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◆ 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
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TriOptima has held its first post-credit compression cycles—in which market participants tear up existing trades at their own mid-to-market valuations—since the International Swaps and Derivatives Association introduced its big bang and small bang protocols. -
It’s time the idea of giving the UK public shares in Royal Bank of Scotland was strangled and buried.
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The European Banking Association wants a clear measure of liquidity but sticking purely to data will not provide this. When a bank needs funding in a tight spot, it all comes down to the bid.
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Insurers are increasingly scoping VIX in general accounts or as part of variable annuity hedging, according to Clayton Cutler, head of risk trading and portfolio management at The Hartford.
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More than eight in 10 buysiders (84%) said the U.S. Commodity Futures Trading Commission’s proposal that traders must submit five requests for quotes would increase transactions costs.
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Eurex Exchange reported that the average daily volume of equity derivatives totaled 21.8 million contracts in February, compared with 30.1 million a year earlier, while interest-rate derivatives reached 46.1 million contracts, up from 36.5 million during the same period.
