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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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  • The Royal Bank of Scotland is recommending investors buy credit-default swaps on a basket of Australian and Korean banks because of their exposure to European sovereign debt.
  • Issuers in Asia are offering bespoke autocallable structured products to high-net-worth individuals as a way of restructuring poor performing cash equity positions via vanilla at-the-money put options.
  • Nick Fuller, the co-head of equity single stocks trading at Royal Bank of Scotland in London, has joined Santander in a similar role also in London.
  • Hedge funds have been trying to structure exotic structures on the euro/Swiss franc with the expectation that the Swiss National Bank will re-peg the franc at 1.25 or 1.30 at its next meeting Dec. 15. Dealers are refusing to create the plays due to the lack of interbank appetite.
  • The U.S. Commodity Futures Trading Commission is planning to unveil a version of the Volcker rules that CFTC Chairman Gary Gensler said would be similar to those offered by other regulators.
  • Claims on Lehman Brothers’ derivatives unit will pay between 27.9 cents to 32 cents, compared with 48.4 cents to 44.7 cents on commercial-paper claims, according to the firm’s liquidation approved by a bankruptcy judge.