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  • A wave of some 12 longevity swaps are expected over the next 18 months following the debut of a GBP1.7 billion (USD2.77 billion) deal by the ITV Pension Scheme, according to Raj Mody, head of pensions at PricewaterhouseCoopers.
  • BNY Mellon Clearing has joined CME Group as a clearing member for over-the-counter interest rate swaps.
  • The announcement that Warren Buffett’s Berkshire Hathaway was investing $5 billion in Bank of America has narrowed credit default swap spreads on the investment bank from its record levels.
  • BNP Paribas has tapped Bank of America Merrill Lynch’s Robb McGregor to head high-yield and distressed credit sales for Europe in London, including cash and derivatives.
  • Market participants projected a couple more longevity swaps could close by the end of the year, spurred by ITV’s announcement of the completion of a GBP1.7 billion (USD2.7 billion) transaction this week.
  • A bespoke swap giving an offshore dealer synthetic exposure to onshore China A-shares has closed, and two others are in the works, according to officials in Beijing and Hong Kong.