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Derivatives

Top Derivatives news

  • Managing your risk: Compression-like tools here to stay

    Tools that enable firms, whether buyside or sellside, to reduce the number of line items in a portfolio, while keeping the same risk profile, are changing the way market participants trade derivatives.

    • 09 Jan 2015
  • Synthetic CDOs back as hedgies drive full cap sales

    Synthetic collateralised debt obligations, one of the financial products synonymous with the global crisis, are set to accelerate their recent tentative comeback. Real money investors are joining hedge funds in chasing the controversial instruments’ double-digit yields, write Will Caiger-Smith and Beth Shah.

    • 08 Jan 2015
  • Panic erupts as SNB abandons floor causing euro/Swiss to tank

    The Swiss National Bank shocked markets on Thursday when it abandoned its Sfr1.20 floor on the euro and cut the interest rate on sight deposit balances to minus 0.75%. The SNB and some investor portfolios will suffer big losses.

    • 15 Jan 2015


Latest Derivatives News

  • ESMA rejects Commission exemption for intragroup derivs

    The European Securities and Markets Authority has raised concerns over the European Commission’s proposal for a three-year exemption from clearing and collateral responsibilities for firms making intragroup interest rate derivatives transactions with third-country entities, because such entities are not yet deemed to have regimes equivalent to the European Market Infrastructure Regulation.

    • 30 Jan 2015
  • TABB Forum: Move to electronic trading won’t eliminate volatility

    More swaps trading being pushed onto exchanges and other venues won’t eliminate the presence of volatility in derivatives markets, however, the move to electronic trading has increased matched trades and efficient sourcing of capital, according to panelists at the TABB Forum 2015 Fixed Income conference in New York on Thursday.

    • 30 Jan 2015
  • TABB Forum: All eyes on MAC swaps

    Volumes in market adjusted coupon swap trading are increasing due to margin efficiencies, increased liquidity and the ease of trading, according to speakers at the TABB Forum Fixed Income 2015 conference in New York on Thursday.

    • 30 Jan 2015
  • TABB Forum: Asset managers need to reduce their DV01

    Asset managers need to reduce the price value of a basis point, also known as the DV01, on their trades as buyside firms transact in ever larger volumes. However, this is very difficult as onerous capital requirements for investment banks means that a dealer’s ability to warehouse risk is diminished, according to panelists at the TABB Forum Fixed Income 2015 conference in New York on Thursday.

    • 30 Jan 2015
  • Q&A: Lucio Biase, CEO and Hilary Park, chief strategy officer at LMRKTS

    Tools that enable firms to reduce the number of line items in a portfolio, while keeping the same risk profile, are changing the way market participants trade derivatives. These tools are becoming the new market norm as users look to optimise their balance sheets as increased regulation envelops the derivatives market. Gabriel Suprise was granted an exclusive interview with Lucio Biase, CEO, and Hilary Park, chief strategy officer at LMRKTS, a new firm that offers a novel type of tool in order to minimise counterparty risk. Topics of discussion included what LMRKTS is, how it works and why it is different from other compression offerings in the derivatives marketplace.

    • 29 Jan 2015

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Barclays 33,986.86 90 8.79%
2 JPMorgan 31,069.68 92 8.03%
3 Citi 29,100.05 85 7.52%
4 HSBC 23,433.42 93 6.06%
5 Morgan Stanley 23,286.17 63 6.02%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Jan 2015
1 JPMorgan 7,654.17 3 47.87%
2 Credit Agricole CIB 2,846.92 3 17.81%
3 Deutsche Bank 508.74 2 3.18%
3 Commerzbank Group 508.74 2 3.18%
5 Santander 452.07 2 2.83%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Jan 2015
1 Goldman Sachs 4,919.26 4 36.34%
2 UBS 4,591.38 3 33.91%
3 Morgan Stanley 730.09 7 5.39%
4 Citi 569.24 4 4.20%
5 Liberum Capital Ltd 454.08 4 3.35%