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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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Credit Suisse is planning to issue structured products based on a newly-created custom index that tracks the development of rural India.
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Huntington Asset Advisors was prepping a large cap equity fund to act as a volatility hedge in the event of a market downturn. The fund’s establishment was seen as a growing trend among hedge funds to defend against market cycles. [Newly established Hong Kong firm Expedition Advisory was seen this week prepping a volatility arbitrage fund that will use equity derivative strategies in Asia. The fund has already secured seed capital from a New York-based investor.
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—Brian Bier, an ex-equity derivative trader at Nomura in New York, who has recently joined Macro Risk Advisors, on how sellside traders are becoming bothered by weaker bonus payouts.
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The implied correlation is a classic metric used across volatility markets to measure whether the volatility of an index is expensive relative to its components. This metric is derived from the basic portfolio formula that links the volatility of the portfolio, the volatilities of its constituents and each pair-wise correlation. When implied volatilities are observed on the market, one can derive the average correlation of weighted portfolio, known as the index implied correlation.
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A group of 22 Democrat senators have asked regulators to step up their efforts to issue a final Volcker rule by summer.
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S&P Capital IQ Global Markets said that credit default swap spreads on Japan do not reflect a slowdown in the growth of China’s gross domestic product.