Top Section/Ad
Top Section/Ad
Most recent
◆ 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
Japanese firm plucks banker from UBS
More articles/Ad
More articles/Ad
More articles
-
CME Group and the International Derivative Clearing Group have switched to using the relevant overnight index swap (OIS) rate instead of Libor for revaluing their swap portfolios.
-
The Markit iTraxx Financial Index of senior debt of 25 European banks and insurers widened to a record 567 basis points after reports that lenders may have to absorb bigger losses from their exposure to Greek debt, according to JPMorgan Chase.
-
A proposed rule by the U.S. Commodity Futures Trading Commission that would require swap executive facilitates to introduce a 15-second time delay on trades has been called unworkable.
-
Credit default swap spreads on U.S. banks, led by Goldman Sachs and Morgan Stanley, widened sharply on growing concerns that the sovereign-debt crisis in Europe will affect their balance sheets, according to CMA DataVision. Click here to read the story from Bloomberg
-
CME Group has launched an interest-rate futures market modeled after one run by NYSE Euronext.
-
UBS said a modest net profit in the third quarter effectively cancels out a USD2.3 billion loss revealed last month as the result of unauthorized trading activity.