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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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Low volatility levels on the Australian dollar/yen cross could foster medium-term forward volatility agreements plays within the next week, according to Greg Anderson, fx strategist at Citigroup in New York.
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A single European central counterparty backed by the European Central Bank is still being considered by some members of the European Parliament, according to Kay Swinburne, member of the Parliament’s Economic and Monetary Affairs Committee.
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Some derivatives lawyers are working on a strategy for large endusers to snuff out the practice of rehypothecation—where dealers use collateral pledged by a customer to back the sellsiders own trades.
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Chinese banks and state-owned enterprises are trying to restructure U.S. dollar/yen swaps that will have them paying out millions of U.S. dollars if the cross breaches JPY80 barrier and the yen continues to appreciate.
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This week, we look into the seasonality of the realised volatility of the S&P 500 and the Eurostoxx50. -
Credit default swap trading volumes have plunged between 40% and 60% since their pre-crisis level, according to estimates by executives at four of the largest swap dealers.
