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◆ 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
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Vanna is a greatly under-used, higher-order option tool. Apart from being useful in its own right by virtue of its plain definition, it is also a valuable indicator that reveals information about the structure of an option portfolio, as well as the dynamic properties of a portfolio with respect to time. It remains, however, conspicuous by its absence from many traders' and risk managers' typical risk profile matrices. This Learning Curve aims to explain the advantages of vanna and combining it with vomma, another higher-order option.
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Russia legislators have approved close-out netting for derivatives--a move that should fuel growth in a market that has widely been seen as hampered by the issue.
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Fans of basketball are no doubt bemoaning the end of March Madness, particular since the final game was so painfully boring and sloppy to watch. For many fans, an introduction to basketball started with an innocent game of “P-I-G” or “H-O-R-S-E.”
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The Japan Securities Clearing Corporation has outlined its model for credit default swap clearing and set a target date of July 19 to begin clearing CDS on the iTraxx Japan index.
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China structurers are working on derivative plays to give offshore investors synthetic exposure to A-shares outside of the Qualified Foreign Institutional Investor scheme.