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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
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New contracts cannot yet be traded in US
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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  • The U.S. Treasury Department and American International Group have finalized a deal to pay back the government bailout of the company due to a distressed portfolio of exotic derivatives.
  • Tradeweb has executed the first ever, fully electronic tri-party interest rate swap trade, involving client, dealer, clearing member and clearinghouse.
  • Pension funds are buying novel hybrid longevity notes to offset the losses from their distressed real estate investments.
  • MacroMarkets, the real estate derivatives company co-founded by Yale University economist Robert Shiller, was working to create the first over-the-counter structured notes linked to the S&P/Case-Shiller residential property index (DW, 10/2). [More notes were readied by the company in December (DW, 12/28), and the property derivatives mart was tipped to pick up in 2010. The market cooled in the second quarter of this year, and has remained quiet since (DW, 8/3).]
  • --Kyle Shostak, principle, Rigi Capital, on why structures that match long-dated longevity gains against these distressed assets are making sense to end users in the depressed real estate marke.t
  • Two events have dominated the sovereign credit default swap world this week: one important and the other one markedly less so. The first was the Irish government's clarification of its bank bailout plans. The uncertainty surrounding the issue has made a major contribution to market volatility in recent weeks, and Ireland's spreads went beyond 500 basis points to another record wide on Tuesday. Finally, on Thursday morning, the government published details of its plans.