Top Section/Ad
Top Section/Ad
Most recent
◆ Public sector issuers embrace hedge fund bid... ◆ ... as they flex in the swap market ◆ Car makers welcomed back to bond market
CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
More articles/Ad
More articles/Ad
More articles
-
Institutional investors are showing increased demand for convexity on the S&P500 instruments such as wing options or buy buying a variance swap and selling a volatility swap on the index, Roger Naylor, head of global equity derivatives at UBS in London, told DI in an exclusive interview. Volume has yet to increase sharply, but requests are up given cheap convexity. -
Index provider STOXX has launched two benchmarks to rival Libor and Euribor. The STOXX GC Pooling index family provides a representation of the secured euro funding transactions taking place on the Eurex Repo GC Pooling Market, effectively creating a third-party alternative to unsecured interbank benchmarks.
-
Investors should buy protection on the iTraxx Asia Ex-Japan IG following a slide in the yen and a slowing of cyclical recovery in China, according to strategists at Société Générale.
-
Hedge fund have been buying short-dated at-the-money put spreads on the Kospi at 2% with a 90% strike, in a bid to profit on a recent change in skew due to escalating political tensions on the Korean peninsula.
-
The International Organization of Securities Commissions has issued a consultation paper on its proposed Principles for Financial Benchmarks noting that compilation, distribution and governance for financial benchmarks should be undertaken by an administrator.
-
BNY Mellon Clearing has become a clearing member for SwapClear, LCH.Clearnet’s interest-rate clearing service.
