts in a central limit order book on its electronic trading platform known as RatesMatch.

    • 03:30 PM
  • IR, CDS volumes bounce back with sizeable increase

    Overall credit default swap notional that was reported to swap data repositories last week increased by 63% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rate derivatives trading that was reported, was also up by 28% from the previous week. This follows a week of modest decreases in trading volumes in both CDS and rates.

    • 11:00 AM

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%