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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
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New contracts cannot yet be traded in US
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  • A German bank was buying one-year at-the-money straddles on the euro against the U.S. dollar Monday, according to traders in London. The trade had a notional of USD400 million and stood out in what has been a quiet fx options so far this week.
  • JPMorgan is advising investors to position for a likely increase in the directionality of forward U.S. yield curves by entering a conditional one-year forward 2s/10s bull flattener constructed with three-month expiry mid-curve swaptions.
  • ABN Amro has closed its Delta One arbitrage equity-derivatives unit, resulting in the elimination of a total of 40 jobs in Amsterdam, New York, London, Frankfurt and Hong Kong.
  • The U.S. Commodity Futures Trading Commission has unanimously voted to require swap dealers and other market participants to maintain audio records of commodities transactions for one year.
  • The European Energy Exchange and Eurex Exchange have teamed up for a joint incentive program to attract more U.S. companies to participate in the EEX.
  • Some 45% of sell-siders said they are still not prepared to meet deadlines for implementation of new regulations for over-the-counter derivatives, currently scheduled to go into effect in the U.S. and Europe in the middle of 2013, according to Rule Financial.