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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
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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  • Tail risk funds, credit valuation adjustment desks and loan desks are buying one- and two-month payer spreads on the Markit investment grade credit default swap index.
  • Philip Ha, a secondary collateralized loan obligation and collateralized debt obligation trader at Goldman Sachs in New York, and Kelly Maier, a v.p. in high yield credit trading in London, have left the firm.
  • Treasury Secretary Timothy Geithner denied that the Volcker rule would pose a “meaningful risk” to European liquidity or credit availability.
  • U.S. commercial banks posted a record USD25.8 billion in trading revenues from over-the-counter derivatives and securities in 2011, a 14% increase from a year earlier, but saw OTC trading volumes decline for the second quarter in a row in the fourth quarter, according to the Office of the Comptroller of the Currency.
  • Stricter capital requirements as well as mandatory clearing for over-the-counter derivatives used by banks for hedging will likely reduce bank profit margins in derivatives trading and curb bank’s appetite for risk, according to Greenwich Associates.
  • Sen. Mike Crapo (R-Idaho) is expected to introduce legislation that would delay the implementation of the Volcker rule to one year after regulators complete the measures.