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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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Sen. Richard Shelby (R-Ala.), the ranking member of the Senate Banking Committee, has asked the U.S. Commodity Futures Trading Commission for an independent investigation into how the agency monitored MF Global and into why CFTC Chairman Gary Gensler recused himself from the broker-dealer’s bankruptcy.
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Bernie Thurston, head of delta one data at financial date firm Netik, said synthetic exchanged traded funds are more transparent that the physical ETFs.
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The unprecedented widening of credit default spreads is likely to continue across many regions next year.
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—Fabien Carruzzo, associate at Kramer, Levin, Naftalis, and Frankel, talking about the increase in tri-party custodian agreements for customer collateral as ISDA plans to publish sample provisions for the market to use in negotiations.
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Spreads on credit-default swaps for Western European nations tightened after a series of triggers, most notably the coordinated rate cut on U.S. dollar swaps on Nov. 30, bringing the spreads, as of December 1, down to the tightest levels since early November.
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Strategists at the Royal Bank of Scotland are advising investors buy four-year variance swaps on the Nikkei 225 and sell four-year variance swaps on the S&P 500.