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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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The shift towards centrally clearing derivatives has contributed to a decline in the total amount of collateral supporting non-cleared derivatives transactions, according to the latest International Swaps and Derivatives Association (ISDA) Margin Survey, with cleared transactions gaining from the swing. -
Changing the selection rules for the CDX HY index, which references the debt of US high yield companies, should make it more useful for investors as a hedge against cash bonds. But the even better news is that Markit and CDS market makers seem to have learned from the experience of last year's changes to Europe's equivalent, the iTraxx Crossover.
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PricewaterhouseCoopers has called for an overhaul of regulations which are hurting market liquidity, as part of a major new report on the state of liquidity in financial markets, commissioned by the Global Financial Markets Association and the Institute for International Finance.
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Back in 2010, Brazil’s finance minister Guido Mantega warned that the world was in the midst of a “currency war” in the wake of US quantitative easing. The term is now back in vogue after China made the shock decision to devalue its currency.
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UBS has overhauled the senior management of its trading business, as Kevin Arnold, head of FX, rates and credit for the Americas, has been given a new cross-asset role that includes equities.
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Mizuho International has hired an experienced banker in London to head its European flow derivatives business.
