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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
SSA
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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  • Last Tuesday, the city of Harrisburg, Pennsylvania announced that it intended to skip an upcoming payment of USD3.29 million on its general obligation debt that would make this the second largest municipal default of the year.
  • The International Swaps and Derivatives Association has published a change to the master agreement to deal with the impending 30% U.S. withholding tax on equity derivatives.
  • Markit is rolling out a new MBX agency mortgage bond index that caters to investors looking for exposure to both interest-only swaps and principle-only cash flows.
  • Tradeweb is planning to launch an electronic equity trading platform for European equity options—a first for that market.
  • The new regulatory framework for over-the-counter derivatives in the Dodd-Frank Wall Street Reform and Consumer Protection Act is designed to overhaul the industry in three primary ways. First, Dodd-Frank aims to substantially reduce systemic risk at both the participant and the product levels. The new law also seeks to structurally deleverage the OTC derivatives markets through the imposition of regulatory capital and margin requirements. Finally, Dodd Frank attempts to bring transparency to the markets through enhanced price discovery, mandatory exchange-trading and required derivatives portfolio disclosures.
  • The markets remain too fragile to survive without state help.