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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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Risks of corporate downgrades and lower CDS volumes have pushed investors into carry strategies favouring single name entities and non-directionality. -
Société Générale is planning to expand its coverage of alternate investment funds with its Orchestra multi-asset post-trade service and prime brokerage, having landed one client this week.
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Rumours of more easing by the People's Bank of China (PBoC) have triggered a CNY rates rally and good receiving in one to five year CNY swaps so far this week. Domestic payers emerged in the one year sector on Tuesday, flattening the 1s/5s NDIRS slope, writes Deirdre Yeung of Total Derivatives.
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As corporate mergers and acquisitions become increasingly subject to lengthy regulatory reviews, investors have been able to capitalise on greater versatility in options strategies despite higher premiums.
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The overall credit default swap and interest rate derivative trade counts reported to swap data repositories last week increased 24% and 46%, respectively, compared to the same week last year, according to data from the International Swaps and Derivatives Association.
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Structured products are back, but not as you know them. Volumes are edging back to pre-crisis levels, but those familiar with the market then will not find the same types of structure on offer today.
