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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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It looked for one moment that the long-awaited credit event on Greek sovereign CDS was finally about to happen. -
End users of equity derivatives are playing a breakdown in correlation between indexes and their components through dispersion trades and event-specific single stock options.
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Greece has not yet triggered a credit event and buyers will therefore not receive a payout on credit default swaps, the Europe, Middle East and Africa determinations committee of the International Swaps and Derivatives Association said this morning.
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The EMEA Determinations Committee of the International Swaps and Derivatives Association has unanimously agreed that current Greek debt restructuring efforts will not trigger payout of some USD3.25 billion in credit default swaps referencing the country’s debt.
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A first-of-its kind closed-end fund from Eaton Vance could siphon off high-net worth investor appetite from the structured notes market, structuring officials say, noting the fund provides a payoff profile similar to a structured note but has daily collateralization and spreads counterparty credit risk across multiple issuers.
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Offshore hedge funds are buying far out-the-money puts on Japanese rates, typically with a three-year tenor and a 4% payer swaption, expressing the view that current rates will spike higher.
