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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
SSA
New contracts cannot yet be traded in US
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  • Credit Suisse is advising buying short-dated seagulls with a reverse knock-in on the U.S. dollar against the yen to position for continuing yen strength, following the Bank of Japan’s policy meeting Tuesday.
  • Due to effects of Hurricane Sandy, DI staffers in North America are not contactable via our regular business e-mail. If you need to contact us, please e-mail Executive Editor Peter Thompson p8thompson@gmail.com, or call 773 439 1090.
  • Hedge funds are snapping up three-to-six month double no touches referencing Latin American currencies, such as the Brazilian real, and major currency crosses in a bid to benefit from volatility decreasing further.
  • Credit Suisse is recommending entering 2 year vs 10 year curve interest rate swap flatteners on the Czech koruna to play the view that the Czech National Bank may undertake monetary easing measures.
  • Investors should look at buying a December 2013 worst-of call referencing a basket of companies that should benefit from a weaker yen, while selling Nikkei or Topix, in a bid to benefit from more aggressive monetary policy from the Bank of Japan.
  • The International Swaps and Derivatives Association warned that the European Parliament’s vote to back legislation that would place limits on commodity derivatives trading could drive more commodities trades to exchanges.