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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

  • Total Derivatives: 5y offered after soft data but rally looking overdone

    Although the data-related rally in CNY rates extended on Tuesday, sources said the move was beginning to look overdone. A currency-driven bid in short-end swaps has backed the recent flattening in the 2s/5s swap curve slope, writes Deirdre Yeung of Total Derivatives.

    • 07:45 AM
  • Hedge funds snap up steepeners on iTraxx Main ahead of roll

    Big asset managers and hedge funds are putting on steepeners in the iTraxx Main index, expecting steepening between the five and 10 year points of the curve when the index goes through its semi-annual roll over to its 22nd series on September 22.

    • 01 Sep 2014
  • Total Derivatives: CNY belly given on PMI, shorts bid

    Weaker than expected Chinese PMI data has supported receiving in three to five year CNY swaps, while a weaker currency fixing has backed light paying around the two year sector, writes Deirdre Yeung of Total Derivatives.

    • 01 Sep 2014
  • 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 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

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 01 Sep 2014
1 JPMorgan 219,570.04 844 7.84%
2 Barclays 211,559.30 719 7.56%
3 Deutsche Bank 202,783.22 804 7.24%
4 Citi 196,122.83 726 7.01%
5 Bank of America Merrill Lynch 191,612.71 668 6.84%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 BNP Paribas 33,409.30 147 7.26%
2 Credit Agricole CIB 23,745.78 96 5.16%
3 HSBC 22,616.59 128 4.92%
4 Commerzbank Group 22,221.24 122 4.83%
5 Barclays 21,931.61 88 4.77%

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%