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Asian buyers driving callable SSA market have resurfaced in public benchmark deals
◆ 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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Asset managers and hedge funds have been reducing their exposure to the Eurostoxx 50 index dividend futures expiring in 2012 and 2013 by selling variations of calls or rolling options to 2014 and 2015 futures. The move is being driven by growing fears over how dividends are to be taxed in the eurozone. Another issue is the potential impact of further scrip dividends issued by European institutions and what the breakup of those dividends will be over the next two years. -
The Canadian Securities Administrators has published a comment consultation paper with proposals for a framework for over-the-counter central counterparty clearing.
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The Office of the Comptroller of the Currency has adopted an interim final rule amending its lending limits to apply to certain credit exposures arising from derivative transactions, credit exposures from a derivative transaction, repurchase agreement, reverse repurchase agreement, securities lending transaction, or securities borrowing transaction, effective July 12.
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The U.K. Parliament’s Treasury Select Committee has asked the Financial Services Authority to investigate the sale of interest rate swaps for possible mis-selling.
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The U.S. Volcker Rule could harm government, corporate securities and derivatives markets in developing countries, according to a Financial Stability Board report to the G20 meeting in Mexico.
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The U.S. Commodity Future Trading Commission will likely announce its choice of a system for identifying parties to swap transactions within two weeks and a definition of swap in July, according to CFTC Commissioner Scott O’Malia.
